Predict short-term stock return using regularized Logistic Classifiers.
- Underlying Stock: Geely Automobile Holdings Limited(0175.HK)
- Methods used: Ridge and Lasso Logistic Regression
Important Note: this is only a simple framework of how to predict short-term stock variation, it only predicts whether the underlying stock will go up or down, feature selection and hyperparameter tuning need to be refined later.