Login / Signup
G-LASSO/G-SCAD/G-MCP penalized trinomial logit dynamic models predict up trends, sideways trends and down trends for stock returns.
Xuemei Hu
Junwen Yang
Published in:
Expert Syst. Appl. (2024)
Keyphrases
</>
dynamic model
least squares
feature selection
decision making
experimental data
feature space
model selection