Ensembles of Overfit and Overconfident Forecasts.

Yael Grushka-Cockayne Victor Richmond R. Jose Kenneth C. Lichtendahl Jr.

Published in: Manag. Sci. (2017)

Keyphrases

financial markets
short term
ensemble methods
decision trees
long term
neural network ensembles
ensemble learning
historical data
data sets
data mining techniques
neural network
word sense induction
neural network ensemble
stock market
imbalanced data
diversity measures
prediction accuracy
data mining
real world