Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets

João Nobre, Rui Ferreira Neves. Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets. Expert Syst. Appl., 125:181-194, 2019. [doi]

Authors

João Nobre

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Rui Ferreira Neves

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