"Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: ..."

Tatsuki Masuda, Kei Nakagawa (2023)

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DOI: 10.1109/IIAI-AAI59060.2023.00107

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type: Conference or Workshop Paper

metadata version: 2024-05-07

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Tatsuki Masuda, Kei Nakagawa:
Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty. IIAI-AAI 2023: 534-539

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