Abstract
Given a set of data and some modelling methodology, how do we achieve the best predictions? In this chapter we consider a number of techniques that, under the right circumstances, allow us to achieve better predictions than simply presenting our methodology with all of the data and accepting its results.
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© 2002 Springer-Verlag London
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Shadbolt, J. (2002). The Bootstrap, Bagging and Ensembles. In: Shadbolt, J., Taylor, J.G. (eds) Neural Networks and the Financial Markets. Perspectives in Neural Computing. Springer, London. https://doi.org/10.1007/978-1-4471-0151-2_8
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DOI: https://doi.org/10.1007/978-1-4471-0151-2_8
Publisher Name: Springer, London
Print ISBN: 978-1-85233-531-1
Online ISBN: 978-1-4471-0151-2
eBook Packages: Springer Book Archive