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Risk-Adjusted Performance of Random Forest Models in High-Frequency Trading

Fuente: arXiv

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Dettagli Bibliografici
Autori principali:	Deep, Akash, Shirvani, Abootaleb, Monico, Chris, Rachev, Svetlozar, Fabozzi, Frank J.
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Computational Finance Risk Management
Accesso online:	Acceder al recurso
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

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