The DOI matches its Crossref record; 58 of the 64 references it cites were found in a registry or an index.
Automated trading with performance weighted random forests and seasonality
Overview
Integrity signals
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Verification
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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?
In the citing paper
“most of the studies compared between ensemble classifiers [12, 18-20, 22, 23, 28] or regressors [21,30] machine learning algorithms, but not both.”
From A comprehensive evaluation of ensemble learning for stock-market prediction (2020) · cites this paper as [30]
Citations
Cites
Breiman, L. (2001) · Machine Learning · doi:10.1023/a:1010933404324 · Cited by 133,538
Cortes, C., & Vapnik, V. (1995) · Machine Learning · doi:10.1007/bf00994018 · Cited by 59,421
EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK*
Malkiel, B. G., & Fama, E. F. (1970) · The Journal of Finance · doi:10.1111/j.1540-6261.1970.tb00518.x · Cited by 24,478
Classification and Regression by randomForest
Liaw, A. I., & Wiener, M. C. (2007) · Cited by 18,594
Breiman, L. (1996) · Machine Learning · doi:10.1007/bf00058655 · Cited by 16,325
Efficient capital markets: A review of theory and empirical work
Fama, E. F. (1970) · The Journal of Finance · doi:10.2307/2325486 · Cited by 13,635
An introduction to variable and feature selection
GuyonIsabelle, & ElisseeffAndré (2003) · Journal of Machine Learning Research · doi:10.5555/944919.944968 · Cited by 8,354
An Introduction to Variable and Feature Selection.
Guyon, I., & Elisseeff, A. (2003) · Cited by 6,576
Ho, T. K. (2002) · IAPR International Conference on Document Analysis and Recognition (ICDAR) · doi:10.1109/icdar.1995.598994 · Cited by 6,311
Hansen, L. K., & Salamon, P. (1990) · IEEE Transactions on Pattern Analysis and Machine Intelligence · doi:10.1109/34.58871 · Cited by 4,260
Cited by
Sorted by citations
Machine learning models and bankruptcy prediction
Barboza, F., Kimura, H., & Altman, E. I. (2017) · Expert Systems with Applications · doi:10.1016/j.eswa.2017.04.006 · Cited by 1,087
Evaluating multiple classifiers for stock price direction prediction
Ballings, M., Van den Poel, D., Hespeels, N., & Gryp, R. (2015) · Expert Systems with Applications · doi:10.1016/j.eswa.2015.05.013 · Cited by 611
Application of machine learning to construction injury prediction
Tixier, A. J. ‐., Hallowell, M. R., Rajagopalan, B., & Bowman, D. (2016) · Automation in Construction · doi:10.1016/j.autcon.2016.05.016 · Cited by 376
A comprehensive evaluation of ensemble learning for stock-market prediction
Nti, I. K., Adekoya, A. F., & Weyori, B. A. (2020) · Journal of Big Data · doi:10.1186/s40537-020-00299-5 · Cited by 329
Portfolio optimization with return prediction using deep learning and machine learning
Ma, Y., Han, R., & Wang, W. (2020) · Expert Systems with Applications · doi:10.1016/j.eswa.2020.113973 · Cited by 299
Metadata
- 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
About these checks
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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