id	sid	tid	token	lemma	pos
fbem-1287	1	1	frontiers	frontier	NOUN
fbem-1287	1	2	in	in	ADP
fbem-1287	1	3	business	business	NOUN
fbem-1287	1	4	,	,	PUNCT
fbem-1287	1	5	economics	economic	NOUN
fbem-1287	1	6	and	and	CCONJ
fbem-1287	1	7	management	management	NOUN
fbem-1287	1	8	issn	issn	PROPN
fbem-1287	1	9	:	:	PUNCT
fbem-1287	1	10	2766	2766	NUM
fbem-1287	1	11	-	-	PUNCT
fbem-1287	1	12	824x	824x	NUM
fbem-1287	1	13	|	|	ADJ
fbem-1287	1	14	vol	vol	NOUN
fbem-1287	1	15	.	.	PROPN
fbem-1287	2	1	4	4	NUM
fbem-1287	2	2	,	,	PUNCT
fbem-1287	2	3	no	no	INTJ
fbem-1287	2	4	.	.	NOUN
fbem-1287	2	5	3	3	NUM
fbem-1287	2	6	,	,	PUNCT
fbem-1287	2	7	2022	2022	NUM
fbem-1287	2	8	159	159	NUM
fbem-1287	2	9	the	the	DET
fbem-1287	2	10	implementation	implementation	NOUN
fbem-1287	2	11	of	of	ADP
fbem-1287	2	12	support	support	NOUN
fbem-1287	2	13	vector	vector	NOUN
fbem-1287	2	14	machine	machine	NOUN
fbem-1287	2	15	into	into	ADP
fbem-1287	2	16	pairs	pair	NOUN
fbem-1287	2	17	trading	trading	NOUN
fbem-1287	2	18	strategy	strategy	NOUN
fbem-1287	2	19	zihao	zihao	PROPN
fbem-1287	2	20	yu	yu	PROPN
fbem-1287	3	1	the	the	DET
fbem-1287	3	2	hongkong	hongkong	PROPN
fbem-1287	3	3	polytechnic	polytechnic	PROPN
fbem-1287	3	4	university	university	PROPN
fbem-1287	3	5	,	,	PUNCT
fbem-1287	3	6	guangdong	guangdong	PROPN
fbem-1287	3	7	528000	528000	NUM
fbem-1287	3	8	,	,	PUNCT
fbem-1287	3	9	china	china	PROPN
fbem-1287	3	10	abstract	abstract	NOUN
fbem-1287	3	11	:	:	PUNCT
fbem-1287	3	12	academia	academia	PROPN
fbem-1287	3	13	has	have	VERB
fbem-1287	3	14	considerable	considerable	ADJ
fbem-1287	3	15	delves	delf	NOUN
fbem-1287	3	16	into	into	ADP
fbem-1287	3	17	the	the	DET
fbem-1287	3	18	investment	investment	NOUN
fbem-1287	3	19	strategy	strategy	NOUN
fbem-1287	3	20	of	of	ADP
fbem-1287	3	21	the	the	DET
fbem-1287	3	22	stock	stock	NOUN
fbem-1287	3	23	market	market	NOUN
fbem-1287	3	24	.	.	PUNCT
fbem-1287	4	1	typically	typically	ADV
fbem-1287	4	2	,	,	PUNCT
fbem-1287	4	3	pairs	pair	NOUN
fbem-1287	4	4	trading	trading	NOUN
fbem-1287	4	5	is	be	AUX
fbem-1287	4	6	one	one	NUM
fbem-1287	4	7	of	of	ADP
fbem-1287	4	8	the	the	DET
fbem-1287	4	9	familiar	familiar	ADJ
fbem-1287	4	10	strategies	strategy	NOUN
fbem-1287	4	11	.	.	PUNCT
fbem-1287	5	1	to	to	PART
fbem-1287	5	2	optimize	optimize	VERB
fbem-1287	5	3	the	the	DET
fbem-1287	5	4	performance	performance	NOUN
fbem-1287	5	5	of	of	ADP
fbem-1287	5	6	pairs	pair	NOUN
fbem-1287	5	7	trading	trading	NOUN
fbem-1287	5	8	strategy	strategy	NOUN
fbem-1287	5	9	,	,	PUNCT
fbem-1287	5	10	accurate	accurate	ADJ
fbem-1287	5	11	methods	method	NOUN
fbem-1287	5	12	for	for	ADP
fbem-1287	5	13	price	price	NOUN
fbem-1287	5	14	prediction	prediction	NOUN
fbem-1287	5	15	should	should	AUX
fbem-1287	5	16	be	be	AUX
fbem-1287	5	17	employed	employ	VERB
fbem-1287	5	18	and	and	CCONJ
fbem-1287	5	19	thesupport	thesupport	NOUN
fbem-1287	5	20	vector	vector	NOUN
fbem-1287	5	21	machine	machine	NOUN
fbem-1287	5	22	(	(	PUNCT
fbem-1287	5	23	svm	svm	PROPN
fbem-1287	5	24	)	)	PUNCT
fbem-1287	5	25	is	be	AUX
fbem-1287	5	26	a	a	DET
fbem-1287	5	27	typical	typical	ADJ
fbem-1287	5	28	one	one	NOUN
fbem-1287	5	29	.	.	PUNCT
fbem-1287	6	1	this	this	DET
fbem-1287	6	2	passage	passage	NOUN
fbem-1287	6	3	focuses	focus	VERB
fbem-1287	6	4	on	on	ADP
fbem-1287	6	5	china	china	PROPN
fbem-1287	6	6	stock	stock	NOUN
fbem-1287	6	7	market	market	NOUN
fbem-1287	6	8	,	,	PUNCT
fbem-1287	6	9	demonstrating	demonstrate	VERB
fbem-1287	6	10	how	how	SCONJ
fbem-1287	6	11	the	the	DET
fbem-1287	6	12	svmclassifiers	svmclassifier	NOUN
fbem-1287	6	13	assist	assist	VERB
fbem-1287	6	14	pairs	pair	NOUN
fbem-1287	6	15	trading	trading	NOUN
fbem-1287	6	16	strategy	strategy	NOUN
fbem-1287	6	17	.	.	PUNCT
fbem-1287	7	1	the	the	DET
fbem-1287	7	2	time	time	NOUN
fbem-1287	7	3	period	period	NOUN
fbem-1287	7	4	of	of	ADP
fbem-1287	7	5	data	data	NOUN
fbem-1287	7	6	is	be	AUX
fbem-1287	7	7	from	from	ADP
fbem-1287	7	8	2020	2020	NUM
fbem-1287	7	9	-	-	SYM
fbem-1287	7	10	01	01	NUM
fbem-1287	7	11	-	-	PUNCT
fbem-1287	7	12	01	01	NUM
fbem-1287	7	13	to	to	ADP
fbem-1287	7	14	2022	2022	NUM
fbem-1287	7	15	-	-	SYM
fbem-1287	7	16	07	07	NUM
fbem-1287	7	17	-	-	PUNCT
fbem-1287	7	18	01	01	NUM
fbem-1287	7	19	.	.	PUNCT
fbem-1287	8	1	all	all	PRON
fbem-1287	8	2	of	of	ADP
fbem-1287	8	3	the	the	DET
fbem-1287	8	4	quantitative	quantitative	ADJ
fbem-1287	8	5	tasks	task	NOUN
fbem-1287	8	6	are	be	AUX
fbem-1287	8	7	completed	complete	VERB
fbem-1287	8	8	in	in	ADP
fbem-1287	8	9	python	python	NOUN
fbem-1287	8	10	language	language	NOUN
fbem-1287	8	11	in	in	ADP
fbem-1287	8	12	jupyter	jupyter	ADJ
fbem-1287	8	13	notebook	notebook	NOUN
fbem-1287	8	14	.	.	PUNCT
fbem-1287	9	1	keywords	keyword	NOUN
fbem-1287	9	2	:	:	PUNCT
fbem-1287	9	3	svm	svm	ADJ
fbem-1287	9	4	,	,	PUNCT
fbem-1287	9	5	pairs	pair	NOUN
fbem-1287	9	6	trading	trading	NOUN
fbem-1287	9	7	strategy	strategy	NOUN
fbem-1287	9	8	.	.	PUNCT
fbem-1287	10	1	1	1	X
fbem-1287	10	2	.	.	X
fbem-1287	10	3	introduction	introduction	NOUN
fbem-1287	10	4	1.1	1.1	NUM
fbem-1287	10	5	.	.	PUNCT
fbem-1287	11	1	pairs	pair	NOUN
fbem-1287	11	2	trading	trading	NOUN
fbem-1287	11	3	strategy	strategy	NOUN
fbem-1287	11	4	(	(	PUNCT
fbem-1287	11	5	pt	pt	X
fbem-1287	11	6	)	)	PUNCT
fbem-1287	11	7	the	the	DET
fbem-1287	11	8	price	price	NOUN
fbem-1287	11	9	spread	spread	NOUN
fbem-1287	11	10	of	of	ADP
fbem-1287	11	11	two	two	NUM
fbem-1287	11	12	stocks	stock	NOUN
fbem-1287	11	13	with	with	ADP
fbem-1287	11	14	similar	similar	ADJ
fbem-1287	11	15	trends	trend	NOUN
fbem-1287	11	16	is	be	AUX
fbem-1287	11	17	a	a	DET
fbem-1287	11	18	must	must	NOUN
fbem-1287	11	19	for	for	ADP
fbem-1287	11	20	pt	pt	PROPN
fbem-1287	11	21	.	.	PUNCT
fbem-1287	12	1	the	the	DET
fbem-1287	12	2	price	price	NOUN
fbem-1287	12	3	spread	spread	NOUN
fbem-1287	12	4	is	be	AUX
fbem-1287	12	5	computed	compute	VERB
fbem-1287	12	6	as	as	ADP
fbem-1287	12	7	below	below	ADV
fbem-1287	12	8	and	and	CCONJ
fbem-1287	12	9	the	the	DET
fbem-1287	12	10	general	general	ADJ
fbem-1287	12	11	principles	principle	NOUN
fbem-1287	12	12	of	of	ADP
fbem-1287	12	13	the	the	DET
fbem-1287	12	14	pt	pt	NOUN
fbem-1287	12	15	are	be	AUX
fbem-1287	12	16	established	establish	VERB
fbem-1287	12	17	in	in	ADP
fbem-1287	12	18	figure	figure	NOUN
fbem-1287	12	19	1	1	NUM
fbem-1287	12	20	and	and	CCONJ
fbem-1287	12	21	figure	figure	VERB
fbem-1287	12	22	2	2	NUM
fbem-1287	12	23	.	.	PUNCT
fbem-1287	13	1	𝑠𝑝𝑟𝑒𝑎𝑑	𝑠𝑝𝑟𝑒𝑎𝑑	NOUN
fbem-1287	13	2	𝑟	𝑟	NOUN
fbem-1287	13	3	𝑟	𝑟	X
fbem-1287	14	1	[	[	X
fbem-1287	14	2	1	1	NUM
fbem-1287	14	3	]	]	PUNCT
fbem-1287	14	4	𝑟	𝑟	PRON
fbem-1287	14	5	is	be	AUX
fbem-1287	14	6	the	the	DET
fbem-1287	14	7	accumulative	accumulative	ADJ
fbem-1287	14	8	return	return	NOUN
fbem-1287	14	9	rate	rate	NOUN
fbem-1287	14	10	of	of	ADP
fbem-1287	14	11	stock1	stock1	NOUN
fbem-1287	14	12	.	.	PUNCT
fbem-1287	15	1	𝑟	𝑟	X
fbem-1287	15	2	is	be	AUX
fbem-1287	15	3	the	the	DET
fbem-1287	15	4	accumulative	accumulative	ADJ
fbem-1287	15	5	return	return	NOUN
fbem-1287	15	6	rate	rate	NOUN
fbem-1287	15	7	of	of	ADP
fbem-1287	15	8	stock2	stock2	PROPN
fbem-1287	15	9	.	.	PUNCT
fbem-1287	16	1	figure	figure	NOUN
fbem-1287	16	2	1	1	NUM
fbem-1287	16	3	.	.	PUNCT
fbem-1287	17	1	the	the	DET
fbem-1287	17	2	flow	flow	NOUN
fbem-1287	17	3	chart	chart	NOUN
fbem-1287	17	4	of	of	ADP
fbem-1287	17	5	the	the	DET
fbem-1287	17	6	pt	pt	NOUN
fbem-1287	17	7	in	in	ADP
fbem-1287	17	8	the	the	DET
fbem-1287	17	9	formation	formation	NOUN
fbem-1287	17	10	period	period	NOUN
fbem-1287	17	11	160	160	NUM
fbem-1287	17	12	figure	figure	NOUN
fbem-1287	17	13	2	2	NUM
fbem-1287	17	14	.	.	PUNCT
fbem-1287	17	15	sample	sample	NOUN
fbem-1287	17	16	price	price	NOUN
fbem-1287	17	17	spread	spread	VERB
fbem-1287	17	18	with	with	ADP
fbem-1287	17	19	thresholds	threshold	NOUN
fbem-1287	17	20	and	and	CCONJ
fbem-1287	17	21	trading	trading	NOUN
fbem-1287	17	22	signals	signal	NOUN
fbem-1287	17	23	figure1	figure1	X
fbem-1287	18	1	focuses	focus	VERB
fbem-1287	18	2	on	on	ADP
fbem-1287	18	3	the	the	DET
fbem-1287	18	4	formation	formation	NOUN
fbem-1287	18	5	period	period	NOUN
fbem-1287	18	6	,	,	PUNCT
fbem-1287	18	7	showing	show	VERB
fbem-1287	18	8	the	the	DET
fbem-1287	18	9	basic	basic	ADJ
fbem-1287	18	10	process	process	NOUN
fbem-1287	18	11	of	of	ADP
fbem-1287	18	12	pairs	pair	NOUN
fbem-1287	18	13	`	`	PUNCT
fbem-1287	18	14	selection	selection	NOUN
fbem-1287	18	15	,	,	PUNCT
fbem-1287	18	16	spreads	spread	VERB
fbem-1287	18	17	`	`	PUNCT
fbem-1287	18	18	selection	selection	NOUN
fbem-1287	18	19	,	,	PUNCT
fbem-1287	18	20	and	and	CCONJ
fbem-1287	18	21	thresholds	threshold	VERB
fbem-1287	18	22	`	`	PUNCT
fbem-1287	18	23	setup	setup	NOUN
fbem-1287	18	24	.	.	PUNCT
fbem-1287	19	1	according	accord	VERB
fbem-1287	19	2	to	to	ADP
fbem-1287	19	3	the	the	DET
fbem-1287	19	4	outcome	outcome	NOUN
fbem-1287	19	5	from	from	ADP
fbem-1287	19	6	the	the	DET
fbem-1287	19	7	formation	formation	NOUN
fbem-1287	19	8	period	period	NOUN
fbem-1287	19	9	,	,	PUNCT
fbem-1287	19	10	some	some	DET
fbem-1287	19	11	trades	trade	NOUN
fbem-1287	19	12	may	may	AUX
fbem-1287	19	13	be	be	AUX
fbem-1287	19	14	triggered	trigger	VERB
fbem-1287	19	15	by	by	ADP
fbem-1287	19	16	trading	trading	NOUN
fbem-1287	19	17	signals	signal	NOUN
fbem-1287	19	18	during	during	ADP
fbem-1287	19	19	the	the	DET
fbem-1287	19	20	trading	trading	NOUN
fbem-1287	19	21	period	period	NOUN
fbem-1287	19	22	.	.	PUNCT
fbem-1287	20	1	four	four	NUM
fbem-1287	20	2	spots	spot	NOUN
fbem-1287	20	3	(	(	PUNCT
fbem-1287	20	4	a	a	DET
fbem-1287	20	5	,	,	PUNCT
fbem-1287	20	6	b	b	NOUN
fbem-1287	20	7	,	,	PUNCT
fbem-1287	20	8	c	c	NOUN
fbem-1287	20	9	,	,	PUNCT
fbem-1287	20	10	and	and	CCONJ
fbem-1287	20	11	d	d	X
fbem-1287	20	12	)	)	PUNCT
fbem-1287	20	13	indicate	indicate	VERB
fbem-1287	20	14	the	the	DET
fbem-1287	20	15	trading	trading	NOUN
fbem-1287	20	16	signals	signal	NOUN
fbem-1287	20	17	while	while	SCONJ
fbem-1287	20	18	the	the	DET
fbem-1287	20	19	thresholds	threshold	NOUN
fbem-1287	20	20	are	be	AUX
fbem-1287	20	21	represented	represent	VERB
fbem-1287	20	22	by	by	ADP
fbem-1287	20	23	horizontal	horizontal	ADJ
fbem-1287	20	24	lines	line	NOUN
fbem-1287	20	25	intercepting	intercept	VERB
fbem-1287	20	26	the	the	DET
fbem-1287	20	27	spots	spot	NOUN
fbem-1287	20	28	.	.	PUNCT
fbem-1287	21	1	in	in	ADP
fbem-1287	21	2	the	the	DET
fbem-1287	21	3	scenario	scenario	NOUN
fbem-1287	21	4	between	between	ADP
fbem-1287	21	5	c	c	PROPN
fbem-1287	21	6	and	and	CCONJ
fbem-1287	21	7	d	d	NOUN
fbem-1287	21	8	,	,	PUNCT
fbem-1287	21	9	the	the	DET
fbem-1287	21	10	trading	trading	NOUN
fbem-1287	21	11	strategy	strategy	NOUN
fbem-1287	21	12	is	be	AUX
fbem-1287	21	13	as	as	SCONJ
fbem-1287	21	14	follows	follow	VERB
fbem-1287	21	15	:	:	PUNCT
fbem-1287	21	16	when	when	SCONJ
fbem-1287	21	17	the	the	DET
fbem-1287	21	18	curve	curve	NOUN
fbem-1287	21	19	in	in	ADP
fbem-1287	21	20	figure	figure	NOUN
fbem-1287	21	21	2	2	NUM
fbem-1287	21	22	intersects	intersect	NOUN
fbem-1287	21	23	c	c	NOUN
fbem-1287	21	24	:	:	PUNCT
fbem-1287	21	25	long	long	ADJ
fbem-1287	21	26	stock2	stock2	NOUN
fbem-1287	21	27	and	and	CCONJ
fbem-1287	21	28	short	short	ADJ
fbem-1287	21	29	stock1	stock1	NOUN
fbem-1287	21	30	.	.	PUNCT
fbem-1287	22	1	when	when	SCONJ
fbem-1287	22	2	the	the	DET
fbem-1287	22	3	curve	curve	NOUN
fbem-1287	22	4	in	in	ADP
fbem-1287	22	5	figure2	figure2	ADJ
fbem-1287	22	6	intersects	intersect	NOUN
fbem-1287	22	7	d	d	NOUN
fbem-1287	22	8	:	:	PUNCT
fbem-1287	22	9	closeout	closeout	NOUN
fbem-1287	22	10	.	.	PUNCT
fbem-1287	23	1	however	however	ADV
fbem-1287	23	2	,	,	PUNCT
fbem-1287	23	3	there	there	PRON
fbem-1287	23	4	is	be	VERB
fbem-1287	23	5	also	also	ADV
fbem-1287	23	6	an	an	DET
fbem-1287	23	7	arbitrage	arbitrage	NOUN
fbem-1287	23	8	opportunity	opportunity	NOUN
fbem-1287	23	9	between	between	ADP
fbem-1287	23	10	a	a	PRON
fbem-1287	23	11	and	and	CCONJ
fbem-1287	23	12	b.	b.	PROPN
fbem-1287	23	13	and	and	CCONJ
fbem-1287	23	14	the	the	DET
fbem-1287	23	15	strategy	strategy	NOUN
fbem-1287	23	16	is	be	AUX
fbem-1287	23	17	just	just	ADV
fbem-1287	23	18	inversed	inverse	VERB
fbem-1287	23	19	,	,	PUNCT
fbem-1287	23	20	e.g.	e.g.	ADV
fbem-1287	23	21	,	,	PUNCT
fbem-1287	23	22	long	long	ADJ
fbem-1287	23	23	stock1	stock1	NOUN
