{"schema":"pith.reference-change-event.v1","doi":"10.1016/j.ijforecast.2018.08.004","canonical_url":"https://pith.science/event/10.1016/j.ijforecast.2018.08.004","json_url":"https://pith.science/event/10.1016/j.ijforecast.2018.08.004.json","not_a_judgment":"This page records that a citing paper's bibliography includes a work with a published notice. It is not a judgment on the citing paper.","primary":{"event_id":375131,"doi":"10.1016/j.ijforecast.2018.08.004","event_type":"correction","event_type_label":"Correction","source":"crossref","source_label":"Crossref","event_date":"2021-05-19","title":"Erratum regarding missing Declaration of Competing Interest statements in previously published articles","work_title":"Classification of intraday s&p500 returns with a random forest,","work_doi":"10.1016/j.ijforecast.2018.08.004","work_arxiv_id":null,"notice_doi":"10.1016/j.ijforecast.2021.01.009","flag_count":0,"flags_open":0,"flags_disputed":0,"latest_flag_at":null,"human_href":"/event/10.1016/j.ijforecast.2018.08.004","json_href":"/event/10.1016/j.ijforecast.2018.08.004.json"},"events":[{"event_id":375131,"doi":"10.1016/j.ijforecast.2018.08.004","event_type":"correction","event_type_label":"Correction","source":"crossref","source_label":"Crossref","event_date":"2021-05-19","title":"Erratum regarding missing Declaration of Competing Interest statements in previously published articles","work_title":"Classification of intraday s&p500 returns with a random forest,","work_doi":"10.1016/j.ijforecast.2018.08.004","work_arxiv_id":null,"notice_doi":"10.1016/j.ijforecast.2021.01.009","flag_count":0,"flags_open":0,"flags_disputed":0,"latest_flag_at":null,"human_href":"/event/10.1016/j.ijforecast.2018.08.004","json_href":"/event/10.1016/j.ijforecast.2018.08.004.json"}],"flags":[{"id":10947,"status":"open","status_label":"Open","citing_arxiv_id":"2608.27076","citing_title":"Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation","ref_index":29,"evidence_raw":"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","evidence_cleaned":null,"evidence_source_label":"citation context","event_type":"correction","event_type_label":"Correction","source_label":"Crossref","event_date":"2021-05-19","work_title":"Classification of intraday s&p500 returns with a random forest,","work_doi":"10.1016/j.ijforecast.2018.08.004","event_doi":"10.1016/j.ijforecast.2018.08.004","flag_href":"/flags/10947","event_href":"/event/10.1016/j.ijforecast.2018.08.004","paper_href":"/paper/2608.27076","created_at":"2026-09-10T06:33:56.720641Z","dispute_note":null,"disputed_at":null,"disputed_by":null}],"flag_count":1,"flags_open":1,"flags_disputed":0,"desk_url":"https://pith.science/flags"}