Evaluation of a Supervised Learning Approach for Stock Market Operations
Marcelo de S. LaurettoBárbara B. C. SilvaPablo M. AndradePublished in: CoRR (2013)
Keyphrases
- stock market
- supervised learning
- short term
- stock price
- trading rules
- stock trading
- stock exchange
- learning algorithm
- training set
- stock index futures
- stock data
- listed companies
- financial time series
- financial data
- financial markets
- stock returns
- evaluation method
- long term
- reinforcement learning
- machine learning
- portfolio optimization
- training data
- financial news
- unsupervised learning
- active learning
- artificial neural networks
- stock market data
- chinese stock market