Equity Research Report-Driven Investment Strategy in Korea Using Binary Classification on Stock Price Direction.
Poongjin ChoJi Hwan ParkJae Wook SongPublished in: IEEE Access (2021)
Keyphrases
- binary classification
- investment strategies
- stock price
- stock market
- stock exchange
- multi class
- support vector
- cost sensitive
- learning problems
- generalization error
- multi label
- financial markets
- non stationary
- financial time series
- support vector machine
- short term
- financial data
- ensemble methods
- class imbalance
- exchange rate
- prediction accuracy
- historical data
- portfolio optimization
- neural network
- news articles
- cross validation
- image classification
- long term