Classification of intraday S&P500 returns with a Random Forest-Reference-Cited by-同舟云学术

Classification of intraday S&P500 returns with a Random Forest

Published:2019-01 Issue:1 Volume:35 Page:390-407
ISSN:0169-2070
Container-title:International Journal of Forecasting
language:en
Short-container-title:International Journal of Forecasting

Author:

Lohrmann Christoph,Luukka Pasi

Funder

Finnish Strategic Research Council

Publisher

Elsevier BV

Subject

Business and International Management

Reference73 articles.

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