A machine learning approach for comparing the largest firm effect
Year of publication: |
2023
|
---|---|
Authors: | Kim, Jang Ho ; Han, Jiwoon ; Kang, Taehyeon ; Fabozzi, Frank J. |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 54.2023, p. 1-7
|
Subject: | Market capitalization | Variable selection | Lasso regression | Random forest |
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