Improving Portfolio Performance Using a Novel Method for Predicting Financial Regimes.
Piotr PomorskiDenise GorsePublished in: CoRR (2023)
Keyphrases
- preprocessing
- high accuracy
- synthetic data
- fully automatic
- main contribution
- evaluation method
- experimental evaluation
- high precision
- data envelopment analysis
- feature space
- classification method
- segmentation method
- detection algorithm
- decision trees
- support vector machine
- classification accuracy
- probabilistic model
- dynamic programming
- cost function
- pairwise