fbem-1287	23	24	and	and	CCONJ
fbem-1287	23	25	short	short	ADJ
fbem-1287	23	26	stock2	stock2	NOUN
fbem-1287	23	27	when	when	SCONJ
fbem-1287	23	28	such	such	ADJ
fbem-1287	23	29	curve	curve	NOUN
fbem-1287	23	30	intersects	intersect	NOUN
fbem-1287	23	31	a.	a.	NOUN
fbem-1287	23	32	in	in	ADP
fbem-1287	23	33	the	the	DET
fbem-1287	23	34	following	follow	VERB
fbem-1287	23	35	analysis	analysis	NOUN
fbem-1287	23	36	,	,	PUNCT
fbem-1287	23	37	strategies	strategy	NOUN
fbem-1287	23	38	similar	similar	ADJ
fbem-1287	23	39	to	to	ADP
fbem-1287	23	40	that	that	PRON
fbem-1287	23	41	between	between	ADP
fbem-1287	23	42	a	a	PRON
fbem-1287	23	43	and	and	CCONJ
fbem-1287	23	44	b	b	NOUN
fbem-1287	23	45	are	be	AUX
fbem-1287	23	46	represented	represent	VERB
fbem-1287	23	47	by	by	ADP
fbem-1287	23	48	s2	s2	PROPN
fbem-1287	23	49	while	while	SCONJ
fbem-1287	23	50	s1	s1	NOUN
fbem-1287	23	51	indicates	indicate	VERB
fbem-1287	23	52	another	another	DET
fbem-1287	23	53	kind	kind	NOUN
fbem-1287	23	54	of	of	ADP
fbem-1287	23	55	strategy	strategy	NOUN
fbem-1287	23	56	such	such	ADJ
fbem-1287	23	57	as	as	ADP
fbem-1287	23	58	that	that	PRON
fbem-1287	23	59	from	from	ADP
fbem-1287	23	60	c	c	PROPN
fbem-1287	23	61	to	to	ADP
fbem-1287	23	62	d.	d.	PROPN
fbem-1287	23	63	for	for	ADP
fbem-1287	23	64	the	the	DET
fbem-1287	23	65	sake	sake	NOUN
fbem-1287	23	66	of	of	ADP
fbem-1287	23	67	simplicity	simplicity	NOUN
fbem-1287	23	68	of	of	ADP
fbem-1287	23	69	profit	profit	NOUN
fbem-1287	23	70	calculation	calculation	NOUN
fbem-1287	23	71	,	,	PUNCT
fbem-1287	23	72	it	it	PRON
fbem-1287	23	73	is	be	AUX
fbem-1287	23	74	assumed	assume	VERB
fbem-1287	23	75	that	that	SCONJ
fbem-1287	23	76	each	each	DET
fbem-1287	23	77	stock	stock	NOUN
fbem-1287	23	78	in	in	ADP
fbem-1287	23	79	the	the	DET
fbem-1287	23	80	pair	pair	NOUN
fbem-1287	23	81	is	be	AUX
fbem-1287	23	82	equally	equally	ADV
fbem-1287	23	83	weighted.profit	weighted.profit	ADJ
fbem-1287	23	84	(	(	PUNCT
fbem-1287	23	85	from	from	ADP
fbem-1287	23	86	c	c	NOUN
fbem-1287	23	87	to	to	ADP
fbem-1287	23	88	d)is	d)is	PROPN
fbem-1287	23	89	calculated	calculate	VERB
fbem-1287	23	90	as	as	ADP
fbem-1287	23	91	below	below	ADV
fbem-1287	23	92	:	:	PUNCT
fbem-1287	23	93	𝑝𝑟𝑜𝑓𝑖𝑡	𝑝𝑟𝑜𝑓𝑖𝑡	PROPN
fbem-1287	23	94	𝑝	𝑝	PROPN
fbem-1287	23	95	𝑝	𝑝	PROPN
fbem-1287	23	96	′	′	PROPN
fbem-1287	23	97	𝑝	𝑝	PROPN
fbem-1287	23	98	`	`	PUNCT
fbem-1287	23	99	𝑝	𝑝	PROPN
fbem-1287	23	100	𝑝	𝑝	PROPN
fbem-1287	23	101	and𝑝	and𝑝	NOUN
fbem-1287	23	102	are	be	AUX
fbem-1287	23	103	the	the	DET
fbem-1287	23	104	prices	price	NOUN
fbem-1287	23	105	of	of	ADP
fbem-1287	23	106	stock1	stock1	NOUN
fbem-1287	23	107	and	and	CCONJ
fbem-1287	23	108	stock2	stock2	NOUN
fbem-1287	23	109	when	when	SCONJ
fbem-1287	23	110	the	the	DET
fbem-1287	23	111	curve	curve	NOUN
fbem-1287	23	112	intersectsc	intersectsc	NOUN
fbem-1287	23	113	.	.	PUNCT
fbem-1287	24	1	𝑝	𝑝	NOUN
fbem-1287	24	2	`	`	PUNCT
fbem-1287	24	3	and	and	CCONJ
fbem-1287	24	4	𝑝	𝑝	NOUN
fbem-1287	24	5	`	`	PUNCT
fbem-1287	24	6	are	be	AUX
fbem-1287	24	7	the	the	DET
fbem-1287	24	8	prices	price	NOUN
fbem-1287	24	9	of	of	ADP
fbem-1287	24	10	stock1	stock1	NOUN
fbem-1287	24	11	and	and	CCONJ
fbem-1287	24	12	stock2	stock2	NOUN
fbem-1287	24	13	when	when	SCONJ
fbem-1287	24	14	the	the	DET
fbem-1287	24	15	curve	curve	NOUN
fbem-1287	24	16	intersects	intersect	VERB
fbem-1287	24	17	d.	d.	PROPN
fbem-1287	24	18	as	as	ADP
fbem-1287	24	19	spot	spot	NOUN
fbem-1287	24	20	c	c	PROPN
fbem-1287	24	21	is	be	AUX
fbem-1287	24	22	above	above	ADP
fbem-1287	24	23	spot	spot	NOUN
fbem-1287	24	24	d	d	NOUN
fbem-1287	24	25	,	,	PUNCT
fbem-1287	24	26	it	it	PRON
fbem-1287	24	27	is	be	AUX
fbem-1287	24	28	clear	clear	ADJ
fbem-1287	24	29	that	that	SCONJ
fbem-1287	24	30	𝑝	𝑝	PROPN
fbem-1287	24	31	𝑝	𝑝	PROPN
fbem-1287	24	32	𝑝	𝑝	PROPN
fbem-1287	24	33	`	`	PUNCT
fbem-1287	24	34	𝑝	𝑝	PROPN
fbem-1287	24	35	`	`	PUNCT
fbem-1287	24	36	is	be	AUX
fbem-1287	24	37	greater	great	ADJ
fbem-1287	24	38	than	than	ADP
fbem-1287	24	39	0	0	NUM
fbem-1287	24	40	.	.	PUNCT
fbem-1287	25	1	according	accord	VERB
fbem-1287	25	2	to	to	ADP
fbem-1287	25	3	the	the	DET
fbem-1287	25	4	identical	identical	ADJ
fbem-1287	25	5	transformation	transformation	NOUN
fbem-1287	25	6	,	,	PUNCT
fbem-1287	25	7	𝑝	𝑝	PROPN
fbem-1287	25	8	𝑝	𝑝	PROPN
fbem-1287	25	9	𝑝	𝑝	PROPN
fbem-1287	25	10	`	`	PUNCT
fbem-1287	25	11	𝑝	𝑝	PROPN
fbem-1287	25	12	`	`	PUNCT
fbem-1287	25	13	is	be	AUX
fbem-1287	25	14	equal	equal	ADJ
fbem-1287	25	15	to	to	ADP
fbem-1287	25	16	𝑝	𝑝	PROPN
fbem-1287	25	17	𝑝	𝑝	PROPN
fbem-1287	25	18	′	′	PROPN
fbem-1287	25	19	𝑝	𝑝	PROPN
fbem-1287	25	20	`	`	PUNCT
fbem-1287	25	21	𝑝	𝑝	PROPN
fbem-1287	25	22	.	.	PUNCT
fbem-1287	26	1	hence	hence	ADV
fbem-1287	26	2	,	,	PUNCT
fbem-1287	26	3	the	the	DET
fbem-1287	26	4	profit	profit	NOUN
fbem-1287	26	5	of	of	ADP
fbem-1287	26	6	the	the	DET
fbem-1287	26	7	strategy	strategy	NOUN
fbem-1287	26	8	is	be	AUX
fbem-1287	26	9	greater	great	ADJ
fbem-1287	26	10	than	than	ADP
fbem-1287	26	11	0.meanwhile	0.meanwhile	NUM
fbem-1287	26	12	,	,	PUNCT
fbem-1287	26	13	based	base	VERB
fbem-1287	26	14	on	on	ADP
fbem-1287	26	15	such	such	ADJ
fbem-1287	26	16	calculations	calculation	NOUN
fbem-1287	26	17	above	above	ADV
fbem-1287	26	18	,	,	PUNCT
fbem-1287	26	19	the	the	DET
fbem-1287	26	20	profit	profit	NOUN
fbem-1287	26	21	of	of	ADP
fbem-1287	26	22	strategy	strategy	NOUN
fbem-1287	26	23	between	between	ADP
fbem-1287	26	24	a	a	PRON
fbem-1287	26	25	and	and	CCONJ
fbem-1287	26	26	b	b	NOUN
fbem-1287	26	27	is	be	AUX
fbem-1287	26	28	also	also	ADV
fbem-1287	26	29	proved	prove	VERB
fbem-1287	26	30	to	to	PART
fbem-1287	26	31	be	be	AUX
fbem-1287	26	32	greater	great	ADJ
fbem-1287	26	33	than	than	ADP
fbem-1287	26	34	0	0	NUM
fbem-1287	26	35	.	.	PROPN
fbem-1287	26	36	1.2	1.2	NUM
fbem-1287	26	37	.	.	PUNCT
fbem-1287	27	1	svm	svm	PROPN
fbem-1287	27	2	1.2.1	1.2.1	NUM
fbem-1287	27	3	.	.	PUNCT
fbem-1287	28	1	principle	principle	NOUN
fbem-1287	28	2	the	the	DET
fbem-1287	28	3	svm	svm	NOUN
fbem-1287	28	4	is	be	AUX
fbem-1287	28	5	a	a	DET
fbem-1287	28	6	machine	machine	NOUN
fbem-1287	28	7	learning	learn	VERB
fbem-1287	28	8	algorithm	algorithm	NOUN
fbem-1287	28	9	,	,	PUNCT
fbem-1287	28	10	classifying	classify	VERB
fbem-1287	28	11	data	datum	NOUN
fbem-1287	28	12	by	by	ADP
fbem-1287	28	13	curve	curve	NOUN
fbem-1287	28	14	.	.	PUNCT
fbem-1287	29	1	as	as	SCONJ
fbem-1287	29	2	presented	present	VERB
fbem-1287	29	3	in	in	ADP
fbem-1287	29	4	figure	figure	NOUN
fbem-1287	29	5	3	3	NUM
fbem-1287	29	6	,	,	PUNCT
fbem-1287	29	7	two	two	NUM
fbem-1287	29	8	sorts	sort	NOUN
fbem-1287	29	9	of	of	ADP
fbem-1287	29	10	data	datum	NOUN
fbem-1287	29	11	are	be	AUX
fbem-1287	29	12	divided	divide	VERB
fbem-1287	29	13	by	by	ADP
fbem-1287	29	14	curves	curve	NOUN
fbem-1287	29	15	.	.	PUNCT
fbem-1287	30	1	however	however	ADV
fbem-1287	30	2	,	,	PUNCT
fbem-1287	30	3	the	the	DET
fbem-1287	30	4	classifier1	classifier1	NOUN
fbem-1287	30	5	comes	come	VERB
fbem-1287	30	6	first	first	ADV
fbem-1287	30	7	as	as	SCONJ
fbem-1287	30	8	it	it	PRON
fbem-1287	30	9	has	have	VERB
fbem-1287	30	10	the	the	DET
fbem-1287	30	11	averagely	averagely	ADV
fbem-1287	30	12	longestdistancefrom	longestdistancefrom	ADJ
fbem-1287	30	13	bilateral	bilateral	ADJ
fbem-1287	30	14	values.[2	values.[2	X
fbem-1287	30	15	]	]	PUNCT
fbem-1287	30	16	figure	figure	NOUN
fbem-1287	31	1	3	3	NUM
fbem-1287	31	2	.	.	PUNCT
fbem-1287	31	3	classification	classification	NOUN
fbem-1287	31	4	by	by	ADP
fbem-1287	31	5	linear	linear	PROPN
fbem-1287	31	6	svm	svm	PROPN
fbem-1287	31	7	especially	especially	ADV
fbem-1287	31	8	,	,	PUNCT
fbem-1287	31	9	the	the	DET
fbem-1287	31	10	svm	svm	PROPN
fbem-1287	31	11	also	also	ADV
fbem-1287	31	12	executes	execute	VERB
fbem-1287	31	13	non	non	ADJ
fbem-1287	31	14	-	-	ADJ
fbem-1287	31	15	linear	linear	ADJ
fbem-1287	31	16	classification	classification	NOUN
fbem-1287	31	17	in	in	ADP
fbem-1287	31	18	two	two	NUM
fbem-1287	31	19	ways	way	NOUN
fbem-1287	31	20	.	.	PUNCT
fbem-1287	32	1	one	one	NUM
fbem-1287	32	2	is	be	AUX
fbem-1287	32	3	the	the	DET
fbem-1287	32	4	polynomial	polynomial	ADJ
fbem-1287	32	5	way	way	NOUN
fbem-1287	32	6	which	which	PRON
fbem-1287	32	7	classifies	classify	VERB
fbem-1287	32	8	data	datum	NOUN
fbem-1287	32	9	by	by	ADP
fbem-1287	32	10	added	add	VERB
fbem-1287	32	11	features	feature	NOUN
fbem-1287	32	12	.	.	PUNCT
fbem-1287	33	1	as	as	ADP
fbem-1287	33	2	the	the	DET
fbem-1287	33	3	example	example	NOUN
fbem-1287	33	4	below	below	ADP
fbem-1287	33	5	in	in	ADP
fbem-1287	33	6	figure	figure	NOUN
fbem-1287	33	7	4	4	NUM
fbem-1287	33	8	,	,	PUNCT
fbem-1287	33	9	variables	variable	NOUN
fbem-1287	33	10	with	with	ADP
fbem-1287	33	11	one	one	NUM
fbem-1287	33	12	feature	feature	NOUN
fbem-1287	33	13	can	can	AUX
fbem-1287	33	14	be	be	AUX
fbem-1287	33	15	divided	divide	VERB
fbem-1287	33	16	by	by	ADP
fbem-1287	33	17	adding	add	VERB
fbem-1287	33	18	a	a	DET
fbem-1287	33	19	feature	feature	NOUN
fbem-1287	33	20	(	(	PUNCT
fbem-1287	33	21	squared	square	VERB
fbem-1287	33	22	)	)	PUNCT
fbem-1287	33	23	.	.	PUNCT
fbem-1287	34	1	161	161	NUM
fbem-1287	34	2	figure	figure	NOUN
fbem-1287	34	3	4	4	NUM
fbem-1287	34	4	.	.	PUNCT
fbem-1287	34	5	classification	classification	NOUN
fbem-1287	34	6	by	by	ADP
fbem-1287	34	7	non	non	ADJ
fbem-1287	34	8	-	-	ADJ
fbem-1287	34	9	linear	linear	ADJ
fbem-1287	34	10	svm	svm	NOUN
fbem-1287	34	11	(	(	PUNCT
fbem-1287	34	12	polynomial	polynomial	ADJ
fbem-1287	34	13	)	)	PUNCT
fbem-1287	34	14	another	another	DET
fbem-1287	34	15	non	non	ADJ
fbem-1287	34	16	-	-	ADJ
fbem-1287	34	17	linear	linear	ADJ
fbem-1287	34	18	classifier	classifier	NOUN
fbem-1287	34	19	is	be	AUX
fbem-1287	34	20	based	base	VERB
fbem-1287	34	21	on	on	ADP
fbem-1287	34	22	the	the	DET
fbem-1287	34	23	similarity	similarity	NOUN
fbem-1287	34	24	function	function	NOUN
fbem-1287	34	25	which	which	PRON
fbem-1287	34	26	is	be	AUX
fbem-1287	34	27	usually	usually	ADV
fbem-1287	34	28	the	the	DET
fbem-1287	34	29	radial	radial	ADJ
fbem-1287	34	30	basis	basis	NOUN
fbem-1287	34	31	function	function	NOUN
fbem-1287	34	32	(	(	PUNCT
fbem-1287	34	33	rbf	rbf	PROPN
fbem-1287	34	34	,	,	PUNCT
fbem-1287	34	35	formulated	formulate	VERB
fbem-1287	34	36	as	as	ADP
fbem-1287	34	37	below	below	ADV
fbem-1287	34	38	)	)	PUNCT
fbem-1287	34	39	.	.	PUNCT
fbem-1287	35	1	the	the	DET
fbem-1287	35	2	𝑥	𝑥	PROPN
fbem-1287	35	3	𝑙	𝑙	PROPN
fbem-1287	35	4	indicates	indicate	VERB
fbem-1287	35	5	the	the	DET
fbem-1287	35	6	distance	distance	NOUN
fbem-1287	35	7	from	from	ADP
fbem-1287	35	8	the	the	DET
fbem-1287	35	9	i	i	PROPN
fbem-1287	35	10	-	-	PUNCT
fbem-1287	35	11	th	th	VERB
fbem-1287	35	12	value	value	NOUN
fbem-1287	35	13	to	to	ADP
fbem-1287	35	14	the	the	DET
fbem-1287	35	15	j	j	PROPN
fbem-1287	35	16	-	-	PUNCT
fbem-1287	35	17	th	th	VERB
fbem-1287	35	18	mark	mark	NOUN
fbem-1287	35	19	while	while	SCONJ
fbem-1287	35	20	𝛾	𝛾	PROPN
fbem-1287	35	21	is	be	AUX
fbem-1287	35	22	the	the	DET
fbem-1287	35	23	learning	learning	NOUN
fbem-1287	35	24	rate	rate	NOUN
fbem-1287	35	25	.	.	PUNCT
fbem-1287	36	1	∅	∅	NOUN
fbem-1287	36	2	exp	exp	NOUN
fbem-1287	36	3	𝛾	𝛾	ADP
fbem-1287	36	4	𝑥	𝑥	PRON
fbem-1287	36	5	𝑙	𝑙	DET
fbem-1287	36	6	figure	figure	NOUN
fbem-1287	36	7	5	5	NUM
fbem-1287	36	8	.	.	PUNCT
fbem-1287	37	1	classification	classification	NOUN
fbem-1287	37	2	by	by	ADP
fbem-1287	37	3	non	non	ADJ
fbem-1287	37	4	-	-	ADJ
fbem-1287	37	5	linear	linear	ADJ
fbem-1287	37	6	svm	svm	NOUN
fbem-1287	37	7	(	(	PUNCT
fbem-1287	37	8	rbf	rbf	PROPN
fbem-1287	37	9	)	)	PUNCT
fbem-1287	37	10	figure	figure	NOUN
fbem-1287	37	11	5	5	NUM
fbem-1287	37	12	shows	show	VERB
fbem-1287	37	13	that	that	SCONJ
fbem-1287	37	14	the	the	DET
fbem-1287	37	15	rbf	rbf	PROPN
fbem-1287	37	16	makes	make	VERB
fbem-1287	37	17	a	a	DET
fbem-1287	37	18	new	new	ADJ
fbem-1287	37	19	distribution	distribution	NOUN
fbem-1287	37	20	of	of	ADP
fbem-1287	37	21	values	value	NOUN
fbem-1287	37	22	,	,	PUNCT
fbem-1287	37	23	facilitating	facilitate	VERB
fbem-1287	37	24	a	a	DET
fbem-1287	37	25	linear	linear	ADJ
fbem-1287	37	26	classification	classification	NOUN
fbem-1287	37	27	.	.	PUNCT
fbem-1287	38	1	1.2.2	1.2.2	X
fbem-1287	38	2	.	.	PUNCT
fbem-1287	38	3	parameter	parameter	NOUN
fbem-1287	38	4	as	as	SCONJ
fbem-1287	38	5	shown	show	VERB
fbem-1287	38	6	in	in	ADP
