THE EFFICIENCY OF ENSEMBLE CLASSIFIERS IN PREDICTING THE JOHANNESBURG STOCK EXCHANGE ALL-SHARE INDEX DIRECTION
The success of investors in obtaining huge financial rewards from the stock market depends on their ability to predict the direction of the stock market index. The purpose of this study is to evaluate the efficacy of several ensemble prediction models (Boosted, RUS-Boosted, Subspace Disc, Bagged, an...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
World Scientific Publishing
2019-12-01
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| Series: | Journal of Financial Management, Markets and Institutions |
| Subjects: | |
| Online Access: | http://www.worldscientific.com/doi/epdf/10.1142/S2282717X19500014 |