COMPOSITE INDEX PREDICTION

Stefan S. Zemke ()
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Stefan S. Zemke: Dept. of Computer and Systems Sciences, Stockholm University/KTH, Sweden

International Journal of Theoretical and Applied Finance (IJTAF), 2000, vol. 03, issue 03, 595-595

Abstract: Bagging different predictors for an exchange index can provide higher returns than by only using a single strategy.

Keywords: Index prediction; bagging; machine learning predictors; increased returns (search for similar items in EconPapers)
Date: 2000
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DOI: 10.1142/S0219024900000693

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