Predicting Stock Return And Volatility With Machine Learning And Econometric Models: A Comparative Case Study Of The Baltic Stock Market
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More about this item
Keywords
machine learning; neural networks; autoregressive moving average; generalized autore- gressive conditional heteroskedasticity;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BIG-2021-12-06 (Big Data)
- NEP-CMP-2021-12-06 (Computational Economics)
- NEP-CWA-2021-12-06 (Central and Western Asia)
- NEP-FMK-2021-12-06 (Financial Markets)
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