Enhancing Financial Market Prediction with Reinforcement Learning and Ensemble Learning.
Diep TranQuyen TranQuy TranVu NguyenMinh-Triet TranPublished in: AIAI (2) (2024)
Keyphrases
- ensemble learning
- financial markets
- reinforcement learning
- ensemble classifier
- ensemble methods
- generalization ability
- prediction accuracy
- stock market
- stock price
- risk management
- random forest
- concept drift
- feature selection
- learning algorithm
- mutual subspace method
- financial time series
- machine learning
- prediction model
- long term
- data mining
- bp neural network
- optimal policy
- unlabeled data