Automated trading with boosting and expert weighting

By Germán G. Creamer, Yoav Freund. 2010

70 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Ash Booth
2. Frank McGroarty
3. Enrico H. Gerding

In Finance

1. Ash Booth
2. Frank McGroarty
3. Enrico H. Gerding

In Management Science and Operations Research

1. Ash Booth
2. Frank McGroarty
3. Enrico H. Gerding

Citations in the corpus

• Automated trading with performance weighted random forests and seasonality (2014, methodology): “With similar goals in mind, Creamer and Freund (2010) used an alternating decision tree (ADT) learning algorithm, which was implemented with Logitboost, to generate buy and sell signals for a multitude of stocks in the S&P 500 index.”