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RePEcEconometrics & Forecasting

Machine Learning for Financial Forecasting

Machine learning models performed better than market benchmarks during the Russia-Ukraine war, but not prior to the conflict, indicating caution should be used when forecasting stock prices with these models.

Featured in No. 54 on 20 Jun 2024 · on release day

Released
20 Jun 2024
First featured
No. 54 · 20 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
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Identifier
RePEc:eme:regepp:rege-05-2022-0079

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

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