Predicting equity market price impact with performance weighted ensembles of random forests.
Ash BoothEnrico GerdingFrank McGroartyPublished in: CIFEr (2014)
Keyphrases
- random forests
- ensemble methods
- random forest
- decision trees
- decision tree ensembles
- tree ensembles
- machine learning algorithms
- stock market
- logistic regression
- regression trees
- active learning
- regression problems
- base learners
- randomized trees
- regression forests
- benchmark datasets
- training set
- genetic algorithm
- neural network