Linear, adaptive and nonlinear trading models for Singapore stock market with random forests.
Qing-Guo WangJin LiQin QinShuzhi Sam GePublished in: ICCA (2011)
Keyphrases
- stock market
- random forests
- trading systems
- stock exchange
- trading rules
- stock trading
- stock data
- financial markets
- machine learning algorithms
- decision trees
- investment strategies
- technical indicators
- random forest
- foreign exchange
- short term
- stock price
- financial data
- financial time series
- ensemble methods
- trading strategies
- financial information
- stock index futures
- decision tree ensembles
- historical data
- electronic commerce
- image classification