Backtesting comparison of machine learning methods on Warsaw Stock Exchange.
Klaudia KaczmarczykPublished in: KES (2021)
Keyphrases
- machine learning methods
- stock exchange
- stock market
- machine learning
- machine learning approaches
- stock price
- machine learning algorithms
- financial data
- ensemble methods
- dow jones
- statistical methods
- stock trading
- financial time series
- long term
- learning algorithm
- co occurrence
- learned knowledge
- information retrieval