articleEuropean Journal of Operational ResearchOct 22, 2016Closed access

Deep neural networks, gradient-boosted trees, random forests: Statistical arbitrage on the S&P 500

CKChristopher KraußXAXuan AnhNHNicolas Huck

Friedrich-Alexander-Universität Erlangen-Nürnberg · France Business School · +2 more institutions

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Abstract

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633
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32.45
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100%
References
74
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3

Topics & keywords

Topics
Keywords
  • Random forest
  • Artificial intelligence
  • Arbitrage
  • Gradient boosting
  • Artificial neural network
  • Machine learning
  • Statistical arbitrage
  • Computer science
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