Application of Multistrategy Learning in Finance

M. Westphal and G. Nakhaeizadeh

Although one can find in literature some contributions reporting on application of Multistrategy Learning (MSL) in different domains, there are only few studies dealing with application of MSL in financial fields. This paper gives an overview about the possibilities of the application of MSL in finance. Presenting some recent empirical results achieved by the authors, we discuss some advantages of application of MSL to financial domains and suggest further research topics.

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