Predicting the trend of stock index based on feature engineering and CatBoost model
Renzhe Xu, Yudong Chen, Tenglong Xiao, Jingli Wang and Xiong Wang
| Year of publication: |
2021
|
|---|---|
| Authors: | Xu, Renzhe ; Chen, Yudong ; Xiao, Tenglong ; Wang, Jingli ; Xiong, Wang |
| Published in: |
International journal of financial engineering. - New Jersey : World Scientific, ISSN 2424-7863, ZDB-ID 2832504-7. - Vol. 8.2021, 2, p. 1-17
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| Subject: | Stock market index | CatBoost model | feature engineering | clustering | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2424786321500274 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012662240