Predicting Medium-Term Stock Index Direction Using Constituent Stocks and Machine Learning.
Arnon BareketBazil PârvPublished in: IEEE Access (2024)
Keyphrases
- medium term
- stock market
- stock index
- short term
- machine learning
- stock exchange
- stock price
- long term
- financial markets
- stock index futures
- trading systems
- garch model
- financial data
- information extraction
- non stationary
- financial time series
- text mining
- transaction costs
- portfolio optimization
- text classification
- knowledge discovery
- multiresolution
- feature selection