Generic Regularization of Boosting-Based Optimization for the Discovery of Regime-Independent Trading Strategies from High-Noise Time Series

TitleGeneric Regularization of Boosting-Based Optimization for the Discovery of Regime-Independent Trading Strategies from High-Noise Time Series
Publication TypeJournal Article
Year of Publication2010
AuthorsBarinova O, Gavrishchaka VV
Refereed DesignationDoes Not Apply
JournalICIC Express Letters
Publication LanguageEnglish
Citation Key542