Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices - Research Collection

Metadata only

Author

Sornette, Didier

Date

2019-11

Type

Journal Article

Citations

Cited 40 times in Web of Science

Cited 48 times in Scopus

ETH Bibliography

yes

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Publication status

published

External links

https://doi.org/10.1016/j.asoc.2019.105747

Journal / series

Applied Soft Computing

Volume

84

Pages / Article No.

105747

Publisher

Elsevier

Subject

Ensemble learning; Gradient boosted decision trees; Logistic regression; Stock market; Transaction cost

Organisational unit

03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)

More

Show all metadata

Citations

Cited 40 times in Web of Science

Cited 48 times in Scopus

ETH Bibliography

yes

Altmetrics