A Machine Learning Approach for Investigating the Determinants of Stock Price Crash Risk: Exploiting Firm and CEO Characteristics.
Yan LiHuiyuan XueShiyu WeiRongping WangFeng LiuPublished in: Syst. (2024)
Keyphrases
- stock price
- portfolio optimization
- stock market
- stock exchange
- financial data
- investment strategies
- panel data
- stock returns
- non stationary
- financial markets
- dow jones
- option pricing
- stock price prediction
- long term
- technical indicators
- news articles
- financial time series
- neural network
- investment decisions
- exchange rate
- k nearest neighbor
- early warning
- risk management
- portfolio management
- image representation
- decision support system
- knn
- decision making
- information retrieval
- historical data