Machine Learning Classification Methods and Portfolio Allocation: An Examination of Market Efficiency.
Yang BaiKuntara PukthuanthongPublished in: CoRR (2021)
Keyphrases
- machine learning
- machine learning methods
- machine learning algorithms
- pattern recognition
- data mining
- classification systems
- roc analysis
- feature selection
- classification method
- decision making
- decision trees
- support vector
- computer vision
- image classification
- benchmark datasets
- accurate classification
- density estimation
- benchmark data sets
- data sets
- robust classification
- unsupervised learning
- text classification
- data mining techniques
- support vector machine
- significant improvement
- preprocessing
- reinforcement learning
- learning algorithm