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

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Tatsuki Masuda, Kei Nakagawa. Predicting Financial Asset Returns with Factor and Lead-Lag Relationships: Ridge Regression with Lagged Penalty. In 14th IIAI International Congress on Advanced Applied Informatics, IIAI-AAI 2023, Koriyama, Japan, July 8-13, 2023. pages 534-539, IEEE, 2023. [doi]

This author has not been identified. Look up 'Tatsuki Masuda' in GoogleThis author has not been identified. Look up 'Kei Nakagawa' in Google

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