Arevalillo, Jorge M. Ensemble learning from model based trees with application to differential price sensitivity assessment. (English) Zbl 1489.91106 Inf. Sci. 557, 16-33 (2021). MSC: 91B24 68T05 PDFBibTeX XMLCite \textit{J. M. Arevalillo}, Inf. Sci. 557, 16--33 (2021; Zbl 1489.91106) Full Text: DOI
Kyriakou, Ioannis; Mousavi, Parastoo; Nielsen, Jens Perch; Scholz, Michael Forecasting benchmarks of long-term stock returns via machine learning. (English) Zbl 1465.62175 Ann. Oper. Res. 297, No. 1-2, 221-240 (2021). MSC: 62P20 62G09 62M20 68T05 PDFBibTeX XMLCite \textit{I. Kyriakou} et al., Ann. Oper. Res. 297, No. 1--2, 221--240 (2021; Zbl 1465.62175) Full Text: DOI