An adaptive feature selection schema using improved technical indicators for predicting stock price movements.
Gang JiJingmin YuKai HuJie XieXunsheng JiPublished in: Expert Syst. Appl. (2022)
Keyphrases
- stock price
- technical indicators
- feature selection
- stock market
- financial time series
- non stationary
- stock market data
- historical data
- financial markets
- stock exchange
- stock price prediction
- foreign exchange
- databases
- text classification
- news articles
- option pricing
- data model
- trading systems
- financial data
- stock data
- exchange rate
- text categorization
- stock returns
- chinese stock market
- machine learning
- feature extraction
- data mining
- metadata
- long term
- dimensionality reduction
- short term