Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets-Reference-Cited by-同舟云学术

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Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

Published:2019-07 Issue: Volume:125 Page:181-194
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Nobre João,Neves Rui Ferreira

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference35 articles.

1. Technical analysis from a to z;Achelis,2013

2. The illustrated wavelet transform handbook: introductory theory and applications in science, engineering, medicine and finance;Addison,2002

3. Multi-objective optimization approach to stock market technical indicators;de Almeida,2016

4. Classification and regression trees;Breiman,1984

5. Adaptive wavelet thresholding for image denoising and compression;Chang;IEEE Transactions on Image Processing,2000

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