News and Trading Rules - Defense Technical Information ...
www.dtic.mil/cgi-bin/GetTRDoc?AD=ADA461174
by JD Thomas - 2003 - Cited by 39 - Related articles
Jan 1, 2003 - In addition, I explore the use of ensemble methods to improve performance. ..... 3.2 Average Test Set Sharpe Ratio by Tree Depth . . . . . . . . . . . . . 85 .... is a canonical example of public information that is not prices. Expanding ...
No comments:
Post a Comment