notesum.ai

Published at December 4

Numin: Weighted-Majority Ensembles for Intraday Trading

cs.CE

Released Date: December 4, 2024

Authors: Aniruddha Mukherjee¹, Rekha Singhal², Gautam Shroff³

Aff.: ¹Kalinga Institute of Industrial Technology; ²TCS Research; ³IIIT, Delhi

Arxiv: http://arxiv.org/pdf/2412.03167v1

Refer to caption

Window Sizes	(5,5)		(5,10)		(5,20)
Methods	accuracy	std	accuracy	std	accuracy	std
CNN Cat	19.87%	0.06	22.05%	0.04	19.87%	0.06
CNN Reg	22.84%	0.05	22.29%	0.05	22.84%	0.05
LSTM Cat	23.71%	0.03	23.09%	0.04	23.71%	0.03
LSTM Reg	24.71%	0.06	24.35%	0.06	24.71%	0.06
Cont MLP	24.01%	0.03	23.30%	0.04	24.01%	0.03
MOE_ MLP	25.53%	0.03	26.98%	0.03	26.81%	0.02
AutoEncoder	24.17%	0.07	23.36%	0.02	21.19%	0.01
KMeans MOE	23.92%	0.05	24.48%	0.04	23.92%	0.05
AVG_MODEL	23.59%	0.01	23.74%	0.02	23.38%	0.02
WMA AccWts	23.60%	0.05	25.76%	0.03	22.84%	0.03
WMA UtilWts	27.93%	0.07	25.30%	0.03	22.71%	0.05