An evolutionary approach to the combination of multiple classifiers to predict a stock price index.
Myoung-Jong KimSung-Hwan MinIngoo HanPublished in: Expert Syst. Appl. (2006)
Keyphrases
- stock price
- combination of multiple classifiers
- stock market
- chinese stock market
- stock exchange
- pattern recognition problems
- non stationary
- stock price prediction
- investment strategies
- historical data
- financial markets
- financial data
- news articles
- garch model
- long term
- multiple classifier systems
- stock returns
- association rules
- data mining techniques
- semi supervised
- probabilistic model
- pairwise
- multiscale