Price direction prediction in financial markets, using Random Forest and Adaboost.
Mohammadmahdi GhahramaniFabio AiolliPublished in: ESANN (2022)
Keyphrases
- random forest
- financial markets
- ensemble methods
- prediction accuracy
- ensemble classifier
- rotation forest
- decision trees
- base classifiers
- ensemble learning
- random forests
- stock market
- feature set
- stock price
- financial time series
- multi class
- feature selection
- risk management
- computer vision
- multi label
- face detection
- support vector
- benchmark datasets
- decision support system
- natural language processing
- active learning
- data analysis
- learning algorithm
- decision tree learning algorithms