Nitin Adik

Lag-Resilient Meta-Ensembles for Next-Day Equity Returns: An ML Framework for Algorithmic Trading

This study develops a lag-resilient meta-ensemble for next-day equity return forecasting in algorithmic trading. The framework is motivated by a practical constraint in live trading systems: forecasts must be accurate, but they must also react quickly enough to changing market conditions to remain actionable. To addres...