Machine learning performance comparison of CSI 300 stock price movement prediction after disclosure of corporate annual reports of year 2020.
Fengyu HanYue WangPublished in: EITCE (2022)
Keyphrases
- stock price
- machine learning
- financial time series
- stock market
- stock exchange
- stock price prediction
- technical indicators
- historical data
- dow jones
- stock returns
- financial markets
- non stationary
- financial data
- learning algorithm
- information extraction
- feature selection
- computer vision
- option pricing
- data mining
- natural language
- news articles
- metadata
- tft lcd
- knowledge representation