A comprehensive cluster and classification mining procedure for daily stock market return forecasting.
Xiao ZhongDavid EnkePublished in: Neurocomputing (2017)
Keyphrases
- stock market
- short term
- financial time series
- financial news
- long term
- stock price
- garch model
- stock index
- text classification
- stock trading
- technical indicators
- investment strategies
- support vector
- stock exchange
- stock index futures
- foreign exchange
- neural network
- trading rules
- stock data
- knowledge discovery
- support vector machine
- feature selection
- trading strategies
- mining algorithm
- support vector machine svm
- data mining techniques
- text mining
- frequent patterns
- kernel function
- stock returns
- stock market data