Automated trading with performance weighted random forests and seasonality
- Submitting institution
-
University of Southampton
- Unit of assessment
- 11 - Computer Science and Informatics
- Output identifier
- 20670733
- Type
- D - Journal article
- DOI
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10.1016/j.eswa.2013.12.009
- Title of journal
- Expert Systems with Applications
- Article number
- -
- First page
- 3651
- Volume
- 41
- Issue
- 8
- ISSN
- 0957-4174
- Open access status
- Out of scope for open access requirements
- Month of publication
- December
- Year of publication
- 2014
- URL
-
-
- Supplementary information
-
-
- Request cross-referral to
- -
- Output has been delayed by COVID-19
- No
- COVID-19 affected output statement
- -
- Forensic science
- No
- Criminology
- No
- Interdisciplinary
- No
- Number of additional authors
-
2
- Research group(s)
-
-
- Citation count
- 56
- Proposed double-weighted
- No
- Reserve for an output with double weighting
- No
- Additional information
- Result from PhD theses by Ash Booth who is currently head of the AI lab at HSBC in London (https://www.linkedin.com/in/ash-booth/). The AI work that he did in this paper was a major contributing factor to obtaining that position.
- Author contribution statement
- -
- Non-English
- No
- English abstract
- -