Open access
Jul 2026
Lag-Resilient Meta-Ensembles for Next-Day Equity Returns: An ML Framework for Algorithmic Trading
A lag-resilient meta-ensemble for next-day equity return forecasting in algorithmic trading that combines linear econometric models, tree-based machine-learning models, and a recurrent neural meta-learner within a two-layer forecasting design is developed.
Nitin Adik
· European Journal of Electric... · 0 citations