I previously posted a note on decision trees, then explained how they could be improved by model averaging using ensembles of trees trained on bootstrap samples. Then I implemented it in Matlab, and now finally I’m sharing it here coded in R, with an example to walk through. This should be the simplest way to learn how a trading system like this works and it’s open source.

I previously posted a note on decision trees, then explained how they could be improved by model averaging using ensembles of trees trained on bootstrap samples. Then I implemented it in Matlab, and now finally I’m sharing it here coded in R, with an example to walk through. This should be the simplest way to learn how a trading system like this works and it’s open source.

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