A novel hybrid stock selection method with stock prediction
Abstract
The success of stock selection is contingent upon the future performance of stock markets. We incorporate stock prediction into stock selection to specifically capture the future features of stock markets, thereby forming a novel hybrid (two-step) stock selection method (involving stock prediction and stock scoring). (1) Stock returns for the next period are predicted using emerging computational intelligence (CI), i.e., extreme learning machine...
Paper Details
Title
A novel hybrid stock selection method with stock prediction
Published Date
Jul 1, 2019
Journal
Volume
80
Pages
820 - 831
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