RePEcTrading, Microstructure & Execution
Impact of Evaluation Metrics on ML Models for Stock Market Indices
The study reveals that the choice of machine learning algorithm significantly affects the financial performance of trading systems, with the random forest algorithm proving most effective.
Featured in No. 30 on 20 Dec 2023 · on release day
- Released
- 20 Dec 2023
- First featured
- No. 30 · 20 Dec 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 32
- Identifier
- RePEc:avo:emipdu:v:32:y:2023:i:2:p:533-545
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