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

Krauß C, Do XA, Huck N (2017)

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Publication Status: Published

Publication Type: Journal article, Original article

Publication year: 2017

Journal

Publisher: Elsevier B.V.

Book Volume: 259

Pages Range: 689-702

Journal Issue: 2

DOI: 10.1016/j.ejor.2016.10.031

Authors with CRIS profile

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.

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