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

Masuda, Tatsuki; Nakagawa, Kei

doi:10.1109/iiai-aai59060.2023.00107

2023 14th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI) 2023

DOI: 10.1109/iiai-aai59060.2023.00107

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

Tatsuki Masuda,

Kei Nakagawa

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Analysis of Investment Behavior of Individual Investors in the FX Market: Influence of FOMC and Beige Book Information

Asano,

Ichikawa,

Nakagawa

et al. 2024

2024 16th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)

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Analysis of Investment Behavior of Individual Investors in the FX Market: Influence of FOMC and Beige Book Information

Asano,

Ichikawa,

Nakagawa

et al. 2024

2024 16th IIAI International Congress on Advanced Applied Informatics (IIAI-AAI)

View full text Add to dashboard Cite

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

Cited by 1 publication

References 30 publications

Analysis of Investment Behavior of Individual Investors in the FX Market: Influence of FOMC and Beige Book Information

Analysis of Investment Behavior of Individual Investors in the FX Market: Influence of FOMC and Beige Book Information

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