Predicting the European stock market during COVID-19: A machine learning approach
This research attempts to explore the total of 21 potential internal and external shocks to the European market during the Covid-19 Crisis. Using the time series of 1 Jan 2020 to 26 June 2020, I employ a machine learning technique, i.e. Least Absolute Shrinkage and Selection Operator (LASSO) to exam...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-01-01
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| Series: | MethodsX |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2215016120304180 |