Sector categorization using gradient boosted trees trained on fundamental firm data.

Ming Fang Lilian Kuo Frank Shih Stephen Taylor

Published in: Algorithmic Finance (2020)

Keyphrases

data sets
raw data
data analysis
data collection
knowledge discovery
high dimensional data
synthetic data
database
high quality
data points
statistical analysis
neural network
decision trees
small number
data processing
search engine
feature selection
prior knowledge