Mohapatra, Sabyasachi; Mukherjee, Rohan; Roy, Arindam; … - In: Journal of risk and financial management : JRFM 15 (2022) 8, pp. 1-16
This paper develops ensemble machine learning models (XGBoost, Gradient Boosting, and AdaBoost in addition to Random Forest) for predicting stock returns of Indian banks using technical indicators. These indicators are based on three broad categories of technical analysis: Price, Volume, and...
