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Reference changes · DOI

Classification of intraday s&p500 returns with a random forest,

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Correction Crossref 1 open · 1 total · 0 disputed
DOI
10.1016/j.ijforecast.2018.08.004
Notice DOI
10.1016/j.ijforecast.2021.01.009
Event date
2021-05-19
Machine twin
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01One-hop citing occurrences

Correction Open
Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation

ref [29] · 2608.27076 · notice #10947 · dispute

Raw extraction · citation context

Saha, and S. R. Dey, "Predicting the direction of stock market prices using random forest,"arXiv preprint, 2016, doi: https://doi.org/10.48550/arxiv.1605.00003. [29] C. Lohrmann and P. Luukka, "Classification of intraday s&p500 returns with a random forest,"International journal of forecasting, vol. 35, no. 1, pp. 390-407, 2019, doi: https://doi.org/10.1016/j.ijforecast.2018.08.004. [30] S. Basak, S. Kar, S. Saha, L. Khaidem, and S. R. Dey, "Predicting the direction of stock market prices using tree-based classifiers,"The North American journal of economics and finance, vol. 47, pp. 552-567, 2019, doi: https://doi.org/10.1016/j.najef.2018.06.013. [31] B. Li, A. G. Rossi, X. S. Yan, and L. Zheng, "Machine learning from a "universe" of signals: The role of feature

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