Deep neural networks, gradient-boosted trees, random forests : statistical arbitrage on the S&P 500
Christopher Krauss, Xuan Anh Do, Nicolas Huck
| Year of publication: |
1 June 2017
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| Authors: | Krauss, Christopher ; Do, Xuan Anh ; Huck, Nicolas |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 259.2017, 2 (1.6.), p. 689-702
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| Subject: | Finance | Deep learning | Gradient-boosting | Random Forests | Ensemble learning | Neuronale Netze | Neural networks | Theorie | Theory | Forstwirtschaft | Forestry | Künstliche Intelligenz | Artificial intelligence | Lernprozess | Learning process | Arbitrage | Forstpolitik | Forest policy |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ejor.2016.10.031 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10011661795