Training ensembles of faceted classification models for quantitative stock trading.
Luca CaglieroPaolo GarzaGiuseppe AttanasioElena BaralisPublished in: Computing (2020)
Keyphrases
- classification models
- stock trading
- decision trees
- learning models
- models built
- imbalanced data
- training data
- ensemble classifier
- training set
- feature selection
- stock market
- feature set
- feature ranking
- training samples
- ensemble methods
- stock exchange
- software quality classification
- short term
- financial data
- attribute selection
- supervised learning
- stock data
- data sets