aliceWangB/ESwA-2020

Stock returns prediction using kernel adaptive filtering within a stock market interdependence approach

ESwA-2020

This GitHub repository has the Python code, data, and results of the paper "Stock returns prediction using kernel adaptive filtering within a stock market interdependence approach". For more information, please visit the following GitHub page https://segarciave.github.io/stock_returns_prediction. DOI: https://doi.org/10.5281/zenodo.3764212