Sadorsky, Perry A. - In: Journal of risk and financial management : JRFM 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 … forecast horizons over 10 days. For those looking to forecast the direction of gold and silver prices, tree bagging and random …