Currently statistical and artificial neural network methods dominate in financial data mining. Alternative relational (symbolic) data mining methods have shown their effectiveness...
In this paper, I propose a genetic algorithm (GA) approach to instance selection in artificial neural networks (ANNs) for financial data mining. ANN has preeminent learning abilit...
A recent study by two prominent finance researchers, Fama and French, introduces a new framework for studying risk vs. return: the migration of stocks across size-value portfolio ...
Xiaoxi Du, Ruoming Jin, Liang Ding, Victor E. Lee,...