Feature Selection for Predicting the Stock Market.
E. U. GraubinsDavid GrossmanPublished in: IKE (2003)
Keyphrases
- stock market
- feature selection
- short term
- stock price
- stock exchange
- text categorization
- trading rules
- stock trading
- financial time series
- text classification
- listed companies
- feature set
- financial markets
- stock data
- stock index futures
- portfolio optimization
- machine learning
- financial data
- mutual information
- feature space
- stock returns
- model selection
- feature extraction
- support vector machine
- knn
- long term
- support vector
- neural network
- financial news
- dimension reduction
- support vector machine svm
- foreign exchange
- stock market data