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

Journal article
(Original article)


Publication Details

Author(s): Krauß C, Do XA, Huck N
Journal: European Journal of Operational Research
Publisher: Elsevier B.V.
Publication year: 2017
Volume: 259
Journal issue: 2
Pages range: 689-702
ISSN: 0377-2217


FAU Authors / FAU Editors

Krauß, Christopher
Lehrstuhl für Statistik und Ökonometrie


How to cite

APA:
Krauß, C., Do, X.A., & Huck, N. (2017). Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500. European Journal of Operational Research, 259(2), 689-702. https://dx.doi.org/10.1016/j.ejor.2016.10.031

MLA:
Krauß, Christopher, Xuan Anh Do, and Nicolas Huck. "Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500." European Journal of Operational Research 259.2 (2017): 689-702.

BibTeX: 

Last updated on 2018-05-12 at 20:50