Modeling Investor Behavior Using Machine Learning: Mean-Reversion and Momentum Trading Strategies
We model investor behavior by training machine learning techniques with financial data comprising more than 13,000 investors of a large bank in Brazil over 2016 to 2018. We take high-frequency data on every sell or buy operation of these investors on a daily basis, allowing us to fully track these i...
| 發表在: | Complexity |
|---|---|
| Main Authors: | , , |
| 格式: | Article |
| 語言: | 英语 |
| 出版: |
Wiley
2019-01-01
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| 在線閱讀: | http://dx.doi.org/10.1155/2019/4325125 |