Capturing dynamics of post-earnings-announcement drift using a genetic algorithm-optimized XGBoost
| Author: | Zhengxin Joseph Ye, Björn W. SchullerORCiDGND |
|---|---|
| Frontdoor URL | https://opus.bibliothek.uni-augsburg.de/opus4/91569 |
| ISSN: | 0957-4174OPAC |
| Parent Title (English): | Expert Systems with Applications |
| Publisher: | Elsevier BV |
| Place of publication: | Amsterdam |
| Type: | Article |
| Language: | English |
| Year of first Publication: | 2021 |
| Release Date: | 2022/01/27 |
| Tag: | Artificial Intelligence; Computer Science Applications; General Engineering |
| Volume: | 177 |
| First Page: | 114892 |
| DOI: | https://doi.org/10.1016/j.eswa.2021.114892 |
| Institutes: | Fakultät für Angewandte Informatik |
| Fakultät für Angewandte Informatik / Institut für Informatik | |
| Fakultät für Angewandte Informatik / Institut für Informatik / Lehrstuhl für Embedded Intelligence for Health Care and Wellbeing | |
| Dewey Decimal Classification: | 0 Informatik, Informationswissenschaft, allgemeine Werke / 00 Informatik, Wissen, Systeme / 004 Datenverarbeitung; Informatik |
