Bi-objective Cost-sensitive Machine Learning: Predicting Stock Return Direction Using Option Prices
The research investigates the use of cost-sensitive loss functions in machine learning models to predict equity market index movement, using option prices as a measure of error costs.
Featured in No. 13 on 24 Aug 2023 · 3 days after release · 0 citations today
- Released
- 21 Aug 2023
- First featured
- No. 13 · 24 Aug 2023
- Citations (Semantic Scholar)
- 0
- Influential citations
- 0
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4546402
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