Predicting stock returns by classifier ensembles

Applied Soft Computing Journal

Volumn 11, Issue 2, 2011, Pages 2452-2459

  Tsai, Chih Fong ^a   Lin, Yuah Chiao ^c   Yen, David C ^b   Chen, Yan Min ^c  

^a NATIONAL CENTRAL UNIVERSITY   (Taiwan)

^b MIAMI UNIVERSITY   (United States)

^c NATIONAL CHUNG CHENG UNIVERSITY   (Taiwan)

Author keywords

Classifier ensembles; Decision trees; Logistic regression; Neural networks; Stock returns

Indexed keywords

CLASSIFIER ENSEMBLES; COMPUTER TECHNOLOGY; HYBRID METHOD; LOGISTIC REGRESSION; LOGISTIC REGRESSIONS; MACHINE LEARNING TECHNIQUES; MACHINE-LEARNING; MAJORITY VOTING; MULTIPLE CLASSIFIERS; PREDICTION ACCURACY; PREDICTION PERFORMANCE; RETURN ON INVESTMENTS; RETURNS ON INVESTMENT; SINGLE-BASELINE; STOCK RETURNS;

CLASSIFIERS; DECISION TREES; FORECASTING; INVESTMENTS; LEARNING SYSTEMS; PROFITABILITY; REGRESSION ANALYSIS;

NEURAL NETWORKS;

EID: 78751606736     PISSN: 15684946     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.asoc.2010.10.001     Document Type: Conference Paper

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