Citation notice #10947 · 2026-09-10 06:33:56.720641+00:00
Tabular Deep Learning for Algorithmic Trading: Cross-Regime Bayesian Optimisation for Equity Signal Generation
Correction
Crossref
Open
cites Classification of intraday s&p500 returns with a random forest,, which carries a correction notice dated 2021-05-19. One-hop deterministic notice: the citation edge exists in the Pith bibliography graph; no model judged whether the citation was load-bearing.
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01Evidence
Raw extraction · citation context · bibliography index 29
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
02Event
- Type
- Correction
- Source
- Crossref
- Original DOI
- 10.1016/j.ijforecast.2018.08.004
- Notice DOI
- 10.1016/j.ijforecast.2021.01.009
- Date
- 2021-05-19
- Title
- Erratum regarding missing Declaration of Competing Interest statements in previously published articles
- Reasons
- ['Erratum']
- Work
- Classification of intraday s&p500 returns with a random forest, (2019)
03Dispute this notice
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