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 … more accurate than those obtained from logit models. For a 20-day forecast horizon, tree bagging, stochastic gradient …