Application of machine learning in algorithmic investment strategies on global stock markets - Grudniewicz, Jan; Ślepaczuk, Robert (Research in international business and finance, 2023)
Keywords: Algorithmic investment strategies; Developed and emerging markets; Equity stock indices; Information ratio; Machine learning; Neural networks; Random forests; Regression trees; Support vector machine; Technical analysis; C53; C45; G11; C14; C58; Algorithmic investment strategies; Information ratio; Support vector machine; G17; Random forests; C4; Technical analysis; Neural networks; Regression trees; Equity stock indices; Machine learning; Developed and emerging markets