Figures index

From

Forecasting Stock Market Out-of-Sample with Regularised Regression Training Techniques

Jonathan Iworiso

International Journal of Econometrics and Financial Management. 2023, 11(1), 1-12 doi:10.12691/ijefm-11-1-1
  • Figure 1. Stacked Bar Chart showing CR and SR for the RT Models
  • Figure 2. The Utility Gain (%) for the RT Models
  • Figure 3. Comparing Actual (Equity Prem) with HA and LM Forecasts
  • Figure 4. Comparing Actual with Ridge and FOBA Forecasts
  • Figure 5. Comparing Actual with LASSO and Relaxed LASSO Forecasts
  • Figure 6. Comparing Actual with Elastic Net Forecasts
  • Figure 7. Comparing Actual with LARS and LARS2 Forecasts