SSRNML & AI Methods
Machine Learning for Lag Selection in Finance Research
Random Regression Forests (RRF) are more effective than traditional methods and other machine learning techniques in choosing optimal lags for forecasting in various data series.
Featured in No. 12 on 17 Aug 2023 ·
- Released
- 1 Jun 2022
- First featured
- No. 12 · 17 Aug 2023
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- Not yet, as far as Semantic Scholar knows
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- Identifier
- SSRN 4543446
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