Predicting stock returns by classifier ensembles.

Chih-Fong Tsai Yuah-Chiao Lin David C. Yen Yan-Min Chen

Published in: Appl. Soft Comput. (2011)

Keyphrases

classifier ensemble
stock returns
stock market
cross sectional
developed countries
financial time series
ensemble methods
classification algorithm
named entity recognition
financial markets
stock price
stock data
developing countries
short term
ensemble classifier