a stacked generalization system for automated forex...
TRANSCRIPT
Accepted Manuscript
A Stacked Generalization System for Automated FOREX PortfolioTrading
Anastasios Petropoulos, Sotirios P. Chatzis, Vasilis Siakoulis,Nikos Vlachogiannakis
PII: S0957-4174(17)30549-3DOI: 10.1016/j.eswa.2017.08.011Reference: ESWA 11480
To appear in: Expert Systems With Applications
Received date: 19 May 2017Revised date: 16 July 2017Accepted date: 4 August 2017
Please cite this article as: Anastasios Petropoulos, Sotirios P. Chatzis, Vasilis Siakoulis,Nikos Vlachogiannakis, A Stacked Generalization System for Automated FOREX Portfolio Trading,Expert Systems With Applications (2017), doi: 10.1016/j.eswa.2017.08.011
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ACCEPTED MANUSCRIPT
ACCEPTED MANUSCRIP
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Highlights
• We attack automated FOREX portfolio management.
• We present a machine learning-driven, stacked generalization system.
• Different machine learning algorithms are best at different cases.
• We infer subtle correlations between diverse machine learning algorithms.
• We optimally combine them to perform automated FOREX portfolio man-agement.
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