Nonlinear support vector machines can systematically identify stocks with high and low future returns
Year of publication: |
2013
|
---|---|
Authors: | Huerta, Ramon ; Corbacho, Fernando ; Elkan, Charles |
Published in: |
Algorithmic Finance. - IOS Press. - Vol. 2.2013, 1, p. 45-58
|
Publisher: |
IOS Press |
Subject: | Support vector machines | sector neutral portfolios | long-short portfolios | technical analysis | fundamental analysis |
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