Machine Learning Asset Pricing
The article forecasts the prices of financial innovation-themed ETFs using machine learning, finding that ARIMA and Prophet models perform better than LSTM for shorter datasets.
Featured in No. 90 on 26 Mar 2025 · on release day
- Released
- 26 Mar 2025
- First featured
- No. 90 · 26 Mar 2025
- Published in
- Not yet, as far as Semantic Scholar knows
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- 2
- Identifier
- SSRN 5193994
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