ML-QuantSubscribe

SSRNML & AI Methods

Intraday Stock Predictability Everywhere

Machine learning techniques show consistent predictability in intraday stock returns, with nonlinear models performing better than linear models.

Featured in No. 6 on 5 Jul 2023 · 5 days after release · 1 citation today

Released
30 Jun 2023
First featured
No. 6 · 5 Jul 2023
Citations (Semantic Scholar)
1
Influential citations
0
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
4
Identifier
SSRN 4496917

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page