fbem-1287	38	7	table	table	NOUN
fbem-1287	38	8	1	1	NUM
fbem-1287	38	9	,	,	PUNCT
fbem-1287	38	10	the	the	DET
fbem-1287	38	11	linear	linear	ADJ
fbem-1287	38	12	,	,	PUNCT
fbem-1287	38	13	poly	poly	ADJ
fbem-1287	38	14	,	,	PUNCT
fbem-1287	38	15	and	and	CCONJ
fbem-1287	38	16	rbf	rbf	PROPN
fbem-1287	38	17	represent	represent	VERB
fbem-1287	38	18	linear	linear	PROPN
fbem-1287	38	19	classifier	classifier	NOUN
fbem-1287	38	20	,	,	PUNCT
fbem-1287	38	21	non	non	ADJ
fbem-1287	38	22	-	-	ADJ
fbem-1287	38	23	linear	linear	ADJ
fbem-1287	38	24	classifier	classifier	NOUN
fbem-1287	38	25	by	by	ADP
fbem-1287	38	26	polynomial	polynomial	ADJ
fbem-1287	38	27	features	feature	NOUN
fbem-1287	38	28	,	,	PUNCT
fbem-1287	38	29	and	and	CCONJ
fbem-1287	38	30	non	non	ADJ
fbem-1287	38	31	-	-	ADJ
fbem-1287	38	32	linear	linear	ADJ
fbem-1287	38	33	classifier	classifier	NOUN
fbem-1287	38	34	by	by	ADP
fbem-1287	38	35	rbf	rbf	PROPN
fbem-1287	38	36	respectively	respectively	ADV
fbem-1287	38	37	while	while	SCONJ
fbem-1287	38	38	the	the	DET
fbem-1287	38	39	c	c	NOUN
fbem-1287	38	40	is	be	AUX
fbem-1287	38	41	an	an	DET
fbem-1287	38	42	indispensable	indispensable	ADJ
fbem-1287	38	43	parameter	parameter	NOUN
fbem-1287	38	44	of	of	ADP
fbem-1287	38	45	each	each	DET
fbem-1287	38	46	svm	svm	ADJ
fbem-1287	38	47	classifier	classifier	NOUN
fbem-1287	38	48	.	.	PUNCT
fbem-1287	39	1	the	the	DET
fbem-1287	39	2	c	c	PROPN
fbem-1287	39	3	reflects	reflect	VERB
fbem-1287	39	4	the	the	DET
fbem-1287	39	5	extent	extent	NOUN
fbem-1287	39	6	the	the	DET
fbem-1287	39	7	model	model	NOUN
fbem-1287	39	8	tolerates	tolerate	VERB
fbem-1287	39	9	misclassification	misclassification	NOUN
fbem-1287	39	10	in	in	ADP
fbem-1287	39	11	the	the	DET
fbem-1287	39	12	train	train	NOUN
fbem-1287	39	13	set	set	NOUN
fbem-1287	39	14	and	and	CCONJ
fbem-1287	39	15	as	as	SCONJ
fbem-1287	39	16	the	the	DET
fbem-1287	39	17	c	c	NOUN
fbem-1287	39	18	decreases	decrease	VERB
fbem-1287	39	19	,	,	PUNCT
fbem-1287	39	20	more	more	ADJ
fbem-1287	39	21	misclassifications	misclassification	NOUN
fbem-1287	39	22	will	will	AUX
fbem-1287	39	23	be	be	AUX
fbem-1287	39	24	accepted	accept	VERB
fbem-1287	39	25	and	and	CCONJ
fbem-1287	39	26	the	the	DET
fbem-1287	39	27	model	model	NOUN
fbem-1287	39	28	gets	get	VERB
fbem-1287	39	29	more	more	ADV
fbem-1287	39	30	versatile	versatile	ADJ
fbem-1287	39	31	.	.	PUNCT
fbem-1287	40	1	however	however	ADV
fbem-1287	40	2	,	,	PUNCT
fbem-1287	40	3	the	the	DET
fbem-1287	40	4	model	model	NOUN
fbem-1287	40	5	may	may	AUX
fbem-1287	40	6	also	also	ADV
fbem-1287	40	7	get	get	VERB
fbem-1287	40	8	over	over	ADV
fbem-1287	40	9	-	-	PUNCT
fbem-1287	40	10	fitted	fit	VERB
fbem-1287	40	11	if	if	SCONJ
fbem-1287	40	12	the	the	DET
fbem-1287	40	13	c	c	NOUN
fbem-1287	40	14	is	be	AUX
fbem-1287	40	15	too	too	ADV
fbem-1287	40	16	large	large	ADJ
fbem-1287	40	17	.	.	PUNCT
fbem-1287	41	1	specifically	specifically	ADV
fbem-1287	41	2	,	,	PUNCT
fbem-1287	41	3	the	the	DET
fbem-1287	41	4	coef0	coef0	PROPN
fbem-1287	41	5	,	,	PUNCT
fbem-1287	41	6	a	a	DET
fbem-1287	41	7	parameter	parameter	NOUN
fbem-1287	41	8	reflecting	reflect	VERB
fbem-1287	41	9	the	the	DET
fbem-1287	41	10	extent	extent	NOUN
fbem-1287	41	11	the	the	DET
fbem-1287	41	12	model	model	NOUN
fbem-1287	41	13	is	be	AUX
fbem-1287	41	14	affected	affect	VERB
fbem-1287	41	15	by	by	ADP
fbem-1287	41	16	polynomial	polynomial	ADJ
fbem-1287	41	17	features	feature	NOUN
fbem-1287	41	18	in	in	ADP
fbem-1287	41	19	higher	high	ADJ
fbem-1287	41	20	degrees	degree	NOUN
fbem-1287	41	21	,	,	PUNCT
fbem-1287	41	22	only	only	ADV
fbem-1287	41	23	works	work	VERB
fbem-1287	41	24	when	when	SCONJ
fbem-1287	41	25	the	the	DET
fbem-1287	41	26	kernel	kernel	NOUN
fbem-1287	41	27	is	be	AUX
fbem-1287	41	28	poly	poly	ADJ
fbem-1287	41	29	and	and	CCONJ
fbem-1287	41	30	rbf	rbf	PROPN
fbem-1287	41	31	while	while	SCONJ
fbem-1287	41	32	the	the	DET
fbem-1287	41	33	preset	preset	NOUN
fbem-1287	41	34	of	of	ADP
fbem-1287	41	35	degree	degree	NOUN
fbem-1287	41	36	is	be	AUX
fbem-1287	41	37	also	also	ADV
fbem-1287	41	38	a	a	DET
fbem-1287	41	39	must	must	NOUN
fbem-1287	41	40	for	for	ADP
fbem-1287	41	41	poly	poly	ADJ
fbem-1287	41	42	kernel	kernel	NOUN
fbem-1287	41	43	.	.	PUNCT
fbem-1287	42	1	lastly	lastly	ADV
fbem-1287	42	2	,	,	PUNCT
fbem-1287	42	3	gamma	gamma	PROPN
fbem-1287	42	4	,	,	PUNCT
fbem-1287	42	5	the	the	DET
fbem-1287	42	6	𝛾in	𝛾in	NOUN
fbem-1287	42	7	rbf	rbf	PROPN
fbem-1287	42	8	,	,	PUNCT
fbem-1287	42	9	may	may	AUX
fbem-1287	42	10	make	make	VERB
fbem-1287	42	11	the	the	DET
fbem-1287	42	12	similarity	similarity	NOUN
fbem-1287	42	13	curve	curve	NOUN
fbem-1287	42	14	gets	get	VERB
fbem-1287	42	15	more	more	ADV
fbem-1287	42	16	narrowed	narrow	VERB
fbem-1287	42	17	and	and	CCONJ
fbem-1287	42	18	accordingly	accordingly	ADV
fbem-1287	42	19	cause	cause	VERB
fbem-1287	42	20	over	over	ADP
fbem-1287	42	21	-	-	PUNCT
fbem-1287	42	22	fitting	fitting	ADJ
fbem-1287	42	23	if	if	SCONJ
fbem-1287	42	24	it	it	PRON
fbem-1287	42	25	is	be	AUX
fbem-1287	42	26	overestimated	overestimate	VERB
fbem-1287	42	27	.	.	PUNCT
fbem-1287	43	1	table	table	NOUN
fbem-1287	43	2	1	1	NUM
fbem-1287	43	3	.	.	PUNCT
fbem-1287	44	1	parameters	parameter	NOUN
fbem-1287	44	2	of	of	ADP
fbem-1287	44	3	svm	svm	ADJ
fbem-1287	44	4	parameters	parameter	NOUN
fbem-1287	44	5	feasible	feasible	ADJ
fbem-1287	44	6	settings	setting	NOUN
fbem-1287	44	7	kernel	kernel	PROPN
fbem-1287	44	8	linear	linear	PROPN
fbem-1287	44	9	poly	poly	ADJ
fbem-1287	44	10	rbf	rbf	PROPN
fbem-1287	44	11	c	c	PROPN
fbem-1287	44	12	𝑅	𝑅	PROPN
fbem-1287	44	13	gamma	gamma	NOUN
fbem-1287	44	14	𝑅	𝑅	PROPN
fbem-1287	44	15	degree	degree	NOUN
fbem-1287	44	16	𝑍	𝑍	VERB
fbem-1287	44	17	coef0	coef0	PROPN
fbem-1287	44	18	𝑅	𝑅	PROPN
fbem-1287	44	19	1.3	1.3	NUM
fbem-1287	44	20	.	.	PUNCT
fbem-1287	45	1	how	how	SCONJ
fbem-1287	45	2	svm	svm	ADJ
fbem-1287	45	3	assists	assist	NOUN
fbem-1287	45	4	pt	pt	PROPN
fbem-1287	45	5	as	as	SCONJ
fbem-1287	45	6	demonstrated	demonstrate	VERB
fbem-1287	45	7	in	in	ADP
fbem-1287	45	8	figure	figure	NOUN
fbem-1287	45	9	6	6	NUM
fbem-1287	45	10	,	,	PUNCT
fbem-1287	45	11	trading	trading	NOUN
fbem-1287	45	12	signals	signal	NOUN
fbem-1287	45	13	can	can	AUX
fbem-1287	45	14	be	be	AUX
fbem-1287	45	15	put	put	VERB
fbem-1287	45	16	off	off	ADP
fbem-1287	45	17	for	for	ADP
fbem-1287	45	18	a	a	DET
fbem-1287	45	19	day(s	day(s	NOUN
fbem-1287	45	20	)	)	PUNCT
fbem-1287	45	21	if	if	SCONJ
fbem-1287	45	22	it	it	PRON
fbem-1287	45	23	is	be	AUX
fbem-1287	45	24	predicted	predict	VERB
fbem-1287	45	25	that	that	SCONJ
fbem-1287	45	26	the	the	DET
fbem-1287	45	27	price	price	NOUN
fbem-1287	45	28	spread	spread	NOUN
fbem-1287	45	29	will	will	AUX
fbem-1287	45	30	maintain	maintain	VERB
fbem-1287	45	31	its	its	PRON
fbem-1287	45	32	trend	trend	NOUN
fbem-1287	45	33	after	after	ADP
fbem-1287	45	34	the	the	DET
fbem-1287	45	35	original	original	ADJ
fbem-1287	45	36	trading	trading	NOUN
fbem-1287	45	37	signals	signal	NOUN
fbem-1287	45	38	.	.	PUNCT
fbem-1287	46	1	for	for	ADP
fbem-1287	46	2	instance	instance	NOUN
fbem-1287	46	3	,	,	PUNCT
fbem-1287	46	4	spot	spot	VERB
fbem-1287	46	5	c	c	NOUN
fbem-1287	46	6	`	`	PUNCT
fbem-1287	46	7	and	and	CCONJ
fbem-1287	46	8	spot	spot	VERB
fbem-1287	46	9	d	d	VERB
fbem-1287	46	10	`	`	PUNCT
fbem-1287	46	11	represent	represent	VERB
fbem-1287	46	12	new	new	ADJ
fbem-1287	46	13	trading	trading	NOUN
fbem-1287	46	14	signals	signal	NOUN
fbem-1287	46	15	and	and	CCONJ
fbem-1287	46	16	there	there	PRON
fbem-1287	46	17	is	be	VERB
fbem-1287	46	18	an	an	DET
fbem-1287	46	19	enlarged	enlarge	VERB
fbem-1287	46	20	vertical	vertical	ADJ
fbem-1287	46	21	distance	distance	NOUN
fbem-1287	46	22	between	between	ADP
fbem-1287	46	23	c	c	NOUN
fbem-1287	46	24	`	`	PUNCT
fbem-1287	46	25	and	and	CCONJ
fbem-1287	46	26	d	d	X
fbem-1287	46	27	`	`	PUNCT
fbem-1287	46	28	.	.	PUNCT
fbem-1287	47	1	hence	hence	ADV
fbem-1287	47	2	,	,	PUNCT
fbem-1287	47	3	the	the	DET
fbem-1287	47	4	profit	profit	NOUN
fbem-1287	47	5	can	can	AUX
fbem-1287	47	6	be	be	AUX
fbem-1287	47	7	improved[3	improved[3	VERB
fbem-1287	47	8	]	]	PUNCT
fbem-1287	47	9	.	.	PUNCT
fbem-1287	48	1	162	162	NUM
fbem-1287	48	2	figure	figure	NOUN
fbem-1287	48	3	6	6	NUM
fbem-1287	48	4	.	.	PUNCT
fbem-1287	48	5	modification	modification	NOUN
fbem-1287	48	6	of	of	ADP
fbem-1287	48	7	trading	trading	NOUN
fbem-1287	48	8	signals	signal	NOUN
fbem-1287	48	9	2	2	NUM
fbem-1287	48	10	.	.	PUNCT
fbem-1287	48	11	methodology	methodology	NOUN
fbem-1287	48	12	2.1	2.1	NUM
fbem-1287	48	13	.	.	PUNCT
fbem-1287	49	1	svm	svm	PROPN
fbem-1287	49	2	2.1.1	2.1.1	NUM
fbem-1287	49	3	.	.	PUNCT
fbem-1287	50	1	data	datum	NOUN
fbem-1287	50	2	pre	pre	ADJ
fbem-1287	50	3	-	-	NOUN
fbem-1287	50	4	processing	processing	NOUN
fbem-1287	50	5	in	in	ADP
fbem-1287	50	6	this	this	DET
fbem-1287	50	7	passage	passage	NOUN
fbem-1287	50	8	,	,	PUNCT
fbem-1287	50	9	data	datum	NOUN
fbem-1287	50	10	is	be	AUX
fbem-1287	50	11	from	from	ADP
fbem-1287	50	12	tushare	tushare	NOUN
fbem-1287	50	13	(	(	PUNCT
fbem-1287	50	14	a	a	DET
fbem-1287	50	15	free	free	ADJ
fbem-1287	50	16	python	python	NOUN
fbem-1287	50	17	financial	financial	ADJ
fbem-1287	50	18	data	data	PROPN
fbem-1287	50	19	interface	interface	NOUN
fbem-1287	50	20	package	package	NOUN
fbem-1287	50	21	)	)	PUNCT
fbem-1287	50	22	,	,	PUNCT
fbem-1287	50	23	containing	contain	VERB
fbem-1287	50	24	basic	basic	ADJ
fbem-1287	50	25	information	information	NOUN
fbem-1287	50	26	on	on	ADP
fbem-1287	50	27	stocks	stock	NOUN
fbem-1287	50	28	in	in	ADP
fbem-1287	50	29	china	china	PROPN
fbem-1287	50	30	stock	stock	NOUN
fbem-1287	50	31	market	market	NOUN
fbem-1287	50	32	.	.	PUNCT
fbem-1287	51	1	tushare	tushare	NOUN
fbem-1287	51	2	can	can	AUX
fbem-1287	51	3	only	only	ADV
fbem-1287	51	4	provide	provide	VERB
fbem-1287	51	5	stocks	stock	NOUN
fbem-1287	51	6	data	datum	NOUN
fbem-1287	51	7	with	with	ADP
fbem-1287	51	8	basic	basic	ADJ
fbem-1287	51	9	variables	variable	NOUN
fbem-1287	51	10	as	as	ADP
fbem-1287	51	11	below	below	ADV
fbem-1287	51	12	:	:	PUNCT
fbem-1287	51	13	table	table	NOUN
fbem-1287	51	14	2	2	NUM
fbem-1287	51	15	.	.	PUNCT
fbem-1287	52	1	variables	variable	NOUN
fbem-1287	52	2	name	name	VERB
fbem-1287	52	3	definition	definition	NOUN
fbem-1287	52	4	date	date	NOUN
fbem-1287	52	5	trading	trading	NOUN
fbem-1287	52	6	date	date	NOUN
fbem-1287	52	7	open	open	ADJ
fbem-1287	52	8	opening	opening	NOUN
fbem-1287	52	9	price	price	NOUN
fbem-1287	52	10	close	close	ADJ
fbem-1287	52	11	closing	closing	NOUN
fbem-1287	52	12	price	price	NOUN
fbem-1287	52	13	high	high	ADV
fbem-1287	52	14	the	the	DET
fbem-1287	52	15	daily	daily	ADJ
fbem-1287	52	16	highest	high	ADJ
fbem-1287	52	17	price	price	NOUN
fbem-1287	52	18	low	low	ADV
fbem-1287	52	19	the	the	DET
fbem-1287	52	20	daily	daily	ADJ
fbem-1287	52	21	lowest	low	ADJ
fbem-1287	52	22	price	price	NOUN
fbem-1287	52	23	volume	volume	NOUN
fbem-1287	52	24	trading	trading	NOUN
fbem-1287	52	25	volume	volume	NOUN
fbem-1287	52	26	per	per	ADP
fbem-1287	52	27	day	day	NOUN
fbem-1287	52	28	table	table	NOUN
fbem-1287	52	29	3	3	NUM
fbem-1287	52	30	.	.	PUNCT
fbem-1287	53	1	derivative	derivative	ADJ
fbem-1287	53	2	variables	variable	NOUN
fbem-1287	53	3	formulas	formula	VERB
fbem-1287	53	4	remarks	remark	VERB
fbem-1287	53	5	𝑐𝑙𝑜𝑠𝑒𝑜𝑝𝑒𝑛	𝑐𝑙𝑜𝑠𝑒𝑜𝑝𝑒𝑛	PROPN
fbem-1287	53	6	𝑝	𝑝	PROPN
fbem-1287	53	7	𝑝	𝑝	PROPN
fbem-1287	53	8	𝑝	𝑝	PROPN
fbem-1287	53	9	𝑝	𝑝	PROPN
fbem-1287	53	10	and	and	CCONJ
fbem-1287	53	11	𝑝	𝑝	NOUN
fbem-1287	53	12	are	be	AUX
fbem-1287	53	13	daily	daily	ADJ
fbem-1287	53	14	closing	closing	NOUN
fbem-1287	53	15	price	price	NOUN
fbem-1287	53	16	and	and	CCONJ
fbem-1287	53	17	opening	opening	NOUN
fbem-1287	53	18	price	price	NOUN
fbem-1287	53	19	ℎ𝑖𝑔ℎ𝑙𝑜𝑤	ℎ𝑖𝑔ℎ𝑙𝑜𝑤	NOUN
fbem-1287	53	20	𝑝	𝑝	PROPN
fbem-1287	53	21	𝑝	𝑝	PROPN
fbem-1287	53	22	𝑝	𝑝	PROPN
fbem-1287	53	23	𝑝	𝑝	PROPN
fbem-1287	53	24	and	and	CCONJ
fbem-1287	53	25	𝑝	𝑝	NOUN
fbem-1287	53	26	are	be	AUX
fbem-1287	53	27	daily	daily	ADV
fbem-1287	53	28	highest	high	ADJ
fbem-1287	53	29	price	price	NOUN
fbem-1287	53	30	and	and	CCONJ
fbem-1287	53	31	lowest	low	ADJ
fbem-1287	53	32	price	price	NOUN
fbem-1287	53	33	𝑚𝑎	𝑚𝑎	ADP
fbem-1287	53	34	1	1	NUM
fbem-1287	53	35	𝑛	𝑛	PRON
fbem-1287	53	36	𝑝	𝑝	PROPN
fbem-1287	53	37	(	(	PUNCT
