Automated trading with performance weighted random forests and seasonality

Expert Systems with Applications

Volumn 41, Issue 8, 2014, Pages 3651-3661

  Booth, Ash ^a   Gerding, Enrico ^a   McGroarty, Frank ^a  

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

Algorithmic trading; Ensemble learning; Machine learning; Random forests; Stock price prediction

Indexed keywords

ALGORITHMIC TRADING; AUTOMATED TRADING SYSTEMS; EMPIRICAL REGULARITIES; ENSEMBLE LEARNING; MACHINE LEARNING TECHNIQUES; RANDOM FORESTS; REGRESSION TECHNIQUES; STOCK PRICE PREDICTION;

DECISION TREES; ECONOMICS; EXPERT SYSTEMS; FORECASTING; LEARNING SYSTEMS; PROFITABILITY;

COMMERCE;

EID: 84891714796     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2013.12.009     Document Type: Article

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