T. Pham

A COMPARATIVE ANALYSIS OF FORECASTING ACCURACY BETWEEN MACHINE LEARNING MODELS AND OLS REGRESSION: EMPIRICAL EVIDENCE FROM THE VIETNAMESE STOCK MARKET

The empirical results demonstrate that machine learning models significantly outperform OLS in capturing complex nonlinear relationships in stock returns, and the ANN model achieves the lowest RMSE, indicating the highest predictive accuracy, and generates superior long–short portfolio returns compared to the other mod...