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]
@article{NobreN19,
title = {Combining Principal Component Analysis, Discrete Wavelet Transform and XGBoost to trade in the financial markets},
author = {João Nobre and Rui Ferreira Neves},
year = {2019},
doi = {10.1016/j.eswa.2019.01.083},
url = {https://doi.org/10.1016/j.eswa.2019.01.083},
researchr = {https://researchr.org/publication/NobreN19},
cites = {0},
citedby = {0},
journal = {Expert Syst. Appl.},
volume = {125},
pages = {181-194},
}