Neural Network-based ORB Strategies for Threshold Classification on Taiwan Futures Market.
Hsiang-Chi ChenJia-Hao SyuJan-Ming HoPublished in: SMC (2020)
Keyphrases
- neural network
- futures market
- machine learning
- automatic classification
- pattern recognition
- classification accuracy
- image classification
- text classification
- feature selection
- feature extraction
- support vector
- classification scheme
- support vector machine
- supervised learning
- natural language processing
- support vector machine svm
- decision trees
- feature space
- feature vectors
- classification algorithm