A machine learning trading system for the stock market based on N-period Min-Max labeling using XGBoost.
Yechan HanJaeyun KimDavid EnkePublished in: Expert Syst. Appl. (2023)
Keyphrases
- min max
- stock market
- trading systems
- machine learning
- trading rules
- technical indicators
- stock price
- financial time series
- financial markets
- short term
- stock index
- stock exchange
- investment strategies
- trading strategies
- financial news
- financial forecasting
- financial data
- natural language processing
- market data
- stock index futures
- stock market data
- listed companies
- stock data
- stock trading
- foreign exchange
- text classification
- stock returns
- garch model
- information extraction
- data analysis
- expert systems
- data mining
- data mining techniques