Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500.
Christopher KraussXuan Anh DoNicolas HuckPublished in: Eur. J. Oper. Res. (2017)
Keyphrases
- random forests
- classification and regression trees
- decision trees
- neural network
- tree ensembles
- relational probability trees
- decision tree ensembles
- randomized trees
- random forest
- regression trees
- logistic regression
- machine learning algorithms
- ensemble methods
- stock price
- artificial neural networks
- decision forest
- stock market
- genetic algorithm
- classification trees
- naive bayes
- training process
- base classifiers
- head pose estimation
- image features
- xml documents
- regression forests
- support vector
- bayesian networks
- learning algorithm