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Handbook of Short Selling by Greg N. Gregoriou

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Chapter 32. Machine Learning and Short Positions in Stock Trading Strategies
David E. Allen, Robert J. Powell and Abhay K. Singh
Investors may profit from either upward or downward movements in asset prices depending on whether they are long or short. To achieve immediate gains on their position they need to be able to predict the direction of short-term future price movements. The prediction of the direction of a price change is a classification problem. ...

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