"Deep neural networks, gradient-boosted trees, random forests: Statistical ..."

Christopher Krauss, Xuan Anh Do, Nicolas Huck (2017)

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DOI: 10.1016/J.EJOR.2016.10.031

access: closed

type: Journal Article

metadata version: 2020-10-26

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Christopher Krauss, Xuan Anh Do, Nicolas Huck:
Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. Eur. J. Oper. Res. 259(2): 689-702 (2017)

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