The efficiency of ensemble classifiers in predicting the Johannesburg stock exchange All-Share index direction
Thabang Mokoaleli-Mokoteli, and Shaun Ramsumar, Hima Vadapalli
| Year of publication: |
2019
|
|---|---|
| Authors: | Mokoaleli-Mokoteli, Thabang ; Ramsumar, Shaun ; Vadapalli, Hima |
| Published in: |
Journal of financial management, markets and institutions. - Singapore : World Scientific Publishing, ISSN 2282-717X, ZDB-ID 2942225-5. - Vol. 7.2019, 2, p. 1950001-1-1950001-18
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| Subject: | Ensemble classifiers | random forest | k-nearest neighbor | logistic regression | stock index direction | support vector machines | Aktienindex | Stock index | Prognoseverfahren | Forecasting model | Mustererkennung | Pattern recognition | Klassifikation | Classification | Börsenhandel | Stock exchange trading | Südafrika | South Africa |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S2282717X19500014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012270679