Classification of intraday s&p500 returns with a random forest
Year of publication: |
2019
|
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Authors: | Lohrmann, Christoph ; Luukka, Pasi |
Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 35.2019, 1, p. 390-407
|
Subject: | Feature selection | Financial markets | Forecasting | Machine learning | Trading strategy | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Kapitaleinkommen | Capital income | Anlageverhalten | Behavioural finance | Wertpapierhandel | Securities trading | Portfolio-Management | Portfolio selection |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Notes: | Erratum enthalten in: Volume 37, issue 3 (July/September 2021), Seite 1300-1301 |
Other identifiers: | 10.1016/j.ijforecast.2018.08.004 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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