fbem-1287	53	38	moving	move	VERB
fbem-1287	53	39	average	average	ADJ
fbem-1287	53	40	)	)	PUNCT
fbem-1287	53	41	𝑖	𝑖	VERB
fbem-1287	54	1	≫	≫	ADJ
fbem-1287	54	2	𝑛	𝑛	ADP
fbem-1287	54	3	𝑚𝑜𝑚	𝑚𝑜𝑚	NOUN
fbem-1287	54	4	,	,	PUNCT
fbem-1287	54	5	𝑝	𝑝	PROPN
fbem-1287	54	6	𝑝	𝑝	PROPN
fbem-1287	54	7	𝑖	𝑖	PRON
fbem-1287	54	8	≫	≫	PRON
fbem-1287	54	9	𝑛	𝑛	PROPN
fbem-1287	54	10	(	(	PUNCT
fbem-1287	54	11	momentum	momentum	NOUN
fbem-1287	54	12	)	)	PUNCT
fbem-1287	54	13	𝑒𝑚𝑎	𝑒𝑚𝑎	NOUN
fbem-1287	54	14	,	,	PUNCT
fbem-1287	54	15	𝛼𝑝	𝛼𝑝	PROPN
fbem-1287	54	16	1	1	NUM
fbem-1287	54	17	𝛼	𝛼	NOUN
fbem-1287	54	18	𝑒𝑚𝑎	𝑒𝑚𝑎	NOUN
fbem-1287	54	19	,	,	PUNCT
fbem-1287	54	20	(	(	PUNCT
fbem-1287	54	21	exponential	exponential	ADJ
fbem-1287	54	22	moving	move	VERB
fbem-1287	54	23	average	average	ADJ
fbem-1287	54	24	)	)	PUNCT
fbem-1287	54	25	𝑖	𝑖	SYM
fbem-1287	54	26	𝑛	𝑛	PROPN
fbem-1287	54	27	,	,	PUNCT
fbem-1287	54	28	𝑒𝑚𝑎	𝑒𝑚𝑎	INTJ
fbem-1287	54	29	,	,	PUNCT
fbem-1287	54	30	1	1	NUM
fbem-1287	54	31	𝑛	𝑛	PRON
fbem-1287	54	32	𝑝	𝑝	PROPN
fbem-1287	54	33	𝑟𝑠𝑖	𝑟𝑠𝑖	NOUN
fbem-1287	54	34	,	,	PUNCT
fbem-1287	54	35	𝑎𝑣𝑔	𝑎𝑣𝑔	X
fbem-1287	54	36	𝑎𝑣𝑔	𝑎𝑣𝑔	X
fbem-1287	54	37	𝑎𝑣𝑔	𝑎𝑣𝑔	NOUN
fbem-1287	54	38	(	(	PUNCT
fbem-1287	54	39	relative	relative	ADJ
fbem-1287	54	40	strength	strength	NOUN
fbem-1287	54	41	index	index	NOUN
fbem-1287	54	42	)	)	PUNCT
fbem-1287	54	43	𝑎𝑣𝑔	𝑎𝑣𝑔	NOUN
fbem-1287	54	44	and	and	CCONJ
fbem-1287	54	45	𝑎𝑣𝑔	𝑎𝑣𝑔	NOUN
fbem-1287	54	46	are	be	AUX
fbem-1287	54	47	average	average	ADJ
fbem-1287	54	48	rising	rise	VERB
fbem-1287	54	49	price	price	NOUN
fbem-1287	54	50	and	and	CCONJ
fbem-1287	54	51	average	average	ADJ
fbem-1287	54	52	falling	fall	VERB
fbem-1287	54	53	price	price	NOUN
fbem-1287	54	54	in	in	ADP
fbem-1287	54	55	a	a	DET
fbem-1287	54	56	period	period	NOUN
fbem-1287	54	57	of	of	ADP
fbem-1287	54	58	n	n	PRON
fbem-1287	54	59	days	day	NOUN
fbem-1287	54	60	𝑑𝑖𝑓	𝑑𝑖𝑓	VERB
fbem-1287	54	61	𝑒𝑚𝑎𝑋	𝑒𝑚𝑎𝑋	INTJ
fbem-1287	54	62	𝑒𝑚𝑎𝑌	𝑒𝑚𝑎𝑌	PROPN
fbem-1287	54	63	(	(	PUNCT
fbem-1287	54	64	difference	difference	NOUN
fbem-1287	54	65	)	)	PUNCT
fbem-1287	54	66	𝑖	𝑖	SYM
fbem-1287	55	1	𝑌	𝑌	PROPN
fbem-1287	55	2	𝑋	𝑋	PROPN
fbem-1287	55	3	𝑑𝑒𝑎	𝑑𝑒𝑎	NOUN
fbem-1287	55	4	,	,	PUNCT
fbem-1287	55	5	𝛼𝑑𝑖𝑓	𝛼𝑑𝑖𝑓	NOUN
fbem-1287	55	6	1	1	NUM
fbem-1287	55	7	𝛼	𝛼	NOUN
fbem-1287	55	8	𝑑𝑒𝑎	𝑑𝑒𝑎	NOUN
fbem-1287	55	9	,	,	PUNCT
fbem-1287	55	10	(	(	PUNCT
fbem-1287	55	11	difference	difference	NOUN
fbem-1287	55	12	exponential	exponential	ADJ
fbem-1287	55	13	average	average	NOUN
fbem-1287	55	14	)	)	PUNCT
fbem-1287	55	15	𝑖	𝑖	SYM
fbem-1287	55	16	𝑛	𝑛	PROPN
fbem-1287	55	17	,	,	PUNCT
fbem-1287	55	18	𝑑𝑒𝑎	𝑑𝑒𝑎	NOUN
fbem-1287	55	19	,	,	PUNCT
fbem-1287	55	20	1	1	NUM
fbem-1287	55	21	𝑛	𝑛	PRON
fbem-1287	55	22	𝑑𝑖𝑓	𝑑𝑖𝑓	VERB
fbem-1287	55	23	𝑚𝑎𝑐𝑑	𝑚𝑎𝑐𝑑	NOUN
fbem-1287	55	24	2	2	NUM
fbem-1287	55	25	𝑑𝑖𝑓	𝑑𝑖𝑓	NOUN
fbem-1287	55	26	𝑑𝑒𝑎	𝑑𝑒𝑎	NOUN
fbem-1287	55	27	,	,	PUNCT
fbem-1287	55	28	(	(	PUNCT
fbem-1287	55	29	moving	move	VERB
fbem-1287	55	30	average	average	ADJ
fbem-1287	55	31	convergence	convergence	NOUN
fbem-1287	55	32	divergence	divergence	NOUN
fbem-1287	55	33	)	)	PUNCT
fbem-1287	55	34	163	163	NUM
fbem-1287	55	35	before	before	ADP
fbem-1287	55	36	data	data	NOUN
fbem-1287	55	37	analysis	analysis	NOUN
fbem-1287	55	38	,	,	PUNCT
fbem-1287	55	39	some	some	DET
fbem-1287	55	40	derivative	derivative	ADJ
fbem-1287	55	41	variables	variable	NOUN
fbem-1287	55	42	are	be	AUX
fbem-1287	55	43	also	also	ADV
fbem-1287	55	44	needed	need	VERB
fbem-1287	55	45	to	to	PART
fbem-1287	55	46	be	be	AUX
fbem-1287	55	47	computed	compute	VERB
fbem-1287	55	48	.	.	PUNCT
fbem-1287	56	1	the	the	DET
fbem-1287	56	2	formulas	formula	NOUN
fbem-1287	56	3	of	of	ADP
fbem-1287	56	4	these	these	DET
fbem-1287	56	5	variables	variable	NOUN
fbem-1287	56	6	are	be	AUX
fbem-1287	56	7	shown	show	VERB
fbem-1287	56	8	in	in	ADP
fbem-1287	56	9	table	table	NOUN
fbem-1287	56	10	3	3	NUM
fbem-1287	56	11	and	and	CCONJ
fbem-1287	56	12	please	please	INTJ
fbem-1287	56	13	be	be	AUX
fbem-1287	56	14	noted	note	VERB
fbem-1287	56	15	that	that	SCONJ
fbem-1287	56	16	𝑖and	𝑖and	NOUN
fbem-1287	56	17	𝑛indicate	𝑛indicate	VERB
fbem-1287	56	18	the	the	DET
fbem-1287	56	19	i	i	PROPN
fbem-1287	56	20	-	-	PUNCT
fbem-1287	56	21	th	th	VERB
fbem-1287	56	22	trading	trading	NOUN
fbem-1287	56	23	day	day	NOUN
fbem-1287	56	24	and	and	CCONJ
fbem-1287	56	25	the	the	DET
fbem-1287	56	26	period	period	NOUN
fbem-1287	56	27	of	of	ADP
fbem-1287	56	28	derivative	derivative	ADJ
fbem-1287	56	29	variables	variable	NOUN
fbem-1287	56	30	respectively	respectively	ADV
fbem-1287	56	31	while	while	SCONJ
fbem-1287	56	32	the	the	DET
fbem-1287	56	33	smoothness	smoothness	ADJ
fbem-1287	56	34	index	index	NOUN
fbem-1287	56	35	in	in	ADP
fbem-1287	56	36	some	some	DET
fbem-1287	56	37	variables	variable	NOUN
fbem-1287	56	38	is	be	AUX
fbem-1287	56	39	presented	present	VERB
fbem-1287	56	40	by	by	ADP
fbem-1287	56	41	𝛼.	𝛼.	PROPN
fbem-1287	56	42	(	(	PUNCT
fbem-1287	56	43	assumed	assume	VERB
fbem-1287	56	44	as	as	ADP
fbem-1287	56	45	2/	2/	NUM
fbem-1287	56	46	n	n	DET
fbem-1287	56	47	1	1	NUM
fbem-1287	56	48	)	)	PUNCT
fbem-1287	56	49	lastly	lastly	ADV
fbem-1287	56	50	,	,	PUNCT
fbem-1287	56	51	the	the	DET
fbem-1287	56	52	normalization	normalization	NOUN
fbem-1287	56	53	of	of	ADP
fbem-1287	56	54	the	the	DET
fbem-1287	56	55	values	value	NOUN
fbem-1287	56	56	should	should	AUX
fbem-1287	56	57	be	be	AUX
fbem-1287	56	58	also	also	ADV
fbem-1287	56	59	completed	complete	VERB
fbem-1287	56	60	in	in	ADP
fbem-1287	56	61	data	datum	NOUN
fbem-1287	56	62	pre	pre	ADJ
fbem-1287	56	63	-	-	ADJ
fbem-1287	56	64	preprocessing	preprocesse	VERB
fbem-1287	56	65	.	.	PUNCT
fbem-1287	57	1	in	in	ADP
fbem-1287	57	2	this	this	DET
fbem-1287	57	3	passage	passage	NOUN
fbem-1287	57	4	,	,	PUNCT
fbem-1287	57	5	the	the	DET
fbem-1287	57	6	minmax	minmax	PROPN
fbem-1287	57	7	normalization	normalization	NOUN
fbem-1287	57	8	is	be	AUX
fbem-1287	57	9	employed	employ	VERB
fbem-1287	57	10	and	and	CCONJ
fbem-1287	57	11	its	its	PRON
fbem-1287	57	12	definition	definition	NOUN
fbem-1287	57	13	is	be	AUX
fbem-1287	57	14	presented	present	VERB
fbem-1287	57	15	below	below	ADV
fbem-1287	57	16	(	(	PUNCT
fbem-1287	57	17	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	NOUN
fbem-1287	57	18	and	and	CCONJ
fbem-1287	57	19	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	NOUN
fbem-1287	57	20	are	be	AUX
fbem-1287	57	21	the	the	DET
fbem-1287	57	22	maximum	maximum	ADJ
fbem-1287	57	23	and	and	CCONJ
fbem-1287	57	24	the	the	DET
fbem-1287	57	25	minimum	minimum	NOUN
fbem-1287	57	26	of	of	ADP
fbem-1287	57	27	each	each	DET
fbem-1287	57	28	variable	variable	NOUN
fbem-1287	57	29	):	):	PUNCT
fbem-1287	57	30	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	PROPN
fbem-1287	57	31	`	`	PUNCT
fbem-1287	57	32	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	ADJ
fbem-1287	57	33	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	NOUN
fbem-1287	57	34	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	NOUN
fbem-1287	57	35	𝑣𝑎𝑙𝑢𝑒	𝑣𝑎𝑙𝑢𝑒	NOUN
fbem-1287	57	36	variables	variable	NOUN
fbem-1287	57	37	`	`	PART
fbem-1287	57	38	selection	selection	NOUN
fbem-1287	57	39	because	because	SCONJ
fbem-1287	57	40	parts	part	NOUN
fbem-1287	57	41	of	of	ADP
fbem-1287	57	42	values	value	NOUN
fbem-1287	57	43	are	be	AUX
fbem-1287	57	44	directly	directly	ADV
fbem-1287	57	45	calculated	calculate	VERB
fbem-1287	57	46	from	from	ADP
fbem-1287	57	47	other	other	ADJ
fbem-1287	57	48	values	value	NOUN
fbem-1287	57	49	on	on	ADP
fbem-1287	57	50	the	the	DET
fbem-1287	57	51	same	same	ADJ
fbem-1287	57	52	date	date	NOUN
fbem-1287	57	53	,	,	PUNCT
fbem-1287	57	54	some	some	DET
fbem-1287	57	55	values	value	NOUN
fbem-1287	57	56	should	should	AUX
fbem-1287	57	57	be	be	AUX
fbem-1287	57	58	dropped	drop	VERB
fbem-1287	57	59	for	for	ADP
fbem-1287	57	60	the	the	DET
fbem-1287	57	61	sake	sake	NOUN
fbem-1287	57	62	of	of	ADP
fbem-1287	57	63	effect	effect	NOUN
fbem-1287	57	64	from	from	ADP
fbem-1287	57	65	multicollinearity	multicollinearity	NOUN
fbem-1287	57	66	.	.	PUNCT
fbem-1287	58	1	meanwhile	meanwhile	ADV
fbem-1287	58	2	,	,	PUNCT
fbem-1287	58	3	some	some	DET
fbem-1287	58	4	derivative	derivative	ADJ
fbem-1287	58	5	values	value	NOUN
fbem-1287	58	6	are	be	AUX
fbem-1287	58	7	also	also	ADV
fbem-1287	58	8	calculated	calculate	VERB
fbem-1287	58	9	by	by	ADP
fbem-1287	58	10	previous	previous	ADJ
fbem-1287	58	11	values	value	NOUN
fbem-1287	58	12	and	and	CCONJ
fbem-1287	58	13	that	that	PRON
fbem-1287	58	14	makes	make	VERB
fbem-1287	58	15	some	some	DET
fbem-1287	58	16	derivatives	derivative	NOUN
fbem-1287	58	17	values	value	NOUN
fbem-1287	58	18	in	in	ADP
fbem-1287	58	19	early	early	ADJ
fbem-1287	58	20	date	date	NOUN
fbem-1287	58	21	null	null	NOUN
fbem-1287	58	22	which	which	PRON
fbem-1287	58	23	may	may	AUX
fbem-1287	58	24	affect	affect	VERB
fbem-1287	58	25	the	the	DET
fbem-1287	58	26	calculation	calculation	NOUN
fbem-1287	58	27	in	in	ADP
fbem-1287	58	28	the	the	DET
fbem-1287	58	29	upcoming	upcoming	ADJ
fbem-1287	58	30	analysis	analysis	NOUN
fbem-1287	58	31	.	.	PUNCT
fbem-1287	59	1	hence	hence	ADV
fbem-1287	59	2	,	,	PUNCT
fbem-1287	59	3	if	if	SCONJ
fbem-1287	59	4	there	there	PRON
fbem-1287	59	5	is	be	VERB
fbem-1287	59	6	a	a	DET
fbem-1287	59	7	null	null	ADJ
fbem-1287	59	8	value	value	NOUN
fbem-1287	59	9	,	,	PUNCT
fbem-1287	59	10	all	all	DET
fbem-1287	59	11	values	value	NOUN
fbem-1287	59	12	on	on	ADP
fbem-1287	59	13	the	the	DET
fbem-1287	59	14	same	same	ADJ
fbem-1287	59	15	date	date	NOUN
fbem-1287	59	16	will	will	AUX
fbem-1287	59	17	be	be	AUX
fbem-1287	59	18	eliminated	eliminate	VERB
fbem-1287	59	19	.	.	PUNCT
fbem-1287	60	1	the	the	DET
fbem-1287	60	2	pre	pre	ADJ
fbem-1287	60	3	-	-	ADJ
fbem-1287	60	4	processed	process	VERB
fbem-1287	60	5	data	data	NOUN
fbem-1287	60	6	sample	sample	NOUN
fbem-1287	60	7	with	with	ADP
fbem-1287	60	8	selected	select	VERB
fbem-1287	60	9	values	value	NOUN
fbem-1287	60	10	and	and	CCONJ
fbem-1287	60	11	the	the	DET
fbem-1287	60	12	sets	set	NOUN
fbem-1287	60	13	of	of	ADP
fbem-1287	60	14	different	different	ADJ
fbem-1287	60	15	values	value	NOUN
fbem-1287	60	16	`	`	PART
fbem-1287	60	17	parameters	parameter	NOUN
fbem-1287	60	18	are	be	AUX
fbem-1287	60	19	indicated	indicate	VERB
fbem-1287	60	20	below	below	ADP
fbem-1287	60	21	:	:	PUNCT
fbem-1287	60	22	table	table	NOUN
fbem-1287	60	23	4	4	NUM
fbem-1287	60	24	.	.	PUNCT
fbem-1287	61	1	sample	sample	NOUN
fbem-1287	61	2	pre	pre	ADJ
fbem-1287	61	3	-	-	ADJ
fbem-1287	61	4	processed	processed	ADJ
fbem-1287	61	5	data	datum	NOUN
fbem-1287	61	6	with	with	ADP
fbem-1287	61	7	selected	select	VERB
fbem-1287	61	8	variables	variable	NOUN
fbem-1287	61	9	2.1.2	2.1.2	NUM
fbem-1287	61	10	.	.	PUNCT
fbem-1287	62	1	parameters	parameter	NOUN
fbem-1287	62	2	adjustment	adjustment	NOUN
fbem-1287	62	3	and	and	CCONJ
fbem-1287	62	4	metric	metric	ADJ
fbem-1287	62	5	parameters	parameter	NOUN
fbem-1287	62	6	should	should	AUX
fbem-1287	62	7	keep	keep	VERB
fbem-1287	62	8	being	be	AUX
fbem-1287	62	9	switcheduntil	switcheduntil	NOUN
fbem-1287	62	10	the	the	DET
fbem-1287	62	11	model	model	NOUN
fbem-1287	62	12	summits	summit	VERB
fbem-1287	62	13	performance	performance	NOUN
fbem-1287	62	14	at	at	ADP
fbem-1287	62	15	the	the	DET
fbem-1287	62	16	preset	preset	ADJ
fbem-1287	62	17	metric	metric	NOUN
fbem-1287	62	18	.	.	PUNCT
fbem-1287	63	1	the	the	DET
fbem-1287	63	2	metric	metric	NOUN
fbem-1287	63	3	includes	include	VERB
fbem-1287	63	4	accuracy	accuracy	NOUN
fbem-1287	63	5	,	,	PUNCT
fbem-1287	63	6	precision	precision	NOUN
fbem-1287	63	7	,	,	PUNCT
fbem-1287	63	8	etc	etc	X
fbem-1287	63	9	.	.	X
fbem-1287	64	1	however	however	ADV
fbem-1287	64	2	,	,	PUNCT
fbem-1287	64	3	extremely	extremely	ADV
fbem-1287	64	4	high	high	ADJ
fbem-1287	64	5	values	value	NOUN
fbem-1287	64	6	of	of	ADP
fbem-1287	64	7	such	such	ADJ
fbem-1287	64	8	metrics	metric	NOUN
fbem-1287	64	9	may	may	AUX
fbem-1287	64	10	cause	cause	VERB
fbem-1287	64	11	over	over	ADP
fbem-1287	64	12	-	-	PUNCT
fbem-1287	64	13	fitting	fit	VERB
fbem-1287	64	14	so	so	ADV
fbem-1287	64	15	overall	overall	ADJ
fbem-1287	64	16	metrics	metric	NOUN
fbem-1287	64	17	should	should	AUX
fbem-1287	64	18	be	be	AUX
fbem-1287	64	19	employed	employ	VERB
fbem-1287	64	20	.	.	PUNCT
