Cited by 154Stock Market Forecasting MethodsFinancial Markets and Investment StrategiesForecasting Techniques and Applications

Automated trading with performance weighted random forests and seasonality

Booth, Ash, Gerding, Enrico, McGroarty, Frank·2014·Expert Systems with Applications

Integrity signals

Registry

Crossref · 10.1016/j.eswa.2013.12.009

Cites

58 of 58 references verified0 citation errors · 0 not checkable

Statistics

Recomputing p-values needs the paper’s full text.

Claims the paper makes

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Claims other papers make about this one

Each is checked against this paper’s own text: does it say what the citing paper says it does?

  • Most existing studies compared ensemble classifiers or ensemble regressors, but not both.

    “most of the studies compared between ensemble classifiers [12, 18-20, 22, 23, 28] or regressors [21,30] machine learning algorithms, but not both.”

Cites

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6 of the 64 references couldn’t be matched to a known paper.

Cited by

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Authors
Booth, A., Gerding, E., & McGroarty, F.
Affiliations
University of Southampton (GB)
Corresponding author
Booth, Ash
Venue
Expert Systems with Applications
Publisher
Elsevier BV
Published
2014-06
Volume
41
Issue
8
Pages
3651-3661
ISSN
0957-4174 (ISSN-L)
OpenAlex
W2113822305
Cited by
154
References
64
Citations by year
2026: 7 · 2025: 10 · 2024: 6 · 2023: 12 · 2022: 13 · 2021: 21 · 2020: 26 · 2019: 15 · 2018: 12 · 2017: 10 · 2016: 11 · 2015: 7 · 2014: 4
FWCI
10.03
Type
journal article
Language
en
Open access
closed
Locations
  • Expert Systems with Applications (publishedVersion)
  • ePrints Soton (University of Southampton) (submittedVersion)
Topics
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
  • Social Sciences › Economics, Econometrics and Finance › Finance › Financial Markets and Investment Strategies
  • Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
Keywords
algorithmic trading, seasonal effects, random forest, expert weighting, trading strategy profitability, drawdown, stock market prediction

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Registry, retraction, Cites and statistics results are computed, not judged, with one exception: a printed reference that no index lists is read once by a model before it counts as a citation error. Claims are extracted by a model and kept only when their quote appears verbatim in the text; each cited source is then checked, with a model’s help, for whether it says what the claim relies on. Those verdicts can be wrong — read the claim’s quote and the cited source before relying on one.

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