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Binary classification and data analysis for modeling calendar anomalies in financial markets
Hui Hsuan Tung
, Chiao Chun Cheng
, Yu Ying Chen
, Yu Fu Chen
,
Szu-Hao Huang
, An-Pin Chen
資訊管理與財務金融學系
研究成果
:
Conference contribution
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同行評審
13
引文 斯高帕斯（Scopus）
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Keyphrases
Financial Markets
100%
Binary Data
100%
Binary Classification
100%
Calendar Anomalies
100%
System Performance
33%
S&P 500
33%
Extraction System
33%
Discriminant Features
33%
Advanced Technologies
33%
Technical Indicators
33%
Support System
33%
Investment Strategy
33%
Low Risk
33%
Intraday Trading
33%
Binary Classification Algorithm
33%
Day-of-the-week Effect
33%
Data-driven Model
33%
Interdisciplinary Research
33%
Financial Anomalies
33%
Big Data Analysis Technology
33%
Multi-day
33%
Learning Techniques
33%
Trading Simulation
33%
Time Series Feature Extraction
33%
Machine Learning Classification
33%
Fintech
33%
Feature Representation Methods
33%
Intelligent Data
33%
Computer Science
Classification Analysis
100%
Binary Classification
100%
Systems Performance
33%
Linear Discriminant Analysis
33%
Classification Method
33%
Representation Method
33%
Binary Classification Algorithm
33%
Learning Technique
33%
Big Data Analysis
33%
Interdisciplinary Research
33%
Machine Learning
33%
Learning System
33%
Feature Extraction
33%
Economics, Econometrics and Finance
Financial Market
100%
Calendar Effect
100%
Time Series
33%
Investors
33%
Investment Strategies
33%
Speculation
33%
Fintech
33%
Machine Learning
33%
Chemical Engineering
Learning System
100%