Regularised gradient boosting for financial time-series modelling
Alexandros Agapitos, Anthony Brabazon, Michael O'Neill
| Year of publication: |
July 2017
|
|---|---|
| Authors: | Agapitos, Alexandros ; Brabazon, Anthony ; O'Neill, Michael |
| Published in: |
Computational Management Science : CMS. - Berlin : Springer, ISSN 1619-697X, ZDB-ID 2136735-8. - Vol. 14.2017, 3, p. 367-391
|
| Subject: | Boosting algorithms | Gradient boosting | Stagewise additive modelling | Regularisation | Financial time-series modelling | Financial forecasting | Feedforward neural networks | Noisy data | Ensemble learning | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Theorie | Theory | Algorithmus | Algorithm |