Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

标题
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500
作者
关键词
Finance, Deep learning, Gradient-boosting, Random forests, Ensemble learning
出版物
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH
Volume 259, Issue 2, Pages 689-702
出版商
Elsevier BV
发表日期
2016-10-23
DOI
10.1016/j.ejor.2016.10.031

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