A right kind of wrong: European equity market forecasting with custom feature engineering and loss functions.
Alberto MatuozzoPaul D. YooAlessandro ProvettiPublished in: Expert Syst. Appl. (2023)
Keyphrases
- loss function
- feature engineering
- stock market
- dependency parsing
- short term
- text classification
- pairwise
- machine learning
- natural language processing
- support vector
- learning to rank
- squared error
- domain specific
- loss minimization
- speech processing
- risk minimization
- labeled data
- hinge loss
- convex loss functions
- update rules
- special case
- pairwise constraints
- boosting algorithms
- decision trees
- knowledge representation
- neural network
- knn
- multi class