Description
Problem
Follow the example in the lecture to build a decision tree to trade stock. Use the quantmod
package.
• Select a stock and at least 10 different technical indicators:
http://www.quantmod.com/documentation/00Index.html . You may also use the same
indicators but with different parameters.
• Construct a decision tree and plot it.
• Prune the tree and calculate the best fit.
• Calculate the accuracy of prediction and present the confusion matrix.
• Propose alternative models for the selection of indicators such that the accuracy of
predictions is increased.
