Zhang, Xuekui; Huang, Yuying; Xu, Ke; Xing, Li - In: Financial innovation : FIN 9 (2023) 1, pp. 1-25
-price stock predictions. Processing raw data as inputs for prediction models (e.g., data thinning and feature engineering) can … primarily affect the performance of the prediction methods. However, researchers rarely discuss this topic. This motivated us to …