A learning-based contrarian trading strategy via a dual-classifier model.
Szu-Hao HuangShang-Hong LaiShih-Hsien TaiPublished in: ACM Trans. Intell. Syst. Technol. (2011)
Keyphrases
- learning algorithm
- learning phase
- probabilistic model
- computational model
- learning scheme
- learning models
- incremental learning
- prior knowledge
- learning process
- online learning
- active learning
- mathematical model
- statistical model
- objective function
- high level
- learning systems
- machine learning
- experimental data
- learning mechanism
- decision trees
- learned models
- hierarchical dirichlet processes