Binary Classification and Data Analysis for Modeling Calendar Anomalies in Financial Markets.
Hui-Hsuan TungChiao-Chun ChengYu-Ying ChenYu-Fu ChenSzu-Hao HuangAn-Pin ChenPublished in: CCBD (2016)
Keyphrases
- binary classification
- financial markets
- data analysis
- multi class
- learning problems
- support vector
- agent based modeling
- cost sensitive
- support vector machine
- generalization error
- stock market
- data mining
- risk management
- information extraction
- stock price
- active learning
- kernel methods
- data sets
- image classification
- class imbalance
- knowledge discovery