A comprehensive cluster and classification mining procedure for daily stock market return forecasting.

Xiao Zhong David Enke

Published 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