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

  • Published:2019-11 Issue: Volume:84 Page:105747
  • ISSN:1568-4946
  • Container-title:Applied Soft Computing
  • language:en
  • Short-container-title:Applied Soft Computing

Author:

Zhou Feng,Zhang Qun,Sornette Didier,Jiang Liu

Funder

National Natural Science Foundation of China

Humanities and Social Sciences Research Youth Foundation of the Ministry of Education in China

Natural Science Foundation of Guangdong Province, China

Guangdong Youth Innovation Talent Project, China

Guangzhou Science and Technology Plan Project, China

Publisher

Elsevier BV

Subject

Software

Reference61 articles.

1. Efficient capital markets: A review of theory and empirical work;Fama;J. Financ.,1970

2. Efficient capital markets: II;Fama;J. Financ.,1991

3. Physics and financial economics (1776–2014): Puzzles, Ising and agent-based models;Sornette;Rep. Progr. Phys.,2014

4. On the impossibility of informationally efficient markets;Grossman;Amer. Econ. Rev.,1980

5. Does the stock market over-react?;Bondt;J. Financ.,1985

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