Using Machine Learning to Forecast Market Direction with Efficient Frontier Coefficients

By Nolan Alexander, William Scherer

Published 2023-02-01

Everscope rating

1246.1

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Online Decision Tree with Efficient Frontier Coefficients. Problem types: Classification, Time Series Forecasting, Portfolio Optimization.

arXiv:2404.00825 · Paper rankings

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