Dynamic Portfolio Return Classification Using Price-Aware Logistic Regression

Dynamic Portfolio Return Classification Using Price-Aware Logistic Regression

The dynamic and uncertain nature of financial markets presents significant challenges in accurately predicting portfolio returns due to inherent volatility and instability. This study investigates the potential of logistic regression to enhance the accuracy and robustness of return classification mo...

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Bibliographic Details
Main Authors: Yakubu Suleiman Baguda, Hani Moaiteq AlJahdali, Altyeb Altaher Taha
Format: Article
Language:English
Published: MDPI AG 2025-06-01
Series:Mathematics
Subjects:
logistic regression
dynamic portfolio optimization
return classification
machine learning
uncertainty
financial risk
Online Access:https://www.mdpi.com/2227-7390/13/11/1885
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