Alexandros Agapitos, Anthony Brabazon, Michael O'Neill. Regularised gradient boosting for financial time-series modelling. Comput. Manag. Science, 14(3):367-391, 2017. [doi]
@article{AgapitosBO17,
title = {Regularised gradient boosting for financial time-series modelling},
author = {Alexandros Agapitos and Anthony Brabazon and Michael O'Neill},
year = {2017},
doi = {10.1007/s10287-017-0280-y},
url = {https://doi.org/10.1007/s10287-017-0280-y},
researchr = {https://researchr.org/publication/AgapitosBO17},
cites = {0},
citedby = {0},
journal = {Comput. Manag. Science},
volume = {14},
number = {3},
pages = {367-391},
}