Automated trading with performance weighted random forests and seasonality.
Ash BoothEnrico GerdingFrank McGroartyPublished in: Expert Syst. Appl. (2014)
Keyphrases
- random forests
- random forest
- decision trees
- logistic regression
- ensemble methods
- machine learning algorithms
- tree ensembles
- regression trees
- data sets
- randomized trees
- text categorization
- training data
- regression forests
- decision tree ensembles
- data points
- evolutionary algorithm
- feature extraction
- evolving data streams