Here we show common hyperparameter combinations and their effects on online update’s misclassification error. Then we grid search on the validation set and present the searched...

Here we use misclassification errors as the evaluation metric. The best baseline performances are italicized, and the best overall performances are bolded.

The returns have been annualized using 250 days as the number of trading days in a year.

The best performance of each company is bolded.

The best performance of each advisor is bolded.

Online update experiments with Sumitomo.

Stock trend prediction is a challenging task due to the market’s noise, and machine learning techniques have recently been successful in coping with this challenge. In this...