Three. Using Boosting for Financial Analysis and Trading

  1. Frederi G. Viens,
  2. Maria C. Mariani2 and
  3. Ionuţ Florescu3
  1. Germán Creamer

Published Online: 7 NOV 2011

DOI: 10.1002/9781118204580.ch3

Handbook of Modeling High-Frequency Data in Finance

Handbook of Modeling High-Frequency Data in Finance

How to Cite

Creamer, G. (2011) Using Boosting for Financial Analysis and Trading, in Handbook of Modeling High-Frequency Data in Finance (eds F. G. Viens, M. C. Mariani and I. Florescu), John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9781118204580.ch3

Editor Information

  1. 2

    Department of Mathematical Sciences, University of Texas at El Paso, El Paso, TX, USA

  2. 3

    Department of Mathematical Sciences, Stevens Institute of Technology, Hoboken, NJ, USA

Author Information

  1. Howe School and School of Systems and Enterprises, Stevens Institute of Technology, Hoboken, NJ, USA

  1. The author thanks the editors Ionuţ Fiorescu, Maria C. Mariani, and Frederi G. Viens for their valuable comments. The opinions presented are the exclusive responsibility of the author.

Publication History

  1. Published Online: 7 NOV 2011
  2. Published Print: 2 DEC 2011

ISBN Information

Print ISBN: 9780470876886

Online ISBN: 9781118204580

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Keywords:

  • boosting in financial analysis;
  • earnings, principal–agent conflict;
  • Adaboost, Logitboost in trading

Summary

This chapter contains sections titled:

  • Introduction

  • Methods

  • Performance Evaluation

  • Earnings Prediction and Algorithmic Trading

  • Final Comments and Conclusions

  • References