Home Statistics and Visualization R-bloggers Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)

Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)

R-bloggers 2025-06-03

Summary:

A flexible hybrid approach to probabilistic stock forecasting that combines machine learning with ARCH effects, offering an alternative to traditional ARMA-GARCH models
Continue reading: Beyond ARMA-GARCH: leveraging model-agnostic Machine Learning and conformal prediction for nonparametric probabilistic stock forecasting (ML-ARCH)

Link:

https://www.r-bloggers.com/2025/06/beyond-arma-garch-leveraging-model-agnostic-machine-learning-and-conformal-prediction-for-nonparametric-probabilistic-stock-forecasting-ml-arch/

From feeds:

Statistics and Visualization ยป R-bloggers

Tags:

bloggers

Authors:

T. Moudiki

Date tagged:

06/03/2025, 05:31

Date published:

06/01/2025, 20:00