Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices.
Feng ZhouQun ZhangDidier SornetteLiu JiangPublished in: Appl. Soft Comput. (2019)
Keyphrases
- logistic regression
- boosted decision trees
- logistic regression models
- trading systems
- decision trees
- naive bayes
- artificial neural network models
- stock market
- support vector
- random forests
- financial markets
- prognostic models
- breast cancer
- stock price
- loss function
- prediction model
- classification accuracy
- feature selection
- data sets
- machine learning
- learning algorithm
- predictive model
- similarity measure
- training data
- pairwise