Quantitative trading system based on machine learning in Chinese financial market.
Leina ZhengTiejun PanJun LiuGuo MingMengli ZhangJun WangPublished in: J. Intell. Fuzzy Syst. (2020)
Keyphrases
- financial markets
- trading systems
- machine learning
- technical indicators
- stock price
- stock market
- trading rules
- market data
- financial forecasting
- stock index
- trading strategies
- financial time series
- risk management
- artificial intelligence
- natural language processing
- stock exchange
- information extraction
- investment strategies
- data analysis
- early warning
- knn
- long term
- feature selection
- information systems
- black scholes