Booth, Ash, Gerding, Enrico H. and McGroarty, Frank (2015) Performance-weighted ensembles of random forests for predicting price impact. Quantitative Finance, 15 (11), 1823-1835. (doi:10.1080/14697688.2014.983539).
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Submitted date: 31 May 2014
Accepted/In Press date: 16 October 2014
Published date: 2015
Organisations:
Centre of Excellence in Decision, Analytics & Risk Research, Agents, Interactions & Complexity
Identifiers
Local EPrints ID: 378207
URI: http://eprints.soton.ac.uk/id/eprint/378207
ISSN: 1469-7688
PURE UUID: cc7bf2aa-a5f5-48de-af0f-b09660e4b12e
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Date deposited: 21 Jun 2015 10:44
Last modified: 29 Oct 2019 01:52
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Contributors
Author:
Ash Booth
Author:
Enrico H. Gerding
University divisions
- Faculties (pre 2018 reorg) > Faculty of Physical Sciences and Engineering (pre 2018 reorg) > Electronics & Computer Science (pre 2018 reorg) > Agents, Interactions & Complexity (pre 2018 reorg)
Current Faculties > Faculty of Engineering and Physical Sciences > School of Electronics and Computer Science > Electronics & Computer Science (pre 2018 reorg) > Agents, Interactions & Complexity (pre 2018 reorg)
School of Electronics and Computer Science > Electronics & Computer Science (pre 2018 reorg) > Agents, Interactions & Complexity (pre 2018 reorg)
Current Faculties > Faculty of Engineering and Physical Sciences > School of Electronics and Computer Science > Agents, Interactions & Complexity > Agents, Interactions & Complexity (pre 2018 reorg)
School of Electronics and Computer Science > Agents, Interactions & Complexity > Agents, Interactions & Complexity (pre 2018 reorg) - Faculties (pre 2018 reorg) > Faculty of Business, Law and Art (pre 2018 reorg) > Southampton Business School (pre 2018 reorg) > Centre of Excellence in Decision, Analytics & Risk Research (pre 2018 reorg)
Current Faculties > Faculty of Social Sciences > Southampton Business School > Southampton Business School (pre 2018 reorg) > Centre of Excellence in Decision, Analytics & Risk Research (pre 2018 reorg)
Southampton Business School > Southampton Business School (pre 2018 reorg) > Centre of Excellence in Decision, Analytics & Risk Research (pre 2018 reorg)
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