A Holistic Auto-Configurable Ensemble Machine Learning Strategy for Financial Trading.
Salvatore CartaAndrea CorrigaAnselmo FerreiraDiego Reforgiato RecuperoRoberto SaiaPublished in: Comput. (2019)
Keyphrases
- learning strategies
- financial markets
- trading systems
- foreign exchange
- active learning
- online learning
- trading strategies
- financial information
- neural network
- stock market
- ensemble methods
- blended learning
- instructional materials
- electronic commerce
- ensemble learning
- professional development
- learning capabilities
- reinforcement learning
- financial data
- stock exchange
- decision making
- dow jones
- computer based instruction
- stock price
- stock data
- sharpe ratio
- college students
- risk management
- feature selection
- learning algorithm