Performance-weighted ensembles of random forests for predicting price impact (Q4619486)
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scientific article; zbMATH DE number 7013609
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| English | Performance-weighted ensembles of random forests for predicting price impact |
scientific article; zbMATH DE number 7013609 |
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Performance-weighted ensembles of random forests for predicting price impact (English)
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6 February 2019
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market microstructure
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machine learning
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price impact
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trading strategies
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transaction costs
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random forests
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0.8653014
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0.86000603
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0.81443095
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0.8116665
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