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Journal Articles

Machine learning methods for financial forecasting and trading profitability: Evidence during the Russia–Ukraine war

Open Access
Yaohao Peng, João Gabriel de Moraes Souza
Journal: Revista de Gestão
Revista de Gestao (2024) 31 (2): 152–165.
https://doi.org/10.1108/REGE-05-2022-0079
Published: 21 May 2024
... to forecasting the price trends and build profitable trading strategies (Vijh, Chandola, Tikkiwal, & Kumar, 2020 ; Ghasemzadeha, Mohammad-Karimi, & Ansari-Samani, 2020). Time-series forecasting Algorithmic trading Support vector machines Russia–Ukraine war Efficient market hypothesis Trading...
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