Krauß C, Do XA, Huck N (2017)
Publication Status: Published
Publication Type: Journal article, Original article
Publication year: 2017
Publisher: Elsevier B.V.
Book Volume: 259
Pages Range: 689-702
Journal Issue: 2
DOI: 10.1016/j.ejor.2016.10.031
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://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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