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Multi-time Window Ensemble and Maximization of Expected Return for Stock Movement Prediction.
Kanghyeon Seo
Seungjae Lee
Woo Jin Cho
Yoojeong Song
Jihoon Yang
Published in:
PKDD (4) (2024)
Keyphrases
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prediction accuracy
neural network ensemble
neural network
ensemble classifier
prediction algorithm
prediction model
stock market
ensemble methods
random forest
random forests
training data
reinforcement learning
ensemble learning
financial time series
benchmark datasets
prediction error