Postfundamentals Price Drift in Capital Markets: A Regression Regularization Perspective.
Doron AvramovGuy KaplanskiAvanidhar SubrahmanyamPublished in: Manag. Sci. (2022)
Keyphrases
- kernel ridge regression
- reproducing kernel hilbert space
- regression model
- gaussian processes
- viewpoint
- electronic commerce
- regression algorithm
- prior information
- regularization parameter
- concept drift
- locally weighted
- gradient boosting
- support vector regression
- linear regression
- model selection
- maximum entropy discrimination
- regularization methods
- learning algorithm
- simple linear
- regression method
- regression problems
- parameter selection
- regularization term
- kernel methods
- information technology