Cascading logistic regression onto gradient boosted decision trees for forecasting and trading stock indices

JOURNAL ARTICLE published November 2019 in Applied Soft Computing

Research funded by National Natural Science Foundation of China (71801057,11901113,11701106) | Humanities and Social Sciences Research Youth Foundation of the Ministry of Education in China (17YJCZH248) | Natural Science Foundation of Guangdong Province, China (2018A030313968,2018A030313996) | Guangdong Youth Innovation Talent Project, China (2017KQNCX083) | Guangzhou Science and Technology Plan Project, China (201904010225)

Authors: Feng Zhou | Qun Zhang | Didier Sornette | Liu Jiang