Cost-Sensitive Prediction of Stock Price Direction: Selection of Technical Indicators.
Yazeed AlsubaieKhalil M. El HindiHussain AlsalmanPublished in: IEEE Access (2019)
Keyphrases
- technical indicators
- cost sensitive
- stock price
- financial time series
- stock market
- cost sensitive learning
- stock market data
- misclassification costs
- stock exchange
- non stationary
- financial data
- multi class
- cost sensitive classification
- historical data
- exchange rate
- financial markets
- prediction accuracy
- active learning
- trading systems
- class distribution
- naive bayes
- fraud detection
- support vector machine
- foreign exchange
- news articles
- data sets
- long term
- short term
- decision support system
- high dimensional
- decision trees
- unsupervised learning
- image classification
- neural network