Follow the Will of the Market: A Context-Informed Drift-Aware Method for Stock Prediction.
Chen-Hui SongXi XiaoBin ZhangShu-Tao XiaPublished in: CIKM (2023)
Keyphrases
- detection method
- cost function
- experimental evaluation
- high precision
- preprocessing
- segmentation method
- prior knowledge
- support vector machine svm
- high accuracy
- support vector machine
- prediction error
- clustering method
- data sets
- evolutionary algorithm
- objective function
- multiscale
- probabilistic model
- pairwise
- synthetic data
- classification method
- stock market
- image sequences