Stock investment strategy combining earnings power index and machine learning.
So Young JunDong Sung KimSuk Yoon JungSang Gyung JunJong Woo KimPublished in: Int. J. Account. Inf. Syst. (2022)
Keyphrases
- investment strategies
- stock price
- machine learning
- stock market
- stock exchange
- non stationary
- historical data
- financial markets
- futures market
- portfolio optimization
- financial data
- information extraction
- news articles
- feature selection
- exchange rate
- financial time series
- data mining
- text classification
- trading systems
- short term
- text mining
- transaction costs
- search engine
- neural network