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Performance-weighted ensembles of random forests for predicting price impact

Performance-weighted ensembles of random forests for predicting price impact
Performance-weighted ensembles of random forests for predicting price impact
1469-7688
1823-1835
Booth, Ash
e23d78c8-4b8c-421c-962f-b875136b8e25
Gerding, Enrico H.
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072
Booth, Ash
e23d78c8-4b8c-421c-962f-b875136b8e25
Gerding, Enrico H.
d9e92ee5-1a8c-4467-a689-8363e7743362
McGroarty, Frank
693a5396-8e01-4d68-8973-d74184c03072

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).

Record type: Article

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More information

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
ORCID for Enrico H. Gerding: ORCID iD orcid.org/0000-0001-7200-552X
ORCID for Frank McGroarty: ORCID iD orcid.org/0000-0003-2962-0927

Catalogue record

Date deposited: 21 Jun 2015 10:44
Last modified: 29 Oct 2019 01:52

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