A Comparison of Ensemble Methods in Financial Market Prediction.
Cheng ChengWei XuJiajia WangPublished in: CSO (2012)
Keyphrases
- ensemble methods
- prediction accuracy
- financial markets
- random forests
- base classifiers
- stock price
- stock market
- machine learning methods
- decision trees
- benchmark datasets
- random forest
- bootstrap sampling
- ensemble learning
- ensemble classifier
- drifting concepts
- generalization ability
- neural network
- risk management
- classifier ensemble
- financial time series
- machine learning algorithms
- decision support system
- software development
- long term
- black scholes
- data mining