A Multi-Horizon Machine Learning Framework for Stock Prediction in Emerging Market: Evidence from Thailand
“Model performance is evaluated using both predictive and trading metrics, including win rate, future return, Sharpe ratio, and maximum drawdown against a benchmark trading strategy.”
AssetEquities
StrategyMachine learning
TechniqueTree ensemble
GeographyEmerging markets
Also stated: Sharpe ratio, Drawdown, Price and volume
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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