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A causal feature selection algorithm for stock prediction modeling · Study

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ArticleA causal feature selection algorithm for stock prediction modeling

Xiangzhou Zhang2014

Article2014

A causal feature selection algorithm for stock prediction modeling

Xiangzhou Zhang · Yong Qiang Hu · Kang Xie · Shouyang Wang · Eric W.T. Ngai · Mei Liu

91 citations·0/0 files stored·Neurocomputing

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Artificial Intelligence in Healthcare

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 91 citations exist upstream.

References

1991Efficient Capital Markets: II 1988Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test 1994The Sharpe Ratio 1999Do Investors Trade Too Much?2001Mental Accounting, Loss Aversion, and Individual Stock Returns 1994Performance Measurement in a Downside Risk Framework 2005The use of data mining and neural networks for forecasting stock market returns 2003Neural network techniques for financial performance prediction: integrating fundamental and technical analysis

Cited by

2017Stock market prediction and Portfolio selection models: a survey 2015Wrapper ANFIS-ICA method to do stock market timing and feature selection on the basis of Japanese Candlestick 2016Forecasting East Asian Indices Futures via a Novel Hybrid of Wavelet-PCA Denoising and Artificial Neural Network Models 2022Evaluating the performance of ensemble classifiers in stock returns prediction using effective features

Details

Year2014

Typearticle

Published2014-05-08

VenueNeurocomputing

ISSN-L0925-2312

Languageen

Citations91

Files0 public / 0

ShelfStock Market Forecasting Methods

Identifiers

doi10.1016/j.neucom.2014.01.057

openalex_workW2011368107

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