A Novel Interpretable Stock Selection Algorithm for Quantitative Trading.
Zhengrui LiWeiwei LinJames Z. WangPeng PengJianpeng LinVictor ChangJianghu PanPublished in: Int. J. Grid High Perform. Comput. (2022)
Keyphrases
- selection algorithm
- stock data
- trading systems
- stock trading
- stock market
- stock price
- prototype selection
- selection scheme
- financial markets
- resource selection
- stock exchange
- financial information
- reduction method
- qualitative and quantitative
- trading strategies
- feature subset
- feature subset selection
- search algorithm
- financial data
- trend analysis