Balancing Recall and Precision in Stock Market Predictors Using Support Vector Machines.
Marco LippiLorenzo MenconiMarco GoriPublished in: WIRN (2012)
Keyphrases
- stock market
- high precision
- high recall
- precision and recall
- short term
- stock price
- stock data
- stock index futures
- financial data
- stock exchange
- recall oriented
- listed companies
- financial time series
- trading rules
- financial markets
- long term
- stock trading
- stock returns
- stock market data
- empirical studies
- information extraction