Machine learning to establish proxies for investor attention: evidence of improved stock-return prediction.
Gang ChuJohn W. GoodellDehua ShenYongjie ZhangPublished in: Ann. Oper. Res. (2022)
Keyphrases
- machine learning
- stock market
- stock price
- prediction accuracy
- financial time series
- learning algorithm
- machine learning algorithms
- pattern recognition
- prediction model
- empirical evidence
- machine learning and statistical
- predictive modeling
- improved algorithm
- learning systems
- text classification
- natural language processing
- computer science
- text mining
- data mining
- computer vision
- prediction algorithm
- prediction error
- natural language
- data analysis
- visual attention
- machine learning methods
- knowledge representation
- information extraction
- artificial neural networks
- load balancing
- long term
- decision trees
- explanation based learning
- predictive model
- model selection
- evidential reasoning
- supervised learning
- stock exchange
- data sets