G-LASSO/G-SCAD/G-MCP penalized trinomial logit dynamic models predict up trends, sideways trends and down trends for stock returns
Release time:2024-11-12
Hits:
- Journal:
- Expert Systems with Applications
- First Author:
- Hu Xuemei
- Co-author:
- 杨俊文
- Indexed by:
- 源刊论文
- Document Code:
- 6A21NIW1BEIOP22GZXVWOJ8QXFJCFYBH
- Issue:
- 249
- Translation or Not:
- no
- Date of Publication:
- 2024-02-13