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Group Penalized Multinomial Logit Models and Stock Return Direction Prediction.

Xuemei HuJunwen Yang
Published in: IEEE Trans. Inf. Theory (2024)
Keyphrases
  • prediction model
  • prediction accuracy
  • prediction algorithm
  • probabilistic model
  • long term
  • models built
  • neural network
  • information retrieval
  • information systems
  • maximum likelihood