Predicting equity market price impact with performance weighted ensembles of random forests

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 2014, Pages 286-293

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

^a UNIVERSITY OF SOUTHAMPTON   (United Kingdom)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; DECISION TREES; ELECTRONIC TRADING; FINANCIAL MARKETS; FORECASTING; INTELLIGENT COMPUTING; LEARNING SYSTEMS; RANDOM FORESTS; SUPPORT VECTOR REGRESSION;

EQUITY MARKETS; MACHINE LEARNING METHODS; PREDICTION ACCURACY; PREDICTION SYSTEMS; PRICE IMPACTS; REGRESSION ALGORITHMS; SYSTEM'S PERFORMANCE; TRANSACTION COST;

COSTS;

EID: 84908120293     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CIFEr.2014.6924085     Document Type: Conference Paper

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