Stock portfolio selection using learning-to-rank algorithms with news sentiment.
Qiang SongAnqi LiuSteve Y. YangPublished in: Neurocomputing (2017)
Keyphrases
- portfolio selection
- learning to rank algorithms
- learning to rank
- transaction costs
- news articles
- financial markets
- stock price
- ranking svm
- loss function
- keywords
- stock market
- ranking functions
- robust optimization
- ranking algorithm
- multiple objectives
- evaluation measures
- document retrieval
- collaborative filtering
- multi objective
- pairwise
- web pages
- optimal portfolio