Group penalized logistic regressions predict up and down trends for stock prices

Title
Group penalized logistic regressions predict up and down trends for stock prices
Authors
Keywords
Group SCAD, Group MCP, Technical indicators, Up and down trends, Prediction accuracy
Journal
North American Journal of Economics and Finance
Volume 59, Issue -, Pages 101564
Publisher
Elsevier BV
Online
2021-10-02
DOI
10.1016/j.najef.2021.101564

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