Developing an approach to evaluate stocks by forecasting effective features with data mining methods

作者：

Highlights：

• A comprehensive study on likely effective features in risk and return prediction.

• Stock risk and return prediction with different classification methods.

• Hybrid FS algorithm on the basis of filter and function-based clustering.

摘要

•A comprehensive study on likely effective features in risk and return prediction.•Stock risk and return prediction with different classification methods.•Hybrid FS algorithm on the basis of filter and function-based clustering.

论文关键词：Stock market,Data mining,Classification algorithm,Feature selection,Function-based clustering method

论文评审过程：Available online 23 September 2014.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.09.026