Enhancing Portfolio Performance: A Random Forest Approach to Volatility Prediction and Optimization.
Vedant RathiMeghana KshirsagarConor RyanPublished in: ICAART (3) (2024)
Keyphrases
- random forest
- random forests
- decision trees
- ensemble methods
- prediction accuracy
- ensemble classifier
- fold cross validation
- feature set
- optimization algorithm
- financial time series
- multi label
- stock market
- feature importance
- rotation forest
- base classifiers
- ensemble learning
- stock index futures
- data sets
- optimization method
- image features
- computer vision