Market timing : the forecasting ability of machine learning algorithms
The present thesis analyzes whether shifts in the direction of the stock market can be predicted by supervised learning algorithms and aims to contribute to the emerging literature on the use of machine learning in finance. Previous findings on the feasibility of market timing strategies vary. Many...
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| Format: | masterThesis |
| Language: | eng |
| Published: |
2021
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| Online Access: | http://hdl.handle.net/10400.14/35259 |
| Country: | Portugal |
| Oai: | oai:repositorio.ucp.pt:10400.14/35259 |