Sadorsky, Perry A. - In: Journal of risk and financial management : JRFM 14 (2021) 5, pp. 1-21
(bagging, stochastic gradient boosting, random forests) to predict the price direction of gold and silver exchange traded funds …. Decision tree bagging, stochastic gradient boosting, and random forests predictions of gold and silver price direction are much … 55% and 60%. Stochastic gradient boosting accuracy is a few percentage points less than that of random forests for …
