Consider the transactions data of Walgreens stock on February 6, 2017. Apply the classification tree to the

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Consider the transactions data of Walgreens stock on February 6, 2017.

Apply the classification tree to the data to model the price movement using the same training and forecasting subsamples as those of Example 4.2 of the chapter. Compare the prediction accuracy with that of deep learning.

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Nonlinear Time Series Analysis

ISBN: 9781119264057

1st Edition

Authors: Ruey S. Tsay, Rong Chen

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