Intraday Stock Market Predictability with Machine Learning

Log in to collect

Academic paper

Intraday Stock Predictability Everywhere

AuthorsFred Liu; Lars Stentoft

Institute
  • University of Guelph
  • Western University
  • University of Western Ontario, Department of Economics
  • Center for Interuniversity Research and Analysis on Organizations
  • Aarhus University
  • Aarhus University - CREATES
  • Center for Interuniversity Research and Analysis on Organization (CIRANO)
  • Department of Economics, University of Western Ontario

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.