Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty

التفاصيل البيبلوغرافية
العنوان: Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty
المؤلفون: Masuda, Tatsuki, Nakagawa, Kei
المصدر: 2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI) IIAI-AAI Advanced Applied Informatics (IIAI-AAI), 2023 14th IIAI International Congress on. :534-539 Jul, 2023
Relation: 2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)
قاعدة البيانات: IEEE Xplore Digital Library