RePEcML & AI Methods
ML Models' Predictability of Commodity Futures Returns
Light gradient-boosting machine learning models outperform linear models in predicting future returns in 22 commodities.
Featured in No. 34 on 23 Jan 2024 · on release day
- Released
- 23 Jan 2024
- First featured
- No. 34 · 23 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 15
- Identifier
- RePEc:wly:jfutmk:v:44:y:2024:i:2:p:302-322
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).