Sadorsky, Perry A. - In: Journal of Risk and Financial Management 14 (2021) 5, pp. 1-21
(bagging, stochastic gradient boosting, random forests) to predict the price direction of gold and silver exchange traded funds …. Decision tree bagging, stochastic gradient boosting, and random forests predictions of gold and silver price direction are much … boosting, and random forests produce accuracy rates of between 85% and 90% while logit models produce accuracy rates of between …