Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
| Autor: | Krauss, Christopher, Do, Xuan Anh, Huck, Nicolas |
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| Zdroj: | In European Journal of Operational Research 1 June 2017 259(2):689-702 |
| Databáze: | ScienceDirect |
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Full Text from ScienceDirect