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Generic Regularization of Boosting-Based Optimization for the Discovery of Regime-Independent Trading Strategies from High-Noise Time Series | Graphics and Media Lab

Generic Regularization of Boosting-Based Optimization for the Discovery of Regime-Independent Trading Strategies from High-Noise Time Series

TitleGeneric Regularization of Boosting-Based Optimization for the Discovery of Regime-Independent Trading Strategies from High-Noise Time Series
Publication TypeJournal Article
Year of Publication2010
AuthorsBarinova O, Gavrishchaka VV
Refereed DesignationDoes Not Apply
JournalICIC Express Letters
Publication LanguageEnglish
Citation Key542