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A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market.

Shangkun DengChenguang WangMingyue WangZhe Sun
Published in: Appl. Soft Comput. (2019)
Keyphrases
  • stock market
  • foreign exchange
  • financial time series
  • decision trees
  • probabilistic model
  • bp neural network
  • portfolio optimization
  • listed companies
  • logistic regression
  • classification models
  • stock trading