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A machine learning trading system for the stock market based on N-period Min-Max labeling using XGBoost
Han, Yechan;
Kim, Jaeyun
; Enke, David
Article
Issue Date
2023
Citation
Expert Systems with Applications, v.211
Publisher
Pergamon Press Ltd.
N-기간 변동성 데이터 라벨링을 활용한 XGBoost 트레이딩 시스템 개발
한예찬;
김영민
Article
Issue Date
2021
Citation
한국데이터정보과학회지, v.32, no.5, pp 1049 - 1070
Publisher
한국데이터정보과학회
1
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Author
Kim, Jae yun
2
Enke, David
1
Han, Yechan
1
한예찬
1
Subject
Machine learning
1
N -period Min -Max labeling
1
N-period volatility
1
N-기간 변동성 데이터 라벨링
1
PREDICTION
1
Trading system
1
trading system
1
XGBoost
1
XGBoost.
1
데이터 라벨링
1
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