RePEcEconometrics & Forecasting
Forecasting S&P 500 returns with ML
The LSTM classifier, a machine learning technique, can predict future stock prices more accurately than random choice, questioning the random walk and efficient market theories.
Featured in No. 46 on 24 Apr 2024 · on release day
- Released
- 24 Apr 2024
- First featured
- No. 46 · 24 Apr 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 17
- Identifier
- RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00644-0
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).