Evaluating machine learning classification for financial trading: An empirical approach.
Eduardo A. GerleinThomas Martin McGinnityAmmar BelatrecheSonya A. ColemanPublished in: Expert Syst. Appl. (2016)
Keyphrases
- machine learning
- pattern recognition
- decision trees
- supervised machine learning
- support vector machine
- text classification
- feature selection
- machine learning algorithms
- machine learning methods
- classification systems
- supervised learning
- unsupervised learning
- feature extraction
- machine learning approaches
- classification accuracy
- supervised classification
- decision making
- pattern classification
- inductive learning
- classification method
- statistical learning
- classification scheme
- classification algorithm
- financial markets
- feature vectors
- feature space
- data analysis
- roc analysis
- artificial intelligence
- fraud detection
- classification process
- foreign exchange
- learning vector quantization
- automatic classification
- model selection
- feature set
- text mining
- information extraction
- preprocessing
- computer science
- support vector
- computer vision