Machine Learning for Bankruptcy Prediction in the American Stock Market: Dataset and Benchmarks.
Gianfranco LombardoMattia PellegrinoGeorge AdosoglouStefano CagnoniPanos M. PardalosAgostino PoggiPublished in: Future Internet (2022)
Keyphrases
- stock market
- bankruptcy prediction
- financial data
- machine learning
- financial ratios
- short term
- stock price
- stock exchange
- financial time series
- stock trading
- trading rules
- financial markets
- stock market data
- stock index futures
- stock data
- financial news
- multiple criteria linear programming
- feature selection
- long term
- credit card
- learning algorithm
- chinese stock market
- learning vector quantization
- data mining
- unsupervised learning
- natural language processing
- supervised learning
- support vector machine
- neural network
- stock returns
- knowledge discovery
- information extraction
- garch model
- literature review
- cross sectional