Integrated Long-Term Stock Selection Models Based on Feature Selection and Machine Learning Algorithms for China Stock Market.
Xianghui YuanJin YuanTianzhao JiangQurat Ul AinPublished in: IEEE Access (2020)
Keyphrases
- machine learning algorithms
- stock market
- short term
- long term
- machine learning
- benchmark data sets
- stock price
- listed companies
- feature selection
- machine learning methods
- machine learning models
- machine learning approaches
- stock trading
- chinese stock market
- learning algorithm
- decision trees
- input features
- learning problems
- random forests
- learning models
- trading rules
- stock data
- financial time series
- stock exchange
- garch model
- trading systems
- financial data
- model selection
- learning tasks
- financial news
- statistical machine learning
- financial markets
- data mining
- stock index
- stock index futures
- standard machine learning algorithms
- text classification