SSRNEconometrics & Forecasting
Intraday Returns Forecasting in Brazil
The study compares machine learning methods for forecasting Brazilian stock returns, with Ridge Regression performing best when considering transaction costs.
Featured in No. 85 on 19 Feb 2025 · 16 days after release
- Released
- 3 Feb 2025
- First featured
- No. 85 · 19 Feb 2025
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 30
- Identifier
- SSRN 5122977
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).