Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 (Q1751873)
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scientific article; zbMATH DE number 6873630
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 |
scientific article; zbMATH DE number 6873630 |
Statements
Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 (English)
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25 May 2018
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finance
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deep learning
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gradient-boosting
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random forests
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ensemble learning
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0.86345416
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0.8470403
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0.8391008
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0.83090127
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0.8220546
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