Backtesting comparison of machine learning methods on Warsaw Stock Exchange

Klaudia Kaczmarczyk. Backtesting comparison of machine learning methods on Warsaw Stock Exchange. In Jaroslaw Watróbski, Wojciech Salabun, Carlos Toro 0001, Cecilia Zanni-Merk, Robert J. Howlett, Lakhmi C. Jain, editors, Knowledge-Based and Intelligent Information & Engineering Systems: Proceedings of the 25th International Conference KES-2021, Virtual Event / Szczecin, Poland, 8-10 September 2021. Volume 192 of Procedia Computer Science, pages 3729-3739, Elsevier, 2021. [doi]

Abstract

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