A multicriteria optimization approach for the stock market feature selection.
Dragana RadojicicNina RadojicicSimeon KredatusPublished in: Comput. Sci. Inf. Syst. (2021)
Keyphrases
- stock market
- multicriteria optimization
- feature selection
- short term
- quasiconvex
- stock price
- trading rules
- text categorization
- financial time series
- stock trading
- feature space
- listed companies
- stock exchange
- text classification
- long term
- stock data
- stock returns
- financial news
- financial markets
- dimensionality reduction
- garch model
- objective function
- feature extraction
- financial data
- finite number
- special case
- support vector