Embedded draw-down constraint using ensemble learning for stock trading.

Mu-En Wu Sheng-Hao Lin Jia-Ching Wang

Published in: J. Intell. Fuzzy Syst. (2020)

Keyphrases

ensemble learning
stock trading
ensemble methods
generalization ability
financial data
stock market
random forest
stock exchange
mutual subspace method
base classifiers
information retrieval
unlabeled data
feature selection
artificial neural networks
active learning
knowledge discovery