A comparison of ensemble methods in financial market prediction

Proceedings of the 2012 5th International Joint Conference on Computational Sciences and Optimization, CSO 2012

Volumn , Issue , 2012, Pages 755-759

  Cheng, Cheng ^a   Xu, Wei ^a   Wang, Jiajia ^a  

^a RENMIN UNIVERSITY OF CHINA   (China)

Author keywords

Comparison; Ensemble algorithm; Financial time series; Prediction

Indexed keywords

BASE LEARNERS; COMPARISON; ENSEMBLE ALGORITHMS; ENSEMBLE METHODS; FINANCIAL MARKET; FINANCIAL TIME SERIES; FINANCIAL TIME SERIES PREDICTIONS; FOCUS POINTS; OVERFITTING; RANDOM SUBSPACES;

ALGORITHMS; FINANCIAL DATA PROCESSING; FORECASTING; OPTIMIZATION; PROFITABILITY;

ITERATIVE METHODS;

EID: 84867915147     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CSO.2012.171     Document Type: Conference Paper

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