论文标题
通过ML算法或时间序列生成交易信号？
Generating Trading Signals by ML algorithms or time series ones?
论文作者
论文摘要
这项研究调查了在线学习算法以生成交易信号的效率。我根据高频股票价格和通过随机森林的集成来采用技术指标。同样，Kalman过滤器也用于信号交易位置。将时间序列方法与机器学习方法进行比较，在线学习预测股价预测的情况下，卡尔曼过滤器的结果杂乱无章
This research investigates efficiency on-line learning Algorithms to generate trading signals.I employed technical indicators based on high frequency stock prices and generated trading signals through ensemble of Random Forests. Similarly, Kalman Filter was used for signaling trading positions. Comparing Time Series methods with Machine Learning methods, results spurious of Kalman Filter to Random Forests in case of on-line learning predictions of stock prices
