Open access
Jan 2026
Validation-based evaluation of Decision Tree ensembles for financial time-series forecasting: the role of window size and ensemble size
Abstract This study investigates the influence of input window size and ensemble size on the forecasting performance of Decision Tree-based ensemble methods in one-step-ahead financial return prediction. Nineteen financial instruments spanning stocks, indices, commodities, and cryptocurrencies are evaluated under a chr...
Eddy Suprihadi, Nevi Danila, G. Ananta et al.
· Open Computer Science · 0 citations