fbem-1287	65	1	thus	thus	ADV
fbem-1287	65	2	,	,	PUNCT
fbem-1287	65	3	the	the	DET
fbem-1287	65	4	auc	auc	NOUN
fbem-1287	65	5	(	(	PUNCT
fbem-1287	65	6	areas	area	NOUN
fbem-1287	65	7	under	under	ADP
fbem-1287	65	8	the	the	DET
fbem-1287	65	9	curve	curve	NOUN
fbem-1287	65	10	)	)	PUNCT
fbem-1287	65	11	and	and	CCONJ
fbem-1287	65	12	roc	roc	PROPN
fbem-1287	65	13	(	(	PUNCT
fbem-1287	65	14	receiver	receiver	ADV
fbem-1287	65	15	operating	operating	NOUN
fbem-1287	65	16	characteristic)are	characteristic)are	NOUN
fbem-1287	65	17	worth	worth	ADJ
fbem-1287	65	18	being	be	AUX
fbem-1287	65	19	the	the	DET
fbem-1287	65	20	metric	metric	NOUN
fbem-1287	65	21	for	for	ADP
fbem-1287	65	22	the	the	DET
fbem-1287	65	23	following	follow	VERB
fbem-1287	65	24	analysis.[4	analysis.[4	NOUN
fbem-1287	65	25	]	]	PUNCT
fbem-1287	65	26	figure	figure	NOUN
fbem-1287	65	27	7	7	NUM
fbem-1287	65	28	.	.	PUNCT
fbem-1287	65	29	roc	roc	PROPN
fbem-1287	65	30	curve	curve	NOUN
fbem-1287	65	31	if	if	SCONJ
fbem-1287	65	32	the	the	DET
fbem-1287	65	33	auc	auc	NOUN
fbem-1287	65	34	of	of	ADP
fbem-1287	65	35	roc	roc	PROPN
fbem-1287	65	36	is	be	AUX
fbem-1287	65	37	nearly	nearly	ADV
fbem-1287	65	38	one	one	NUM
fbem-1287	65	39	,	,	PUNCT
fbem-1287	65	40	the	the	DET
fbem-1287	65	41	model	model	NOUN
fbem-1287	65	42	will	will	AUX
fbem-1287	65	43	be	be	AUX
fbem-1287	65	44	in	in	ADP
fbem-1287	65	45	a	a	DET
fbem-1287	65	46	high	high	ADJ
fbem-1287	65	47	tpr	tpr	NOUN
fbem-1287	65	48	at	at	ADP
fbem-1287	65	49	a	a	DET
fbem-1287	65	50	lower	low	ADJ
fbem-1287	65	51	fpr	fpr	NOUN
fbem-1287	65	52	(	(	PUNCT
fbem-1287	65	53	as	as	SCONJ
fbem-1287	65	54	presented	present	VERB
fbem-1287	65	55	in	in	ADP
fbem-1287	65	56	figure	figure	NOUN
fbem-1287	65	57	7	7	NUM
fbem-1287	65	58	)	)	PUNCT
fbem-1287	65	59	,	,	PUNCT
fbem-1287	65	60	indicating	indicate	VERB
fbem-1287	65	61	that	that	SCONJ
fbem-1287	65	62	the	the	DET
fbem-1287	65	63	model	model	NOUN
fbem-1287	65	64	is	be	AUX
fbem-1287	65	65	highly	highly	ADV
fbem-1287	65	66	accurate	accurate	ADJ
fbem-1287	65	67	but	but	CCONJ
fbem-1287	65	68	not	not	PART
fbem-1287	65	69	over	over	ADV
fbem-1287	65	70	-	-	PUNCT
fbem-1287	65	71	fitted	fit	VERB
fbem-1287	65	72	.	.	PUNCT
fbem-1287	66	1	2.2	2.2	NUM
fbem-1287	66	2	.	.	PUNCT
fbem-1287	66	3	pairs	pair	NOUN
fbem-1287	66	4	trading	trading	NOUN
fbem-1287	66	5	strategy	strategy	NOUN
fbem-1287	66	6	2.2.1	2.2.1	NUM
fbem-1287	66	7	.	.	PUNCT
fbem-1287	67	1	trade	trade	NOUN
fbem-1287	67	2	indicated	indicate	VERB
fbem-1287	67	3	by	by	ADP
fbem-1287	67	4	svm	svm	PROPN
fbem-1287	67	5	based	base	VERB
fbem-1287	67	6	on	on	ADP
fbem-1287	67	7	introduction	introduction	NOUN
fbem-1287	67	8	1.3	1.3	NUM
fbem-1287	67	9	,	,	PUNCT
fbem-1287	67	10	profit	profit	NOUN
fbem-1287	67	11	from	from	ADP
fbem-1287	67	12	strategy	strategy	NOUN
fbem-1287	67	13	can	can	AUX
fbem-1287	67	14	be	be	AUX
fbem-1287	67	15	enlarged	enlarge	VERB
fbem-1287	67	16	when	when	SCONJ
fbem-1287	67	17	the	the	DET
fbem-1287	67	18	distance	distance	NOUN
fbem-1287	67	19	between	between	ADP
fbem-1287	67	20	two	two	NUM
fbem-1287	67	21	trading	trading	NOUN
fbem-1287	67	22	signals	signal	NOUN
fbem-1287	67	23	is	be	AUX
fbem-1287	67	24	enlarged	enlarge	VERB
fbem-1287	67	25	.	.	PUNCT
fbem-1287	68	1	accordingly	accordingly	ADV
fbem-1287	68	2	,	,	PUNCT
fbem-1287	68	3	the	the	DET
fbem-1287	68	4	trade	trade	NOUN
fbem-1287	68	5	indicated	indicate	VERB
fbem-1287	68	6	by	by	ADP
fbem-1287	68	7	svm	svm	PROPN
fbem-1287	68	8	can	can	AUX
fbem-1287	68	9	be	be	AUX
fbem-1287	68	10	executed	execute	VERB
fbem-1287	68	11	as	as	ADP
fbem-1287	68	12	follow	follow	NOUN
fbem-1287	68	13	:	:	PUNCT
fbem-1287	68	14	if	if	SCONJ
fbem-1287	68	15	the	the	DET
fbem-1287	68	16	curve	curve	NOUN
fbem-1287	68	17	upward	upward	ADJ
fbem-1287	68	18	crosses	cross	VERB
fbem-1287	68	19	the	the	DET
fbem-1287	68	20	trading	trading	NOUN
fbem-1287	68	21	signal	signal	NOUN
fbem-1287	68	22	:	:	PUNCT
fbem-1287	68	23	execute	execute	VERB
fbem-1287	68	24	the	the	DET
fbem-1287	68	25	trade	trade	NOUN
fbem-1287	68	26	if	if	SCONJ
fbem-1287	68	27	svm	svm	PROPN
fbem-1287	68	28	indicates	indicate	VERB
fbem-1287	68	29	a	a	DET
fbem-1287	68	30	downward	downward	ADJ
fbem-1287	68	31	trend	trend	NOUN
fbem-1287	68	32	put	put	VERB
fbem-1287	68	33	off	off	ADP
fbem-1287	68	34	the	the	DET
fbem-1287	68	35	trade	trade	NOUN
fbem-1287	68	36	for	for	ADP
fbem-1287	68	37	one	one	NUM
fbem-1287	68	38	day	day	NOUN
fbem-1287	68	39	if	if	SCONJ
fbem-1287	68	40	svm	svm	PROPN
fbem-1287	68	41	indicates	indicate	VERB
fbem-1287	68	42	an	an	DET
fbem-1287	68	43	upward	upward	ADJ
fbem-1287	68	44	trend	trend	NOUN
fbem-1287	68	45	if	if	SCONJ
fbem-1287	68	46	the	the	DET
fbem-1287	68	47	curve	curve	NOUN
fbem-1287	68	48	downward	downward	ADJ
fbem-1287	68	49	crosses	crosse	NOUN
fbem-1287	68	50	the	the	DET
fbem-1287	68	51	trading	trading	NOUN
fbem-1287	68	52	signal	signal	NOUN
fbem-1287	68	53	:	:	PUNCT
fbem-1287	68	54	execute	execute	VERB
fbem-1287	68	55	the	the	DET
fbem-1287	68	56	trade	trade	NOUN
fbem-1287	68	57	if	if	SCONJ
fbem-1287	68	58	svm	svm	PROPN
fbem-1287	68	59	indicates	indicate	VERB
fbem-1287	68	60	an	an	DET
fbem-1287	68	61	upward	upward	ADJ
fbem-1287	68	62	trend	trend	NOUN
fbem-1287	68	63	put	put	VERB
fbem-1287	68	64	off	off	ADP
fbem-1287	68	65	the	the	DET
fbem-1287	68	66	trade	trade	NOUN
fbem-1287	68	67	for	for	ADP
fbem-1287	68	68	one	one	NUM
fbem-1287	68	69	day	day	NOUN
fbem-1287	68	70	if	if	SCONJ
fbem-1287	68	71	svm	svm	PROPN
fbem-1287	68	72	indicates	indicate	VERB
fbem-1287	68	73	a	a	DET
fbem-1287	68	74	downward	downward	ADJ
fbem-1287	68	75	trend	trend	NOUN
fbem-1287	68	76	2.2.2	2.2.2	NUM
fbem-1287	68	77	.	.	PUNCT
fbem-1287	68	78	adjustment	adjustment	NOUN
fbem-1287	68	79	and	and	CCONJ
fbem-1287	68	80	combination	combination	NOUN
fbem-1287	68	81	of	of	ADP
fbem-1287	68	82	thresholds	threshold	NOUN
fbem-1287	68	83	the	the	DET
fbem-1287	68	84	threshold	threshold	NOUN
fbem-1287	68	85	is	be	AUX
fbem-1287	68	86	flexible	flexible	ADJ
fbem-1287	68	87	and	and	CCONJ
fbem-1287	68	88	it	it	PRON
fbem-1287	68	89	should	should	AUX
fbem-1287	68	90	be	be	AUX
fbem-1287	68	91	altered	alter	VERB
fbem-1287	68	92	in	in	ADP
fbem-1287	68	93	the	the	DET
fbem-1287	68	94	formation	formation	NOUN
fbem-1287	68	95	period	period	NOUN
fbem-1287	68	96	for	for	ADP
fbem-1287	68	97	higher	high	ADJ
fbem-1287	68	98	profit	profit	NOUN
fbem-1287	68	99	.	.	PUNCT
fbem-1287	69	1	typically	typically	ADV
fbem-1287	69	2	,	,	PUNCT
fbem-1287	69	3	the	the	DET
fbem-1287	69	4	threshold	threshold	NOUN
fbem-1287	69	5	is	be	AUX
fbem-1287	69	6	formulated	formulate	VERB
fbem-1287	69	7	by	by	ADP
fbem-1287	69	8	the	the	DET
fbem-1287	69	9	mean	mean	ADJ
fbem-1287	69	10	(	(	PUNCT
fbem-1287	69	11	𝜇	𝜇	NOUN
fbem-1287	69	12	)	)	PUNCT
fbem-1287	69	13	and	and	CCONJ
fbem-1287	69	14	standard	standard	ADJ
fbem-1287	69	15	deviation	deviation	NOUN
fbem-1287	69	16	(	(	PUNCT
fbem-1287	69	17	𝜎	𝜎	NOUN
fbem-1287	69	18	)	)	PUNCT
fbem-1287	69	19	of	of	ADP
fbem-1287	69	20	the	the	DET
fbem-1287	69	21	spread	spread	NOUN
fbem-1287	69	22	.	.	PUNCT
fbem-1287	70	1	hence	hence	ADV
fbem-1287	70	2	,	,	PUNCT
fbem-1287	70	3	changing	change	VERB
fbem-1287	70	4	the	the	DET
fbem-1287	70	5	coefficient	coefficient	NOUN
fbem-1287	70	6	of	of	ADP
fbem-1287	70	7	𝜎	𝜎	PROPN
fbem-1287	70	8	(	(	PUNCT
fbem-1287	70	9	the	the	DET
fbem-1287	70	10	coefficient	coefficient	NOUN
fbem-1287	70	11	of	of	ADP
fbem-1287	70	12	𝜇	𝜇	ADV
fbem-1287	70	13	is	be	AUX
fbem-1287	70	14	always	always	ADV
fbem-1287	70	15	1	1	NUM
fbem-1287	70	16	)	)	PUNCT
fbem-1287	70	17	adjusts	adjust	VERB
fbem-1287	70	18	the	the	DET
fbem-1287	70	19	thresholds	threshold	NOUN
fbem-1287	70	20	.	.	PUNCT
fbem-1287	71	1	additionally	additionally	ADV
fbem-1287	71	2	,	,	PUNCT
fbem-1287	71	3	a	a	DET
fbem-1287	71	4	different	different	ADJ
fbem-1287	71	5	set	set	NOUN
fbem-1287	71	6	of	of	ADP
fbem-1287	71	7	parameters	parameter	NOUN
fbem-1287	71	8	can	can	AUX
fbem-1287	71	9	be	be	AUX
fbem-1287	71	10	combined	combine	VERB
fbem-1287	71	11	.	.	PUNCT
fbem-1287	72	1	as	as	SCONJ
fbem-1287	72	2	the	the	DET
fbem-1287	72	3	thresholds	threshold	NOUN
fbem-1287	72	4	of	of	ADP
fbem-1287	72	5	the	the	DET
fbem-1287	72	6	pt	pt	NOUN
fbem-1287	72	7	may	may	AUX
fbem-1287	72	8	be	be	AUX
fbem-1287	72	9	not	not	PART
fbem-1287	72	10	suitable	suitable	ADJ
fbem-1287	72	11	enough	enough	ADV
fbem-1287	72	12	to	to	PART
fbem-1287	72	13	trigger	trigger	VERB
fbem-1287	72	14	considerable	considerable	ADJ
fbem-1287	72	15	trades	trade	NOUN
fbem-1287	72	16	,	,	PUNCT
fbem-1287	72	17	combinations	combination	NOUN
fbem-1287	72	18	of	of	ADP
fbem-1287	72	19	thresholds	threshold	NOUN
fbem-1287	72	20	can	can	AUX
fbem-1287	72	21	be	be	AUX
fbem-1287	72	22	employed	employ	VERB
fbem-1287	72	23	.	.	PUNCT
fbem-1287	73	1	in	in	ADP
fbem-1287	73	2	other	other	ADJ
fbem-1287	73	3	words	word	NOUN
fbem-1287	73	4	,	,	PUNCT
fbem-1287	73	5	such	such	DET
fbem-1287	73	6	a	a	DET
fbem-1287	73	7	combination	combination	NOUN
fbem-1287	73	8	is	be	AUX
fbem-1287	73	9	to	to	PART
fbem-1287	73	10	execute	execute	VERB
fbem-1287	73	11	many	many	ADJ
fbem-1287	73	12	pts	pt	NOUN
fbem-1287	73	13	with	with	ADP
fbem-1287	73	14	different	different	ADJ
fbem-1287	73	15	presets	preset	NOUN
fbem-1287	73	16	of	of	ADP
fbem-1287	73	17	thresholds	threshold	NOUN
fbem-1287	73	18	for	for	ADP
fbem-1287	73	19	more	more	ADV
fbem-1287	73	20	frequent	frequent	ADJ
fbem-1287	73	21	trading	trading	NOUN
fbem-1287	73	22	signals	signal	NOUN
fbem-1287	73	23	.	.	PUNCT
fbem-1287	74	1	2.2.3	2.2.3	X
fbem-1287	74	2	.	.	PUNCT
fbem-1287	74	3	stationary	stationary	ADJ
fbem-1287	74	4	test	test	NOUN
fbem-1287	74	5	as	as	SCONJ
fbem-1287	74	6	indicated	indicate	VERB
fbem-1287	74	7	in	in	ADP
fbem-1287	74	8	figure	figure	NOUN
fbem-1287	74	9	1	1	NUM
fbem-1287	74	10	,	,	PUNCT
fbem-1287	74	11	each	each	DET
fbem-1287	74	12	price	price	NOUN
fbem-1287	74	13	spread	spread	NOUN
fbem-1287	74	14	should	should	AUX
fbem-1287	74	15	be	be	AUX
fbem-1287	74	16	stationary	stationary	ADJ
fbem-1287	74	17	.	.	PUNCT
fbem-1287	75	1	mathematically	mathematically	ADV
fbem-1287	75	2	the	the	DET
fbem-1287	75	3	augmented	augment	VERB
fbem-1287	75	4	-	-	PUNCT
fbem-1287	75	5	dickey	dickey	NOUN
fbem-1287	75	6	-	-	PUNCT
fbem-1287	75	7	fuller	full	ADJ
fbem-1287	75	8	(	(	PUNCT
fbem-1287	75	9	adf	adf	NOUN
fbem-1287	75	10	)	)	PUNCT
fbem-1287	75	11	test	test	NOUN
fbem-1287	75	12	is	be	AUX
fbem-1287	75	13	a	a	DET
fbem-1287	75	14	typical	typical	ADJ
fbem-1287	75	15	method	method	NOUN
fbem-1287	75	16	for	for	ADP
fbem-1287	75	17	the	the	DET
fbem-1287	75	18	stationary	stationary	ADJ
fbem-1287	75	19	test	test	NOUN
fbem-1287	75	20	.	.	PUNCT
fbem-1287	76	1	the	the	DET
fbem-1287	76	2	null	null	ADJ
fbem-1287	76	3	hypothesis	hypothesis	NOUN
fbem-1287	76	4	of	of	ADP
fbem-1287	76	5	the	the	DET
fbem-1287	76	6	adf	adf	PROPN
fbem-1287	76	7	test	test	NOUN
fbem-1287	76	8	is	be	AUX
fbem-1287	76	9	that	that	SCONJ
fbem-1287	76	10	the	the	DET
fbem-1287	76	11	series	series	NOUN
fbem-1287	76	12	has	have	VERB
fbem-1287	76	13	a	a	DET
fbem-1287	76	14	unit	unit	NOUN
fbem-1287	76	15	root	root	NOUN
fbem-1287	76	16	which	which	PRON
fbem-1287	76	17	means	mean	VERB
fbem-1287	76	18	that	that	SCONJ
fbem-1287	76	19	the	the	DET
fbem-1287	76	20	series	series	NOUN
fbem-1287	76	21	is	be	AUX
fbem-1287	76	22	not	not	PART
fbem-1287	76	23	stationary	stationary	ADJ
fbem-1287	76	24	.	.	PUNCT
fbem-1287	77	1	the	the	DET
fbem-1287	77	2	adf	adf	PROPN
fbem-1287	77	3	test	test	NOUN
fbem-1287	77	4	may	may	AUX
fbem-1287	77	5	release	release	VERB
fbem-1287	77	6	different	different	ADJ
fbem-1287	77	7	outcomes	outcome	NOUN
fbem-1287	77	8	at	at	ADP
fbem-1287	77	9	different	different	ADJ
fbem-1287	77	10	significance	significance	NOUN
fbem-1287	77	11	levels	level	NOUN
fbem-1287	77	12	,	,	PUNCT
fbem-1287	77	13	so	so	SCONJ
fbem-1287	77	14	in	in	ADP
fbem-1287	77	15	the	the	DET
fbem-1287	77	16	upcoming	upcoming	ADJ
fbem-1287	77	17	adf	adf	PROPN
fbem-1287	77	18	test	test	NOUN
fbem-1287	77	19	,	,	PUNCT
fbem-1287	77	20	the	the	DET
fbem-1287	77	21	preset	preset	ADJ
fbem-1287	77	22	significance	significance	NOUN
fbem-1287	77	23	level	level	NOUN
fbem-1287	77	24	is	be	AUX
