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Lähteenmäki, 2023 - Google Patents

Random forest-based directional trading strategies with Kelly Criterion in the US equity market

Lähteenmäki, 2023

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Document ID
4894028557491393190
Author
Lähteenmäki J
Publication year

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Various strategies have been employed by investors seeking to beat the market. Developing a model that can accurately and consistently predict the direction of the market is one of the most lucrative ways to achieve excess returns. In recent years, machine learning techniques …
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Classifications

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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q40/00—Finance; Insurance; Tax strategies; Processing of corporate or income taxes
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    • G06Q30/00—Commerce, e.g. shopping or e-commerce
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