Classification of intraday s&p500 returns with a random forest
Christoph Lohrmann, Pasi Luukka
| Year of publication: |
2019
|
|---|---|
| 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
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| Subject: | Feature selection | Financial markets | Forecasting | Machine learning | Trading strategy | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Anlageverhalten | Behavioural finance | Finanzmarkt | Financial market | Klassifikation | Classification | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| 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 |
Persistent link: https://www.econbiz.de/10012300660