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Evaluating a news-aware quantitative trader: The effect of momentum and contrarian stock selection strategies.

Robert P. SchumakerHsinchun Chen
Published in: J. Assoc. Inf. Sci. Technol. (2008)
Keyphrases
  • selection strategies
  • selection strategy
  • search strategies
  • learning rate
  • keywords
  • stock market
  • training data
  • search algorithm
  • news articles
  • qualitative and quantitative
  • selection algorithm