Ensemble classification over stock market time series and economy news.
Sadi Evren SekerCihan MertKhaled Al-NaamiUgur AyanNuri OzalpPublished in: ISI (2013)
Keyphrases
- stock market
- ensemble classification
- financial news
- financial time series
- stock price
- short term
- ensemble classifier
- stock data
- stock exchange
- news articles
- concept drift
- financial data
- garch model
- ensemble methods
- financial markets
- trading rules
- stock index futures
- stock trading
- long term
- stock market data
- feature selection
- multiple classifier systems
- keywords
- news stories
- change detection
- decision trees
- multiscale
- text classification