fbem-1287	77	25	5%.[4	5%.[4	PROPN
fbem-1287	77	26	]	]	X
fbem-1287	77	27	3	3	NUM
fbem-1287	77	28	.	.	X
fbem-1287	77	29	match	match	NOUN
fbem-1287	77	30	stocks	stock	NOUN
fbem-1287	77	31	`	`	PUNCT
fbem-1287	77	32	pairs	pair	NOUN
fbem-1287	77	33	twenty	twenty	NUM
fbem-1287	77	34	stocks	stock	NOUN
fbem-1287	77	35	are	be	AUX
fbem-1287	77	36	chosen	choose	VERB
fbem-1287	77	37	respectively	respectively	ADV
fbem-1287	77	38	from	from	ADP
fbem-1287	77	39	five	five	NUM
fbem-1287	77	40	industries	industry	NOUN
fbem-1287	77	41	,	,	PUNCT
fbem-1287	77	42	namely	namely	ADV
fbem-1287	77	43	it	it	PRON
fbem-1287	77	44	,	,	PUNCT
fbem-1287	77	45	finance	finance	NOUN
fbem-1287	77	46	,	,	PUNCT
fbem-1287	77	47	agriculture	agriculture	NOUN
fbem-1287	77	48	,	,	PUNCT
fbem-1287	77	49	retail	retail	NOUN
fbem-1287	77	50	,	,	PUNCT
fbem-1287	77	51	and	and	CCONJ
fbem-1287	77	52	transportation	transportation	NOUN
fbem-1287	77	53	,	,	PUNCT
fbem-1287	77	54	for	for	ADP
fbem-1287	77	55	pairs`match	pairs`match	PROPN
fbem-1287	77	56	.	.	PUNCT
fbem-1287	78	1	and	and	CCONJ
fbem-1287	78	2	the	the	DET
fbem-1287	78	3	pairs	pair	NOUN
fbem-1287	78	4	(	(	PUNCT
fbem-1287	78	5	as	as	ADP
fbem-1287	78	6	table	table	NOUN
fbem-1287	78	7	5	5	NUM
fbem-1287	78	8	shows	show	NOUN
fbem-1287	78	9	)	)	PUNCT
fbem-1287	78	10	with	with	ADP
fbem-1287	78	11	the	the	DET
fbem-1287	78	12	lowest	low	ADJ
fbem-1287	78	13	price	price	NOUN
fbem-1287	78	14	spread	spread	NOUN
fbem-1287	78	15	will	will	AUX
fbem-1287	78	16	be	be	AUX
fbem-1287	78	17	chosen	choose	VERB
fbem-1287	78	18	for	for	ADP
fbem-1287	78	19	strategy.[5	strategy.[5	NOUN
fbem-1287	78	20	]	]	PUNCT
fbem-1287	78	21	table	table	NOUN
fbem-1287	78	22	5	5	NUM
fbem-1287	78	23	.	.	PUNCT
fbem-1287	78	24	selected	select	VERB
fbem-1287	78	25	stocks	stock	NOUN
fbem-1287	78	26	pairs	pair	NOUN
fbem-1287	78	27	industry	industry	NOUN
fbem-1287	78	28	pair	pair	NOUN
fbem-1287	78	29	it	it	PRON
fbem-1287	78	30	600797.sh~603421.sh	600797.sh~603421.sh	NUM
fbem-1287	78	31	finance	finance	VERB
fbem-1287	78	32	002807.sz~601288.sh	002807.sz~601288.sh	VERB
fbem-1287	78	33	retail	retail	ADJ
fbem-1287	78	34	000025.sz~000715.sz	000025.sz~000715.sz	NOUN
fbem-1287	78	35	transportation	transportation	NOUN
fbem-1287	78	36	600029.sh~600115.sh	600029.sh~600115.sh	NUM
fbem-1287	78	37	agriculture	agriculture	NOUN
fbem-1287	78	38	002696.sz~600975.sh	002696.sz~600975.sh	NOUN
fbem-1287	78	39	date	date	NOUN
fbem-1287	78	40	close	close	ADJ
fbem-1287	78	41	volume	volume	NOUN
fbem-1287	78	42	close	close	ADV
fbem-1287	78	43	-	-	PUNCT
fbem-1287	78	44	open	open	ADJ
fbem-1287	78	45	ma5	ma5	NOUN
fbem-1287	78	46	ma10	ma10	PROPN
fbem-1287	78	47	high	high	ADJ
fbem-1287	78	48	-	-	PUNCT
fbem-1287	78	49	low	low	NOUN
fbem-1287	78	50	rsi12	rsi12	NOUN
fbem-1287	78	51	mom5	mom5	PROPN
fbem-1287	78	52	ema12	ema12	PROPN
fbem-1287	78	53	macd	macd	NOUN
fbem-1287	78	54	26/2/2020	26/2/2020	NUM
fbem-1287	78	55	0.48	0.48	NUM
fbem-1287	78	56	0.16	0.16	NUM
fbem-1287	78	57	0.40	0.40	NUM
fbem-1287	78	58	0.59	0.59	NUM
fbem-1287	78	59	0.70	0.70	NUM
fbem-1287	78	60	0.26	0.26	NUM
fbem-1287	78	61	0.29	0.29	NUM
fbem-1287	78	62	0.27	0.27	NUM
fbem-1287	78	63	0.73	0.73	NUM
fbem-1287	78	64	0.10	0.10	NUM
fbem-1287	78	65	27/2/2020	27/2/2020	NUM
fbem-1287	79	1	0.52	0.52	NUM
fbem-1287	79	2	0.11	0.11	NUM
fbem-1287	79	3	0.34	0.34	NUM
fbem-1287	79	4	0.58	0.58	NUM
fbem-1287	79	5	0.71	0.71	NUM
fbem-1287	79	6	0.10	0.10	NUM
fbem-1287	79	7	0.36	0.36	NUM
fbem-1287	79	8	0.27	0.27	NUM
fbem-1287	79	9	0.73	0.73	NUM
fbem-1287	79	10	0.13	0.13	NUM
fbem-1287	79	11	28/2/2020	28/2/2020	NUM
fbem-1287	79	12	0.40	0.40	NUM
fbem-1287	79	13	0.20	0.20	NUM
fbem-1287	79	14	0.16	0.16	NUM
fbem-1287	79	15	0.54	0.54	NUM
fbem-1287	79	16	0.70	0.70	NUM
fbem-1287	79	17	0.23	0.23	NUM
fbem-1287	79	18	0.22	0.22	NUM
fbem-1287	79	19	0.19	0.19	NUM
fbem-1287	79	20	0.70	0.70	NUM
fbem-1287	79	21	0.12	0.12	NUM
fbem-1287	79	22	2/3/2020	2/3/2020	NUM
fbem-1287	79	23	0.48	0.48	NUM
fbem-1287	79	24	0.13	0.13	NUM
fbem-1287	79	25	0.42	0.42	NUM
fbem-1287	79	26	0.53	0.53	NUM
fbem-1287	79	27	0.69	0.69	NUM
fbem-1287	79	28	0.15	0.15	NUM
fbem-1287	79	29	0.34	0.34	NUM
fbem-1287	79	30	0.29	0.29	NUM
fbem-1287	79	31	0.70	0.70	NUM
fbem-1287	79	32	0.14	0.14	NUM
fbem-1287	79	33	3/3/2020	3/3/2020	NUM
fbem-1287	79	34	0.49	0.49	NUM
fbem-1287	79	35	0.13	0.13	NUM
fbem-1287	79	36	0.25	0.25	NUM
fbem-1287	79	37	0.54	0.54	NUM
fbem-1287	79	38	0.68	0.68	NUM
fbem-1287	79	39	0.06	0.06	NUM
fbem-1287	79	40	0.37	0.37	NUM
fbem-1287	79	41	0.34	0.34	NUM
fbem-1287	79	42	0.70	0.70	NUM
fbem-1287	79	43	0.16	0.16	NUM
fbem-1287	79	44	164	164	NUM
fbem-1287	79	45	4	4	NUM
fbem-1287	79	46	.	.	PUNCT
fbem-1287	80	1	thresholds	thresholds	AUX
fbem-1287	80	2	`	`	PUNCT
fbem-1287	80	3	setup	setup	VERB
fbem-1287	80	4	the	the	DET
fbem-1287	80	5	thresholds	threshold	NOUN
fbem-1287	80	6	in	in	ADP
fbem-1287	80	7	the	the	DET
fbem-1287	80	8	trading	trading	NOUN
fbem-1287	80	9	period	period	NOUN
fbem-1287	80	10	are	be	AUX
fbem-1287	80	11	set	set	VERB
fbem-1287	80	12	up	up	ADP
fbem-1287	80	13	in	in	ADP
fbem-1287	80	14	the	the	DET
fbem-1287	80	15	formation	formation	NOUN
fbem-1287	80	16	period	period	NOUN
fbem-1287	80	17	.	.	PUNCT
fbem-1287	81	1	according	accord	VERB
fbem-1287	81	2	to	to	ADP
fbem-1287	81	3	2.2.2	2.2.2	NUM
fbem-1287	81	4	,	,	PUNCT
fbem-1287	81	5	some	some	DET
fbem-1287	81	6	sets	set	NOUN
fbem-1287	81	7	of	of	ADP
fbem-1287	81	8	thresholds	threshold	NOUN
fbem-1287	81	9	can	can	AUX
fbem-1287	81	10	be	be	AUX
fbem-1287	81	11	employedsimultaneously	employedsimultaneously	ADV
fbem-1287	81	12	to	to	PART
fbem-1287	81	13	ensure	ensure	VERB
fbem-1287	81	14	the	the	DET
fbem-1287	81	15	considerable	considerable	ADJ
fbem-1287	81	16	trade	trade	NOUN
fbem-1287	81	17	volume	volume	NOUN
fbem-1287	81	18	generated	generate	VERB
fbem-1287	81	19	by	by	ADP
fbem-1287	81	20	the	the	DET
fbem-1287	81	21	pt	pt	PROPN
fbem-1287	81	22	in	in	ADP
fbem-1287	81	23	the	the	DET
fbem-1287	81	24	trading	trading	NOUN
fbem-1287	81	25	period	period	NOUN
fbem-1287	81	26	.	.	PUNCT
fbem-1287	82	1	the	the	DET
fbem-1287	82	2	thresholds	threshold	NOUN
fbem-1287	82	3	for	for	ADP
fbem-1287	82	4	each	each	DET
fbem-1287	82	5	pair	pair	NOUN
fbem-1287	82	6	and	and	CCONJ
fbem-1287	82	7	the	the	DET
fbem-1287	82	8	times	time	NOUN
fbem-1287	82	9	the	the	DET
fbem-1287	82	10	spread	spread	ADJ
fbem-1287	82	11	crosses	crosse	NOUN
fbem-1287	82	12	thresholds	threshold	NOUN
fbem-1287	82	13	in	in	ADP
fbem-1287	82	14	the	the	DET
fbem-1287	82	15	formation	formation	NOUN
fbem-1287	82	16	period	period	NOUN
fbem-1287	82	17	are	be	AUX
fbem-1287	82	18	shown	show	VERB
fbem-1287	82	19	below	below	ADP
fbem-1287	82	20	.	.	PUNCT
fbem-1287	83	1	the	the	DET
fbem-1287	83	2	threshold	threshold	NOUN
fbem-1287	83	3	is	be	AUX
fbem-1287	83	4	formulated	formulate	VERB
fbem-1287	83	5	by	by	ADP
fbem-1287	83	6	the	the	DET
fbem-1287	83	7	mean	mean	NOUN
fbem-1287	83	8	(	(	PUNCT
fbem-1287	83	9	𝜇	𝜇	X
fbem-1287	83	10	)	)	PUNCT
fbem-1287	83	11	and	and	CCONJ
fbem-1287	83	12	standard	standard	ADJ
fbem-1287	83	13	deviation	deviation	NOUN
fbem-1287	83	14	(	(	PUNCT
fbem-1287	83	15	𝜎	𝜎	NOUN
fbem-1287	83	16	)	)	PUNCT
fbem-1287	83	17	of	of	ADP
fbem-1287	83	18	the	the	DET
fbem-1287	83	19	spread	spread	NOUN
fbem-1287	83	20	in	in	ADP
fbem-1287	83	21	the	the	DET
fbem-1287	83	22	formation	formation	NOUN
fbem-1287	83	23	period	period	NOUN
fbem-1287	83	24	.	.	PUNCT
fbem-1287	84	1	table	table	NOUN
fbem-1287	84	2	6	6	NUM
fbem-1287	84	3	.	.	PUNCT
fbem-1287	85	1	threshold`s	threshold`s	NOUN
fbem-1287	85	2	setup	setup	NOUN
fbem-1287	85	3	pairs	pair	NOUN
fbem-1287	85	4	threshold	threshold	NOUN
fbem-1287	85	5	set	set	VERB
fbem-1287	85	6	1	1	NUM
fbem-1287	85	7	threshold	threshold	NOUN
fbem-1287	85	8	set	set	VERB
fbem-1287	85	9	2	2	NUM
fbem-1287	85	10	threshold	threshold	NOUN
fbem-1287	85	11	set	set	VERB
fbem-1287	85	12	3	3	NUM
fbem-1287	85	13	600797.sh~	600797.sh~	NUM
fbem-1287	85	14	603421.sh	603421.sh	NOUN
fbem-1287	85	15	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	16	𝜇	𝜇	ADP
fbem-1287	85	17	0.3𝜎	0.3𝜎	NUM
fbem-1287	85	18	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	19	𝜇	𝜇	ADP
fbem-1287	85	20	1.5𝜎	1.5𝜎	PROPN
fbem-1287	85	21	(	(	PUNCT
fbem-1287	85	22	47	47	NUM
fbem-1287	85	23	times	time	NOUN
fbem-1287	85	24	)	)	PUNCT
fbem-1287	85	25	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	X
fbem-1287	85	26	𝜇	𝜇	ADP
fbem-1287	85	27	0.5𝜎	0.5𝜎	NUM
fbem-1287	85	28	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	29	𝜇	𝜇	ADP
fbem-1287	85	30	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	31	(	(	PUNCT
fbem-1287	85	32	56	56	NUM
fbem-1287	85	33	times	time	NOUN
fbem-1287	85	34	)	)	PUNCT
fbem-1287	85	35	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	PROPN
fbem-1287	85	36	𝜇	𝜇	ADP
fbem-1287	85	37	0.8𝜎	0.8𝜎	PROPN
fbem-1287	85	38	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	PROPN
fbem-1287	85	39	𝜇	𝜇	ADP
fbem-1287	85	40	1.8𝜎	1.8𝜎	NUM
fbem-1287	85	41	(	(	PUNCT
fbem-1287	85	42	49	49	NUM
fbem-1287	85	43	times	time	NOUN
fbem-1287	85	44	)	)	PUNCT
fbem-1287	85	45	002807.sz~	002807.sz~	SYM
fbem-1287	85	46	601288.sh	601288.sh	NUM
fbem-1287	85	47	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	48	𝜇	𝜇	ADP
fbem-1287	85	49	0.2𝜎	0.2𝜎	ADJ
fbem-1287	85	50	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	51	𝜇	𝜇	ADP
fbem-1287	85	52	1.5𝜎	1.5𝜎	NUM
fbem-1287	85	53	(	(	PUNCT
fbem-1287	85	54	52	52	NUM
fbem-1287	85	55	times	time	NOUN
fbem-1287	85	56	)	)	PUNCT
fbem-1287	85	57	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	58	𝜇	𝜇	ADP
fbem-1287	85	59	0.3𝜎	0.3𝜎	NUM
fbem-1287	85	60	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	61	𝜇	𝜇	ADP
fbem-1287	85	62	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	63	(	(	PUNCT
fbem-1287	85	64	46	46	NUM
fbem-1287	85	65	times	time	NOUN
fbem-1287	85	66	)	)	PUNCT
fbem-1287	85	67	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	X
fbem-1287	85	68	𝜇	𝜇	ADP
fbem-1287	85	69	0.5𝜎	0.5𝜎	NUM
fbem-1287	85	70	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	71	𝜇	𝜇	ADP
fbem-1287	85	72	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	73	(	(	PUNCT
fbem-1287	85	74	48	48	NUM
fbem-1287	85	75	times	time	NOUN
fbem-1287	85	76	)	)	PUNCT
fbem-1287	85	77	000025.sz~	000025.sz~	VERB
fbem-1287	85	78	000715.sz	000715.sz	NUM
fbem-1287	85	79	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	80	𝜇	𝜇	ADP
fbem-1287	85	81	0.3𝜎	0.3𝜎	NUM
fbem-1287	85	82	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	83	𝜇	𝜇	ADP
fbem-1287	85	84	1.0𝜎	1.0𝜎	NUM
fbem-1287	85	85	(	(	PUNCT
fbem-1287	85	86	65	65	NUM
fbem-1287	85	87	times	time	NOUN
fbem-1287	85	88	)	)	PUNCT
fbem-1287	85	89	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	90	𝜇	𝜇	ADP
fbem-1287	85	91	0.4𝜎	0.4𝜎	ADJ
fbem-1287	85	92	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	93	𝜇	𝜇	ADP
fbem-1287	85	94	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	95	(	(	PUNCT
fbem-1287	85	96	49	49	NUM
fbem-1287	85	97	times	time	NOUN
fbem-1287	85	98	)	)	PUNCT
fbem-1287	85	99	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	100	𝜇	𝜇	ADP
fbem-1287	85	101	0.2𝜎	0.2𝜎	ADJ
fbem-1287	85	102	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	103	𝜇	𝜇	ADP
fbem-1287	85	104	1.1𝜎	1.1𝜎	NUM
fbem-1287	85	105	(	(	PUNCT
fbem-1287	85	106	56	56	NUM
fbem-1287	85	107	times	time	NOUN
fbem-1287	85	108	)	)	PUNCT
fbem-1287	85	109	600029.sh~	600029.sh~	NUM
fbem-1287	85	110	600115.sh	600115.sh	ADV
fbem-1287	85	111	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	X
fbem-1287	85	112	𝜇	𝜇	ADP
fbem-1287	85	113	0.4𝜎	0.4𝜎	ADJ
fbem-1287	85	114	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	115	𝜇	𝜇	ADP
fbem-1287	85	116	1.1𝜎	1.1𝜎	NUM
fbem-1287	85	117	(	(	PUNCT
fbem-1287	85	118	49	49	NUM
fbem-1287	85	119	times	time	NOUN
fbem-1287	85	120	)	)	PUNCT
fbem-1287	85	121	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	122	𝜇	𝜇	ADP
fbem-1287	85	123	0.2𝜎	0.2𝜎	ADJ
fbem-1287	85	124	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	PROPN
fbem-1287	85	125	𝜇	𝜇	ADP
fbem-1287	85	126	1.0𝜎	1.0𝜎	NUM
fbem-1287	85	127	(	(	PUNCT
fbem-1287	85	128	47	47	NUM
fbem-1287	85	129	times	time	NOUN
fbem-1287	85	130	)	)	PUNCT
