Linear, adaptive and nonlinear trading models for Singapore stock market with random forests

IEEE International Conference on Control and Automation, ICCA

Volumn , Issue , 2011, Pages 726-731

  Wang, Qing Guo ^a   Li, Jin ^a   Qin, Qin ^a   Sam Ge, Shuzhi ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

BINARY SYSTEMS; BUY-AND-HOLD STRATEGY; CONSTRUCT MODELS; EXCESS RETURNS; FORGETTING FACTORS; HIGHLY NONLINEAR; LEAST SQUARES TECHNIQUES; MARKET CHANGES; MARKET CONDITION; NON-LINEAR CORRELATIONS; RANDOM FOREST METHODS; RANDOM FORESTS; SCORING TECHNIQUES; SINGAPORE; SINGAPORE EXCHANGE; STATISTICAL SIGNIFICANCE; STOCK MARKET; STOCK PRICE; STRONG SIGNAL; TIME-PERIODS; TRADING MODELS; TRADING SYSTEMS;

DECISION TREES; FINANCE; FORESTRY; SALES; STATISTICAL TESTS;

COMMERCE;

COMMERCE; FINANCE; FORESTRY; SALES; STATISTICAL ANALYSIS;

EID: 84858969800     PISSN: 19483449     EISSN: 19483457     Source Type: Conference Proceeding    
DOI: 10.1109/ICCA.2011.6137897     Document Type: Conference Paper

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