Borsa Istanbul (BIST) daily prediction using financial news and balanced feature selection
作者：
Highlights：
• The direction of Borsa Istanbul 100 Index (BIST100) open prices is predicted.
• A feature selection method, called Balanced Mutual Information (BMI) is proposed.
• BMI is able to deal with the class imbalance problem through oversampling.
• BMI is compared with Mutual Information and Chi-square based feature selection.
• BMI achieves higher macro-averaged F-measure than the other methods using less features.
摘要
•The direction of Borsa Istanbul 100 Index (BIST100) open prices is predicted.•A feature selection method, called Balanced Mutual Information (BMI) is proposed.•BMI is able to deal with the class imbalance problem through oversampling.•BMI is compared with Mutual Information and Chi-square based feature selection.•BMI achieves higher macro-averaged F-measure than the other methods using less features.
论文关键词：Stock prediction,Unbalanced data,Feature selection,Borsa Istanbul,BIST
论文评审过程：Received 27 October 2014, Revised 22 July 2015, Accepted 24 July 2015, Available online 31 July 2015, Version of Record 6 September 2015.
论文官网地址：https://doi.org/10.1016/j.eswa.2015.07.058