fbem-1287	85	131	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	X
fbem-1287	85	132	𝜇	𝜇	ADP
fbem-1287	85	133	0.5𝜎	0.5𝜎	NUM
fbem-1287	85	134	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	135	𝜇	𝜇	ADP
fbem-1287	85	136	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	137	(	(	PUNCT
fbem-1287	85	138	44	44	NUM
fbem-1287	85	139	times	time	NOUN
fbem-1287	85	140	)	)	PUNCT
fbem-1287	85	141	002696.sz~	002696.sz~	PROPN
fbem-1287	85	142	600975.sh	600975.sh	PROPN
fbem-1287	85	143	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	144	𝜇	𝜇	ADP
fbem-1287	85	145	0.3𝜎	0.3𝜎	NUM
fbem-1287	85	146	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	147	𝜇	𝜇	ADP
fbem-1287	85	148	1.3𝜎	1.3𝜎	NUM
fbem-1287	85	149	(	(	PUNCT
fbem-1287	85	150	49	49	NUM
fbem-1287	85	151	times	time	NOUN
fbem-1287	85	152	)	)	PUNCT
fbem-1287	85	153	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	X
fbem-1287	85	154	𝜇	𝜇	ADP
fbem-1287	85	155	0.5𝜎	0.5𝜎	NUM
fbem-1287	85	156	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	157	𝜇	𝜇	ADP
fbem-1287	85	158	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	159	(	(	PUNCT
fbem-1287	85	160	50	50	NUM
fbem-1287	85	161	times	time	NOUN
fbem-1287	85	162	)	)	PUNCT
fbem-1287	85	163	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑1	VERB
fbem-1287	85	164	𝜇	𝜇	ADP
fbem-1287	85	165	0.4𝜎	0.4𝜎	ADJ
fbem-1287	85	166	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	𝑡ℎ𝑟𝑒𝑠ℎ𝑜𝑙𝑑2	NOUN
fbem-1287	85	167	𝜇	𝜇	ADP
fbem-1287	85	168	1.2𝜎	1.2𝜎	NUM
fbem-1287	85	169	(	(	PUNCT
fbem-1287	85	170	50	50	NUM
fbem-1287	85	171	times	time	NOUN
fbem-1287	85	172	)	)	PUNCT
fbem-1287	85	173	5	5	NUM
fbem-1287	85	174	.	.	X
fbem-1287	85	175	fit	fit	ADJ
fbem-1287	85	176	svm	svm	PROPN
fbem-1287	85	177	classifier	classifier	NOUN
fbem-1287	85	178	in	in	ADP
fbem-1287	85	179	the	the	DET
fbem-1287	85	180	following	follow	VERB
fbem-1287	85	181	analysis	analysis	NOUN
fbem-1287	85	182	,	,	PUNCT
fbem-1287	85	183	the	the	DET
fbem-1287	85	184	stocks	stock	NOUN
fbem-1287	85	185	`	`	PART
fbem-1287	85	186	data	datum	NOUN
fbem-1287	85	187	from	from	ADP
fbem-1287	85	188	2020	2020	NUM
fbem-1287	85	189	-	-	SYM
fbem-1287	85	190	01	01	NUM
fbem-1287	85	191	-	-	PUNCT
fbem-1287	85	192	01	01	NUM
fbem-1287	85	193	to	to	ADP
fbem-1287	85	194	2022	2022	NUM
fbem-1287	85	195	-	-	SYM
fbem-1287	85	196	01	01	NUM
fbem-1287	85	197	-	-	PUNCT
fbem-1287	85	198	01	01	NUM
fbem-1287	85	199	is	be	AUX
fbem-1287	85	200	used	use	VERB
fbem-1287	85	201	forfitting	forfitte	VERB
fbem-1287	85	202	and	and	CCONJ
fbem-1287	85	203	the	the	DET
fbem-1287	85	204	model`s	model`s	NOUN
fbem-1287	85	205	goal	goal	NOUN
fbem-1287	85	206	is	be	AUX
fbem-1287	85	207	to	to	PART
fbem-1287	85	208	predict	predict	VERB
fbem-1287	85	209	the	the	DET
fbem-1287	85	210	trend	trend	NOUN
fbem-1287	85	211	of	of	ADP
fbem-1287	85	212	spread	spread	NOUN
fbem-1287	85	213	on	on	ADP
fbem-1287	85	214	the	the	DET
fbem-1287	85	215	next	next	ADJ
fbem-1287	85	216	day	day	NOUN
fbem-1287	85	217	.	.	PUNCT
fbem-1287	86	1	the	the	DET
fbem-1287	86	2	time	time	NOUN
fbem-1287	86	3	frame	frame	NOUN
fbem-1287	86	4	of	of	ADP
fbem-1287	86	5	the	the	DET
fbem-1287	86	6	train	train	NOUN
fbem-1287	86	7	set	set	NOUN
fbem-1287	86	8	is	be	AUX
fbem-1287	86	9	between	between	ADP
fbem-1287	86	10	2020	2020	NUM
fbem-1287	86	11	-	-	SYM
fbem-1287	86	12	01	01	NUM
fbem-1287	86	13	-	-	PUNCT
fbem-1287	86	14	01	01	NUM
fbem-1287	86	15	to	to	ADP
fbem-1287	86	16	2021	2021	NUM
fbem-1287	86	17	-	-	SYM
fbem-1287	86	18	09	09	NUM
fbem-1287	86	19	-	-	PUNCT
fbem-1287	86	20	01	01	NUM
fbem-1287	86	21	while	while	SCONJ
fbem-1287	86	22	the	the	DET
fbem-1287	86	23	rest	rest	NOUN
fbem-1287	86	24	of	of	ADP
fbem-1287	86	25	the	the	DET
fbem-1287	86	26	data	datum	NOUN
fbem-1287	86	27	is	be	AUX
fbem-1287	86	28	defined	define	VERB
fbem-1287	86	29	as	as	ADP
fbem-1287	86	30	the	the	DET
fbem-1287	86	31	test	test	NOUN
fbem-1287	86	32	set	set	NOUN
fbem-1287	86	33	.	.	PUNCT
fbem-1287	87	1	based	base	VERB
fbem-1287	87	2	on	on	ADP
fbem-1287	87	3	the	the	DET
fbem-1287	87	4	process	process	NOUN
fbem-1287	87	5	above	above	ADV
fbem-1287	87	6	,	,	PUNCT
fbem-1287	87	7	the	the	DET
fbem-1287	87	8	results	result	NOUN
fbem-1287	87	9	of	of	ADP
fbem-1287	87	10	the	the	DET
fbem-1287	87	11	models	model	NOUN
fbem-1287	87	12	`	`	PUNCT
fbem-1287	87	13	fitting	fitting	ADJ
fbem-1287	87	14	are	be	AUX
fbem-1287	87	15	demonstrated	demonstrate	VERB
fbem-1287	87	16	in	in	ADP
fbem-1287	87	17	table	table	NOUN
fbem-1287	87	18	6	6	NUM
fbem-1287	87	19	.	.	PUNCT
fbem-1287	87	20	table	table	NOUN
fbem-1287	87	21	7	7	NUM
fbem-1287	87	22	.	.	PUNCT
fbem-1287	87	23	model	model	NOUN
fbem-1287	87	24	performance	performance	NOUN
fbem-1287	87	25	pair	pair	NOUN
fbem-1287	87	26	accura	accura	ADJ
fbem-1287	87	27	cy	cy	PROPN
fbem-1287	87	28	auc	auc	NOUN
fbem-1287	87	29	of	of	ADP
fbem-1287	87	30	roc	roc	PROPN
fbem-1287	87	31	parameters	parameter	NOUN
fbem-1287	87	32	600797.sh~603421.sh	600797.sh~603421.sh	NUM
fbem-1287	87	33	64	64	NUM
fbem-1287	87	34	%	%	NOUN
fbem-1287	87	35	0.63	0.63	NUM
fbem-1287	87	36	kernel=`poly	kernel=`poly	VERB
fbem-1287	87	37	`	`	PUNCT
fbem-1287	87	38	,	,	PUNCT
fbem-1287	87	39	c=0.1	c=0.1	NOUN
fbem-1287	87	40	,	,	PUNCT
fbem-1287	87	41	degree=3	degree=3	PROPN
fbem-1287	87	42	,	,	PUNCT
fbem-1287	87	43	coef0=2	coef0=2	PROPN
fbem-1287	87	44	002807.sz~601288.sh	002807.sz~601288.sh	X
fbem-1287	88	1	57	57	NUM
fbem-1287	88	2	%	%	NOUN
fbem-1287	88	3	0.57	0.57	NUM
fbem-1287	88	4	kernel=`poly	kernel=`poly	VERB
fbem-1287	88	5	`	`	PUNCT
fbem-1287	88	6	,	,	PUNCT
fbem-1287	88	7	c=1	c=1	PROPN
fbem-1287	88	8	,	,	PUNCT
fbem-1287	88	9	degree=3	degree=3	PROPN
fbem-1287	88	10	,	,	PUNCT
fbem-1287	88	11	coef0=0.5	coef0=0.5	NUM
fbem-1287	88	12	000025.sz~000715.sz	000025.sz~000715.sz	NUM
fbem-1287	88	13	56	56	NUM
fbem-1287	88	14	%	%	NOUN
fbem-1287	88	15	0.57	0.57	NUM
fbem-1287	88	16	kernel=`rbf	kernel=`rbf	X
fbem-1287	88	17	`	`	PUNCT
fbem-1287	88	18	,	,	PUNCT
fbem-1287	88	19	c=0.1	c=0.1	NOUN
fbem-1287	88	20	,	,	PUNCT
fbem-1287	88	21	gamma=0.01	gamma=0.01	NOUN
fbem-1287	88	22	,	,	PUNCT
fbem-1287	88	23	coef0=0	coef0=0	PROPN
fbem-1287	88	24	600029.sh~600115.sh	600029.sh~600115.sh	PROPN
fbem-1287	88	25	58	58	NUM
fbem-1287	88	26	%	%	NOUN
fbem-1287	88	27	0.59	0.59	NUM
fbem-1287	88	28	kernel=`poly	kernel=`poly	VERB
fbem-1287	88	29	`	`	PUNCT
fbem-1287	88	30	,	,	PUNCT
fbem-1287	88	31	c=4	c=4	X
fbem-1287	88	32	,	,	PUNCT
fbem-1287	88	33	degree=3	degree=3	PROPN
fbem-1287	88	34	,	,	PUNCT
fbem-1287	88	35	coef0=5	coef0=5	PROPN
fbem-1287	88	36	002696.sz~600975.sh	002696.sz~600975.sh	X
fbem-1287	88	37	66	66	NUM
fbem-1287	88	38	%	%	NOUN
fbem-1287	88	39	0.67	0.67	NUM
fbem-1287	88	40	kernel=`poly	kernel=`poly	VERB
fbem-1287	88	41	`	`	PUNCT
fbem-1287	88	42	,	,	PUNCT
fbem-1287	88	43	c=2	c=2	NOUN
fbem-1287	88	44	,	,	PUNCT
fbem-1287	88	45	degree=2	degree=2	PROPN
fbem-1287	88	46	,	,	PUNCT
fbem-1287	88	47	coef0=2	coef0=2	PROPN
fbem-1287	88	48	6	6	NUM
fbem-1287	88	49	.	.	PUNCT
fbem-1287	89	1	evaluation	evaluation	NOUN
fbem-1287	89	2	of	of	ADP
fbem-1287	89	3	the	the	DET
fbem-1287	89	4	implementation	implementation	NOUN
fbem-1287	89	5	of	of	ADP
fbem-1287	89	6	svm	svm	PROPN
fbem-1287	89	7	into	into	ADP
fbem-1287	89	8	pt	pt	PROPN
fbem-1287	89	9	6.1	6.1	NUM
fbem-1287	89	10	.	.	PUNCT
fbem-1287	90	1	how	how	SCONJ
fbem-1287	90	2	to	to	PART
fbem-1287	90	3	evaluate	evaluate	VERB
fbem-1287	90	4	the	the	DET
fbem-1287	90	5	evaluation	evaluation	NOUN
fbem-1287	90	6	is	be	AUX
fbem-1287	90	7	based	base	VERB
fbem-1287	90	8	on	on	ADP
fbem-1287	90	9	the	the	DET
fbem-1287	90	10	trading	trading	NOUN
fbem-1287	90	11	period	period	NOUN
fbem-1287	90	12	from	from	ADP
fbem-1287	90	13	202201	202201	NUM
fbem-1287	90	14	-	-	SYM
fbem-1287	90	15	01	01	NUM
fbem-1287	90	16	to	to	ADP
fbem-1287	90	17	2022	2022	NUM
fbem-1287	90	18	-	-	SYM
fbem-1287	90	19	07	07	NUM
fbem-1287	90	20	-	-	PUNCT
fbem-1287	90	21	01	01	NUM
fbem-1287	90	22	.	.	PUNCT
fbem-1287	91	1	as	as	SCONJ
fbem-1287	91	2	pointed	point	VERB
fbem-1287	91	3	out	out	ADP
fbem-1287	91	4	in	in	ADP
fbem-1287	91	5	2.2.1	2.2.1	NUM
fbem-1287	91	6	,	,	PUNCT
fbem-1287	91	7	the	the	DET
fbem-1287	91	8	model	model	NOUN
fbem-1287	91	9	will	will	AUX
fbem-1287	91	10	indicate	indicate	VERB
fbem-1287	91	11	if	if	SCONJ
fbem-1287	91	12	it	it	PRON
fbem-1287	91	13	is	be	AUX
fbem-1287	91	14	necessary	necessary	ADJ
fbem-1287	91	15	to	to	PART
fbem-1287	91	16	put	put	VERB
fbem-1287	91	17	off	off	ADP
fbem-1287	91	18	the	the	DET
fbem-1287	91	19	trade	trade	NOUN
fbem-1287	91	20	once	once	SCONJ
fbem-1287	91	21	the	the	DET
fbem-1287	91	22	spread	spread	NOUN
fbem-1287	91	23	touched	touch	VERB
fbem-1287	91	24	trading	trading	NOUN
fbem-1287	91	25	signals	signal	NOUN
fbem-1287	91	26	.	.	PUNCT
fbem-1287	92	1	hence	hence	ADV
fbem-1287	92	2	,	,	PUNCT
fbem-1287	92	3	the	the	DET
fbem-1287	92	4	evaluation	evaluation	NOUN
fbem-1287	92	5	focuses	focus	VERB
fbem-1287	92	6	on	on	ADP
fbem-1287	92	7	the	the	DET
fbem-1287	92	8	delayed	delay	VERB
fbem-1287	92	9	trade	trade	NOUN
fbem-1287	92	10	,	,	PUNCT
fbem-1287	92	11	calculating	calculate	VERB
fbem-1287	92	12	cashflow`s	cashflow`s	PRON
fbem-1287	92	13	differencebetween	differencebetween	VERB
fbem-1287	92	14	the	the	DET
fbem-1287	92	15	original	original	ADJ
fbem-1287	92	16	trade	trade	NOUN
fbem-1287	92	17	(	(	PUNCT
fbem-1287	92	18	pt	pt	NOUN
fbem-1287	92	19	)	)	PUNCT
fbem-1287	92	20	and	and	CCONJ
fbem-1287	92	21	that	that	PRON
fbem-1287	92	22	put	put	VERB
fbem-1287	92	23	off	off	ADP
fbem-1287	92	24	(	(	PUNCT
fbem-1287	92	25	svm	svm	ADJ
fbem-1287	92	26	-	-	ADJ
fbem-1287	92	27	pt).to	pt).to	NOUN
fbem-1287	92	28	identify	identify	VERB
fbem-1287	92	29	such	such	ADJ
fbem-1287	92	30	differences	difference	NOUN
fbem-1287	92	31	,	,	PUNCT
fbem-1287	92	32	the	the	DET
fbem-1287	92	33	trading	trading	NOUN
fbem-1287	92	34	signals	signal	NOUN
fbem-1287	92	35	graph	graph	NOUN
fbem-1287	92	36	can	can	AUX
fbem-1287	92	37	be	be	AUX
fbem-1287	92	38	utilized	utilize	VERB
fbem-1287	92	39	.	.	PUNCT
fbem-1287	93	1	for	for	ADP
fbem-1287	93	2	instance	instance	NOUN
fbem-1287	93	3	,	,	PUNCT
fbem-1287	93	4	the	the	DET
fbem-1287	93	5	figure	figure	NOUN
fbem-1287	93	6	below	below	ADV
fbem-1287	93	7	illustrates	illustrate	VERB
fbem-1287	93	8	a	a	DET
fbem-1287	93	9	part	part	NOUN
fbem-1287	93	10	of	of	ADP
fbem-1287	93	11	the	the	DET
fbem-1287	93	12	original	original	ADJ
fbem-1287	93	13	trading	trading	NOUN
fbem-1287	93	14	signals	signal	NOUN
fbem-1287	93	15	(	(	PUNCT
fbem-1287	93	16	original	original	ADJ
fbem-1287	93	17	)	)	PUNCT
fbem-1287	93	18	and	and	CCONJ
fbem-1287	93	19	the	the	DET
fbem-1287	93	20	delayed	delay	VERB
fbem-1287	93	21	(	(	PUNCT
fbem-1287	93	22	delayed	delay	VERB
fbem-1287	93	23	)	)	PUNCT
fbem-1287	93	24	of	of	ADP
fbem-1287	93	25	the	the	DET
fbem-1287	93	26	pt	pt	NOUN
fbem-1287	93	27	between	between	ADP
fbem-1287	93	28	600797.sh	600797.sh	NOUN
fbem-1287	93	29	and	and	CCONJ
fbem-1287	93	30	603421.sh	603421.sh	ADJ
fbem-1287	93	31	.	.	PUNCT
fbem-1287	94	1	figure	figure	NOUN
fbem-1287	94	2	8	8	NUM
fbem-1287	94	3	.	.	PUNCT
fbem-1287	95	1	trading	trading	NOUN
fbem-1287	95	2	signals	signal	NOUN
fbem-1287	95	3	165	165	NUM
fbem-1287	95	4	respectively	respectively	ADV
fbem-1287	95	5	,	,	PUNCT
fbem-1287	95	6	there	there	ADV
fbem-1287	95	7	5	5	NUM
fbem-1287	95	8	kinds	kind	NOUN
fbem-1287	95	9	of	of	ADP
fbem-1287	95	10	values	value	NOUN
fbem-1287	95	11	in	in	ADP
fbem-1287	95	12	both	both	DET
fbem-1287	95	13	signals	signal	NOUN
fbem-1287	95	14	,	,	PUNCT
fbem-1287	95	15	namely	namely	ADV
fbem-1287	95	16	0	0	NUM
fbem-1287	95	17	,	,	PUNCT
fbem-1287	95	18	1	1	NUM
fbem-1287	95	19	,	,	PUNCT
fbem-1287	95	20	2	2	NUM
fbem-1287	95	21	,	,	PUNCT
fbem-1287	95	22	-1	-1	ADJ
fbem-1287	95	23	,	,	PUNCT
fbem-1287	95	24	and	and	CCONJ
fbem-1287	95	25	-2	-2	INTJ
fbem-1287	95	26	,	,	PUNCT
fbem-1287	95	27	and	and	CCONJ
fbem-1287	95	28	the	the	DET
fbem-1287	95	29	indications	indication	NOUN
fbem-1287	95	30	from	from	ADP
fbem-1287	95	31	such	such	ADJ
fbem-1287	95	32	values	value	NOUN
fbem-1287	95	33	are	be	AUX
fbem-1287	95	34	as	as	ADV
fbem-1287	95	35	follow	follow	VERB
fbem-1287	95	36	:	:	PUNCT
fbem-1287	95	37	table	table	NOUN
