Regularised gradient boosting for financial time-series modelling.

Alexandros Agapitos Anthony Brabazon Michael O'Neill

Published in: Comput. Manag. Sci. (2017)

Keyphrases

financial time series
gradient boosting
stock market
loss function
non stationary
financial data
exchange rate
stock price
multivariate time series
learning algorithm
active learning
data mining
training data
reinforcement learning
imitation learning