Algo-Trading Strategy for Intraweek Foreign Exchange Speculation Based on Random Forest and Probit Regression.
Younes ChihabZineb BousbaaMarouane ChihabOmar BencharefSoumia ZitiPublished in: Appl. Comput. Intell. Soft Comput. (2019)
Keyphrases
- random forest
- foreign exchange
- exchange rate
- random forests
- decision trees
- early warning
- feature set
- fold cross validation
- model selection
- stock market
- ensemble learning
- multi label
- ensemble classifier
- decision tree learning algorithms
- ensemble methods
- learning algorithm
- base classifiers
- short term
- image segmentation