LASSO Technique Application in Stock Market Modelling: An Empirical Evidence in Indonesia

The stock market has captured the attention of many investor communities and scholars. It has become one of the most crucial aspects of a modern market economy. This study aims to determine the LASSO technique applications on the stock market in Indonesia. Furthermore, this research also compare lin...

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Bibliographic Details
Main Author: Budi Setiawan
Format: Article
Language:English
Published: Fakultas Ekonomi Universitas Sriwijaya 2018-03-01
Series:Sriwijaya International Journal of Dynamic Economics and Business
Subjects:
Online Access:https://sijdeb.unsri.ac.id/index.php/SIJDEB/article/view/62
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