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RePEcDerivatives & Volatility

Hybrid Machine Learning for Stock Volatility Prediction

A study uses machine learning to analyze stock market volatility, finding the RF-LASSO model to be the most effective predictor.

Featured in No. 79 on 18 Dec 2024 · on release day

Released
18 Dec 2024
First featured
No. 79 · 18 Dec 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
24
Identifier
RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006434

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

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