Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices
Metadata only
Date
2019-11Type
- Journal Article
Citations
Cited 40 times in
Web of Science
Cited 48 times in
Scopus
ETH Bibliography
yes
Altmetrics
Publication status
publishedExternal links
Journal / series
Applied Soft ComputingVolume
Pages / Article No.
Publisher
ElsevierSubject
Ensemble learning; Gradient boosted decision trees; Logistic regression; Stock market; Transaction costOrganisational unit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
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Citations
Cited 40 times in
Web of Science
Cited 48 times in
Scopus
ETH Bibliography
yes
Altmetrics