Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT-Reference-Cited by-同舟云学术

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Planning in Financial Markets in Presence of Spikes: Using Machine Learning GBDT

Published:2021 Issue: Volume: Page:
ISSN:1556-5068
Container-title:SSRN Electronic Journal
language:en
Short-container-title:SSRN Journal

Author:

Benhamou Eric,Ohana Jean-Jacques,Saltiel David,Guez Beatrice

Publisher

Elsevier BV

Reference37 articles.

1. Genetic algorithms and Darwinian approaches in financial applications: A survey;R Aguilar-Rivera;Expert Systems with Applications,2015

2. Surveying stock market forecasting techniques -Part II: Soft computing methods;G S Atsalakis;Expert Systems with Applications,2009

3. Evaluating multiple classifiers for stock price direction prediction;M Ballings;Expert Systems with Applications,2015

4. Detecting and adapting to crisis pattern with context based Deep Reinforcement Learning;E Benhamou;International Conference on Pattern Recognition (ICPR),2021

5. Deep Reinforcement Learning (DRL) for Portfolio Allocation;E Benhamou;Machine Learning and Knowledge Discovery in Databases. Applied Data Science and Demo Track,2021

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Decision Tree-Based Federated Learning: A Survey;Blockchains;2024-03-07

2. Asset Class Market Investment Portfolio Analysis and Tracking;2022 5th International Conference on Contemporary Computing and Informatics (IC3I);2022-12-14

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