Question: Please use any dataset. 2-Split your dataset into training and testing samples. Testing sample should include data with year>=2016. 3. Use LassoCV to run

Please use any dataset. 2-Split your dataset into training and testing samples. Testing sample should include data with year>=2016. 3. Use LassoCV to run lasso regression to predict stock monthly returns. Use the timeseriessplit for the cross validation. Run lasso regression using your new training sample and report the selected value of Alpha and coefficients on all the selected independent variables. 4. Use RidgeCV to run ridge regression to predict stock monthly returns. Use the timeseriessplit for the cross validation. Please build your own candidate values for the search of Alpha. Run ridge regression using your new training sample and report the selected value of Alpha and coefficients on all the independent variables. 5. Use ElasticNetCV to run elasticnet regression to predict stock monthly returns. Use the timeseriessplit for the cross validation. Please build your own candidate values for the search of 11_ratio. Run elasticnet regression using your new training sample and report the selected value of 11_ratio and coefficients on all the selected independent variables.

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To perform Lasso Ridge and ElasticNet regression to predict stock monthly returns youll need a dataset that contains relevant features and target variable stock returns over time Ill provide you with ... View full answer

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