Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

Title
Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets
Authors
Keywords
Financial markets, Principal Component Analysis (PCA), Discrete Wavelet Transform (DWT), Extreme Gradient Boosting (XGBoost), Multi-Objective Optimization Genetic Algorithm (MOO-GA)
Journal
EXPERT SYSTEMS WITH APPLICATIONS
Volume 125, Issue -, Pages 181-194
Publisher
Elsevier BV
Online
2019-02-02
DOI
10.1016/j.eswa.2019.01.083

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