Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
نویسندگان
چکیده
منابع مشابه
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
In recent years, machine learning research has gained momentum: New developments in the field of deep learning allow for multiple levels of abstraction and are starting to supersede wellknown and powerful tree-based techniques mainly operating on the original feature space. All these methods can be applied to various fields, including finance. This article implements and analyses the effectiven...
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ژورنال
عنوان ژورنال: European Journal of Operational Research
سال: 2017
ISSN: 0377-2217
DOI: 10.1016/j.ejor.2016.10.031