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"G-LASSO/G-SCAD/G-MCP penalized trinomial logit dynamic models predict up ..."

Xuemei Hu, Junwen Yang (2024)

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DOI: 10.1016/J.ESWA.2024.123476

access: closed

type: Journal Article

metadata version: 2024-05-31

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Xuemei Hu, Junwen Yang:
G-LASSO/G-SCAD/G-MCP penalized trinomial logit dynamic models predict up trends, sideways trends and down trends for stock returns. Expert Syst. Appl. 249: 123476 (2024)

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