Entropy (Basel, Switzerland)
Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning.
Keyue Yan, Zihuan Yue, Chi Chong Wu, Qiqiao He, Jiaming Zhou, Zhihao Hao, Ying Li
Published: 202610.3390/e28010084
Abstract
Stock price prediction is a core challenge in quantitative finance. While machine learning has advanced the modeling of complex financial time series, existing methods often rely on single-target predictions, underutilize multidimensional market info…
Preview only. Read the full abstract at the source