Deep neural networks, gradient-boosted trees, random forests: statistical arbitrage on the S\&P 500 (Q1751873): Difference between revisions

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+Persistence in forecasting performance and conditional combination strategies
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+Statistical arbitrage in the US equities market
@@ Property / cites work: Statistical arbitrage in the US equities market / rank @@
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+Pairs trading based on statistical variability of the spread process
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+Random forests
@@ Property / cites work: Random forests / rank @@
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+Pairs trading with partial cointegration
@@ Property / cites work: Pairs trading with partial cointegration / rank @@
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+Q4527272
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+A decision-theoretic generalization of on-line learning and an application to boosting
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+Stochastic gradient boosting.
@@ Property / cites work: Stochastic gradient boosting. / rank @@
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+An Introduction to Statistical Learning
@@ Property / cites work: An Introduction to Statistical Learning / rank @@
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+Forecasting foreign exchange rates with adaptive neural networks using radial-basis functions and particle swarm optimization
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+Q2934059
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