fbem-1287	95	38	8	8	NUM
fbem-1287	95	39	.	.	PUNCT
fbem-1287	96	1	indications	indication	NOUN
fbem-1287	96	2	from	from	ADP
fbem-1287	96	3	signals	signal	NOUN
fbem-1287	96	4	signal	signal	NOUN
fbem-1287	96	5	indication	indication	NOUN
fbem-1287	96	6	2	2	NUM
fbem-1287	96	7	start	start	VERB
fbem-1287	96	8	the	the	DET
fbem-1287	96	9	s1	s1	PROPN
fbem-1287	96	10	1	1	NUM
fbem-1287	96	11	end	end	VERB
fbem-1287	96	12	the	the	DET
fbem-1287	96	13	s1	s1	NOUN
fbem-1287	96	14	(	(	PUNCT
fbem-1287	96	15	by	by	ADP
fbem-1287	96	16	closing	close	VERB
fbem-1287	96	17	out	out	ADP
fbem-1287	96	18	)	)	PUNCT
fbem-1287	96	19	0	0	PUNCT
fbem-1287	97	1	no	no	DET
fbem-1287	97	2	indication	indication	NOUN
fbem-1287	97	3	(	(	PUNCT
fbem-1287	97	4	no	no	DET
fbem-1287	97	5	trade	trade	NOUN
fbem-1287	97	6	)	)	PUNCT
fbem-1287	97	7	-1	-1	PUNCT
fbem-1287	97	8	end	end	VERB
fbem-1287	97	9	the	the	DET
fbem-1287	97	10	s2	s2	NOUN
fbem-1287	97	11	(	(	PUNCT
fbem-1287	97	12	by	by	ADP
fbem-1287	97	13	closing	close	VERB
fbem-1287	97	14	out	out	ADP
fbem-1287	97	15	)	)	PUNCT
fbem-1287	98	1	-2	-2	PUNCT
fbem-1287	99	1	start	start	VERB
fbem-1287	99	2	the	the	DET
fbem-1287	99	3	s2	s2	NOUN
fbem-1287	99	4	lastly	lastly	ADV
fbem-1287	99	5	,	,	PUNCT
fbem-1287	99	6	based	base	VERB
fbem-1287	99	7	on	on	ADP
fbem-1287	99	8	the	the	DET
fbem-1287	99	9	trading	trading	NOUN
fbem-1287	99	10	signals	signal	NOUN
fbem-1287	99	11	and	and	CCONJ
fbem-1287	99	12	indications	indication	NOUN
fbem-1287	99	13	from	from	ADP
fbem-1287	99	14	them	they	PRON
fbem-1287	99	15	,	,	PUNCT
fbem-1287	99	16	the	the	DET
fbem-1287	99	17	cashflow`s	cashflow`s	PROPN
fbem-1287	99	18	difference	difference	NOUN
fbem-1287	99	19	can	can	AUX
fbem-1287	99	20	be	be	AUX
fbem-1287	99	21	computed	compute	VERB
fbem-1287	99	22	.	.	PUNCT
fbem-1287	100	1	as	as	SCONJ
fbem-1287	100	2	the	the	DET
fbem-1287	100	3	cashflow	cashflow	NOUN
fbem-1287	100	4	is	be	AUX
fbem-1287	100	5	unchanged	unchanged	ADJ
fbem-1287	100	6	if	if	SCONJ
fbem-1287	100	7	the	the	DET
fbem-1287	100	8	signal	signal	NOUN
fbem-1287	100	9	is	be	AUX
fbem-1287	100	10	not	not	PART
fbem-1287	100	11	delayed	delay	VERB
fbem-1287	100	12	,	,	PUNCT
fbem-1287	100	13	we	we	PRON
fbem-1287	100	14	just	just	ADV
fbem-1287	100	15	focus	focus	VERB
fbem-1287	100	16	on	on	ADP
fbem-1287	100	17	the	the	DET
fbem-1287	100	18	delayed	delay	VERB
fbem-1287	100	19	signal	signal	NOUN
fbem-1287	100	20	and	and	CCONJ
fbem-1287	100	21	the	the	DET
fbem-1287	100	22	origin	origin	NOUN
fbem-1287	100	23	of	of	ADP
fbem-1287	100	24	such	such	ADJ
fbem-1287	100	25	signals	signal	NOUN
fbem-1287	100	26	.	.	PUNCT
fbem-1287	101	1	the	the	DET
fbem-1287	101	2	signal	signal	ADJ
fbem-1287	101	3	generation	generation	NOUN
fbem-1287	101	4	and	and	CCONJ
fbem-1287	101	5	spread	spread	ADJ
fbem-1287	101	6	calculation	calculation	NOUN
fbem-1287	101	7	are	be	AUX
fbem-1287	101	8	based	base	VERB
fbem-1287	101	9	on	on	ADP
fbem-1287	101	10	the	the	DET
fbem-1287	101	11	close	close	ADJ
fbem-1287	101	12	price	price	NOUN
fbem-1287	101	13	of	of	ADP
fbem-1287	101	14	both	both	DET
fbem-1287	101	15	stocks	stock	NOUN
fbem-1287	101	16	,	,	PUNCT
fbem-1287	101	17	so	so	SCONJ
fbem-1287	101	18	once	once	SCONJ
fbem-1287	101	19	the	the	DET
fbem-1287	101	20	signal	signal	NOUN
fbem-1287	101	21	triggers	trigger	VERB
fbem-1287	101	22	a	a	DET
fbem-1287	101	23	trade	trade	NOUN
fbem-1287	101	24	,	,	PUNCT
fbem-1287	101	25	the	the	DET
fbem-1287	101	26	cashflow	cashflow	NOUN
fbem-1287	101	27	should	should	AUX
fbem-1287	101	28	be	be	AUX
fbem-1287	101	29	counted	count	VERB
fbem-1287	101	30	by	by	ADP
fbem-1287	101	31	the	the	DET
fbem-1287	101	32	stock	stock	NOUN
fbem-1287	101	33	price	price	NOUN
fbem-1287	101	34	one	one	NUM
fbem-1287	101	35	day	day	NOUN
fbem-1287	101	36	after	after	ADP
fbem-1287	101	37	the	the	DET
fbem-1287	101	38	date	date	NOUN
fbem-1287	101	39	when	when	SCONJ
fbem-1287	101	40	signal	signal	NOUN
fbem-1287	101	41	is	be	AUX
fbem-1287	101	42	generated	generate	VERB
fbem-1287	101	43	.	.	PUNCT
fbem-1287	102	1	such	such	ADJ
fbem-1287	102	2	prices	price	NOUN
fbem-1287	102	3	are	be	AUX
fbem-1287	102	4	various	various	ADJ
fbem-1287	102	5	and	and	CCONJ
fbem-1287	102	6	they	they	PRON
fbem-1287	102	7	are	be	AUX
fbem-1287	102	8	assumed	assume	VERB
fbem-1287	102	9	to	to	PART
fbem-1287	102	10	be	be	AUX
fbem-1287	102	11	represented	represent	VERB
fbem-1287	102	12	by	by	ADP
fbem-1287	102	13	open	open	ADJ
fbem-1287	102	14	prices	price	NOUN
fbem-1287	102	15	.	.	PUNCT
fbem-1287	103	1	6.2	6.2	NUM
fbem-1287	103	2	.	.	PUNCT
fbem-1287	103	3	evaluation	evaluation	NOUN
fbem-1287	103	4	outcome	outcome	VERB
fbem-1287	103	5	the	the	DET
fbem-1287	103	6	outcome	outcome	NOUN
fbem-1287	103	7	can	can	AUX
fbem-1287	103	8	be	be	AUX
fbem-1287	103	9	seen	see	VERB
fbem-1287	103	10	below	below	ADP
fbem-1287	103	11	.	.	PUNCT
fbem-1287	104	1	besides	besides	SCONJ
fbem-1287	104	2	,	,	PUNCT
fbem-1287	104	3	another	another	DET
fbem-1287	104	4	metric	metric	ADJ
fbem-1287	104	5	called	call	VERB
fbem-1287	104	6	accuracy	accuracy	NOUN
fbem-1287	104	7	is	be	AUX
fbem-1287	104	8	added	add	VERB
fbem-1287	104	9	,	,	PUNCT
fbem-1287	104	10	presenting	present	VERB
fbem-1287	104	11	how	how	SCONJ
fbem-1287	104	12	accurate	accurate	ADJ
fbem-1287	104	13	when	when	SCONJ
fbem-1287	104	14	the	the	DET
fbem-1287	104	15	model	model	NOUN
fbem-1287	104	16	is	be	AUX
fbem-1287	104	17	transferred	transfer	VERB
fbem-1287	104	18	from	from	ADP
fbem-1287	104	19	the	the	DET
fbem-1287	104	20	formation	formation	NOUN
fbem-1287	104	21	period	period	NOUN
fbem-1287	104	22	to	to	ADP
fbem-1287	104	23	the	the	DET
fbem-1287	104	24	trading	trading	NOUN
fbem-1287	104	25	period	period	NOUN
fbem-1287	104	26	.	.	PUNCT
fbem-1287	105	1	table	table	NOUN
fbem-1287	105	2	9	9	NUM
fbem-1287	105	3	.	.	PUNCT
fbem-1287	105	4	evaluation	evaluation	NOUN
fbem-1287	105	5	outcome	outcome	NOUN
fbem-1287	105	6	pair	pair	NOUN
fbem-1287	105	7	threshold	threshold	NOUN
fbem-1287	105	8	settings	setting	NOUN
fbem-1287	105	9	cashflow	cashflow	ADJ
fbem-1287	105	10	difference	difference	NOUN
fbem-1287	105	11	(	(	PUNCT
fbem-1287	105	12	svm	svm	ADJ
fbem-1287	105	13	-	-	ADJ
fbem-1287	105	14	pt	pt	ADJ
fbem-1287	105	15	pt	pt	NOUN
fbem-1287	105	16	)	)	PUNCT
fbem-1287	105	17	accuracy	accuracy	NOUN
fbem-1287	105	18	600797.sh~603421.sh	600797.sh~603421.sh	PROPN
fbem-1287	105	19	𝜇	𝜇	ADP
fbem-1287	105	20	0.3𝜎	0.3𝜎	NOUN
fbem-1287	105	21	,	,	PUNCT
fbem-1287	105	22	𝜇	𝜇	ADP
fbem-1287	105	23	1.5𝜎	1.5𝜎	NUM
fbem-1287	105	24	-0.31	-0.31	NUM
fbem-1287	105	25	53	53	NUM
fbem-1287	105	26	%	%	NOUN
fbem-1287	105	27	𝜇	𝜇	ADP
fbem-1287	105	28	0.5𝜎	0.5𝜎	NUM
fbem-1287	105	29	,	,	PUNCT
fbem-1287	105	30	𝜇	𝜇	ADP
fbem-1287	105	31	1.2𝜎	1.2𝜎	PROPN
fbem-1287	105	32	-0.06	-0.06	NUM
fbem-1287	105	33	𝜇	𝜇	ADP
fbem-1287	105	34	0.8𝜎	0.8𝜎	PROPN
fbem-1287	105	35	,	,	PUNCT
fbem-1287	105	36	𝜇	𝜇	ADP
fbem-1287	105	37	1.8𝜎	1.8𝜎	NUM
fbem-1287	105	38	0.049	0.049	NUM
fbem-1287	105	39	002807.sz~601288.sh	002807.sz~601288.sh	NOUN
fbem-1287	105	40	𝜇	𝜇	ADP
fbem-1287	105	41	0.2𝜎	0.2𝜎	PROPN
fbem-1287	105	42	,	,	PUNCT
fbem-1287	105	43	𝜇	𝜇	ADP
fbem-1287	105	44	1.5𝜎	1.5𝜎	NUM
fbem-1287	105	45	0.83	0.83	NUM
fbem-1287	105	46	53	53	NUM
fbem-1287	105	47	%	%	NOUN
fbem-1287	105	48	𝜇	𝜇	ADP
fbem-1287	105	49	0.3𝜎	0.3𝜎	NOUN
fbem-1287	105	50	,	,	PUNCT
fbem-1287	105	51	𝜇	𝜇	ADP
fbem-1287	105	52	1.2𝜎	1.2𝜎	NUM
fbem-1287	105	53	1.08	1.08	NUM
fbem-1287	105	54	𝜇	𝜇	ADP
fbem-1287	105	55	0.5𝜎	0.5𝜎	NUM
fbem-1287	105	56	,	,	PUNCT
fbem-1287	105	57	𝜇	𝜇	ADP
fbem-1287	105	58	1.0𝜎	1.0𝜎	NUM
fbem-1287	105	59	0.91	0.91	NUM
fbem-1287	105	60	000025.sz~000715.sz	000025.sz~000715.sz	NOUN
fbem-1287	105	61	𝜇	𝜇	ADP
fbem-1287	105	62	0.3𝜎	0.3𝜎	NOUN
fbem-1287	105	63	,	,	PUNCT
fbem-1287	105	64	𝜇	𝜇	ADP
fbem-1287	105	65	1.0𝜎	1.0𝜎	NUM
fbem-1287	105	66	0.03	0.03	NUM
fbem-1287	105	67	56	56	NUM
fbem-1287	105	68	%	%	NOUN
fbem-1287	105	69	𝜇	𝜇	ADP
fbem-1287	105	70	0.4𝜎	0.4𝜎	NOUN
fbem-1287	105	71	,	,	PUNCT
fbem-1287	105	72	𝜇	𝜇	ADP
fbem-1287	105	73	1.2𝜎	1.2𝜎	NUM
fbem-1287	105	74	0.33	0.33	NUM
fbem-1287	105	75	𝜇	𝜇	ADP
fbem-1287	105	76	0.2𝜎	0.2𝜎	PROPN
fbem-1287	105	77	,	,	PUNCT
fbem-1287	105	78	𝜇	𝜇	ADP
fbem-1287	105	79	1.1𝜎	1.1𝜎	NUM
fbem-1287	105	80	0.32	0.32	NUM
fbem-1287	105	81	600029.sh~600115.sh	600029.sh~600115.sh	PRON
fbem-1287	105	82	𝜇	𝜇	ADP
fbem-1287	105	83	0.4𝜎	0.4𝜎	ADJ
fbem-1287	105	84	,	,	PUNCT
fbem-1287	105	85	𝜇	𝜇	ADP
fbem-1287	105	86	1.1𝜎	1.1𝜎	NUM
fbem-1287	105	87	-0.39	-0.39	NUM
fbem-1287	105	88	58	58	NUM
fbem-1287	105	89	%	%	NOUN
fbem-1287	105	90	𝜇	𝜇	ADP
fbem-1287	105	91	0.2𝜎	0.2𝜎	PROPN
fbem-1287	105	92	,	,	PUNCT
fbem-1287	105	93	𝜇	𝜇	ADP
fbem-1287	105	94	1.0𝜎	1.0𝜎	NUM
fbem-1287	105	95	0.06	0.06	NUM
fbem-1287	105	96	𝜇	𝜇	ADP
fbem-1287	105	97	0.5𝜎	0.5𝜎	NUM
fbem-1287	105	98	,	,	PUNCT
fbem-1287	105	99	𝜇	𝜇	ADP
fbem-1287	105	100	1.2𝜎	1.2𝜎	NUM
fbem-1287	105	101	-0.16	-0.16	NUM
fbem-1287	105	102	002696.sz~600975.sh	002696.sz~600975.sh	NOUN
fbem-1287	105	103	𝜇	𝜇	ADP
fbem-1287	105	104	0.3𝜎	0.3𝜎	NOUN
fbem-1287	105	105	,	,	PUNCT
fbem-1287	105	106	𝜇	𝜇	ADP
fbem-1287	105	107	1.3𝜎	1.3𝜎	NUM
fbem-1287	105	108	0.83	0.83	NUM
fbem-1287	105	109	50	50	NUM
fbem-1287	105	110	%	%	NOUN
fbem-1287	105	111	𝜇	𝜇	ADP
fbem-1287	105	112	0.5𝜎	0.5𝜎	NUM
fbem-1287	105	113	,	,	PUNCT
fbem-1287	105	114	𝜇	𝜇	ADP
fbem-1287	105	115	1.2𝜎	1.2𝜎	NUM
fbem-1287	105	116	0.62	0.62	NUM
fbem-1287	105	117	𝜇	𝜇	ADP
fbem-1287	105	118	0.4𝜎	0.4𝜎	ADJ
fbem-1287	105	119	,	,	PUNCT
fbem-1287	105	120	𝜇	𝜇	ADP
fbem-1287	105	121	1.2𝜎	1.2𝜎	NUM
fbem-1287	105	122	0.62	0.62	NUM
fbem-1287	105	123	7	7	NUM
fbem-1287	105	124	.	.	PUNCT
fbem-1287	106	1	conclusion	conclusion	NOUN
fbem-1287	106	2	table	table	NOUN
fbem-1287	106	3	6	6	NUM
fbem-1287	106	4	tells	tell	VERB
fbem-1287	106	5	that	that	SCONJ
fbem-1287	106	6	in	in	ADP
fbem-1287	106	7	most	most	ADJ
fbem-1287	106	8	scenarios	scenario	NOUN
fbem-1287	106	9	above	above	ADV
fbem-1287	106	10	,	,	PUNCT
fbem-1287	106	11	the	the	DET
fbem-1287	106	12	return	return	NOUN
fbem-1287	106	13	of	of	ADP
fbem-1287	106	14	pairs	pair	NOUN
fbem-1287	106	15	trading	trading	NOUN
fbem-1287	106	16	strategy	strategy	NOUN
fbem-1287	106	17	can	can	AUX
fbem-1287	106	18	be	be	AUX
fbem-1287	106	19	improved	improve	VERB
fbem-1287	106	20	by	by	ADP
fbem-1287	106	21	svm	svm	PROPN
fbem-1287	106	22	and	and	CCONJ
fbem-1287	106	23	svmcan	svmcan	AUX
fbem-1287	106	24	also	also	ADV
fbem-1287	106	25	maintain	maintain	VERB
fbem-1287	106	26	its	its	PRON
fbem-1287	106	27	accuracy	accuracy	NOUN
fbem-1287	106	28	when	when	SCONJ
fbem-1287	106	29	it	it	PRON
fbem-1287	106	30	is	be	AUX
fbem-1287	106	31	transferred	transfer	VERB
fbem-1287	106	32	from	from	ADP
fbem-1287	106	33	the	the	DET
fbem-1287	106	34	formation	formation	NOUN
fbem-1287	106	35	period	period	NOUN
fbem-1287	106	36	to	to	ADP
fbem-1287	106	37	the	the	DET
fbem-1287	106	38	trading	trading	NOUN
fbem-1287	106	39	period	period	NOUN
fbem-1287	106	40	.	.	PUNCT
fbem-1287	107	1	please	please	INTJ
fbem-1287	107	2	note	note	VERB
fbem-1287	107	3	that	that	SCONJ
fbem-1287	107	4	the	the	DET
fbem-1287	107	5	index	index	NOUN
fbem-1287	107	6	of	of	ADP
fbem-1287	107	7	cashflow	cashflow	ADJ
fbem-1287	107	8	difference	difference	NOUN
fbem-1287	107	9	only	only	ADV
fbem-1287	107	10	indicates	indicate	VERB
fbem-1287	107	11	if	if	SCONJ
fbem-1287	107	12	svm	svm	PROPN
fbem-1287	107	13	promotes	promote	VERB
fbem-1287	107	14	the	the	DET
fbem-1287	107	15	pt	pt	NOUN
fbem-1287	107	16	and	and	CCONJ
fbem-1287	107	17	they	they	PRON
fbem-1287	107	18	can	can	AUX
fbem-1287	107	19	not	not	PART
fbem-1287	107	20	be	be	AUX
fbem-1287	107	21	compared	compare	VERB
fbem-1287	107	22	as	as	SCONJ
fbem-1287	107	23	the	the	DET
fbem-1287	107	24	stocks	stock	NOUN
fbem-1287	107	25	`	`	PART
fbem-1287	107	26	prices	price	NOUN
fbem-1287	107	27	are	be	AUX
fbem-1287	107	28	different	different	ADJ
fbem-1287	107	29	.	.	PUNCT
fbem-1287	108	1	however	however	ADV
fbem-1287	108	2	,	,	PUNCT
fbem-1287	108	3	because	because	SCONJ
fbem-1287	108	4	it	it	PRON
fbem-1287	108	5	is	be	AUX
fbem-1287	108	6	assumed	assume	VERB
fbem-1287	108	7	that	that	SCONJ
fbem-1287	108	8	the	the	DET
fbem-1287	108	9	stocks	stock	NOUN
fbem-1287	108	10	in	in	ADP
fbem-1287	108	11	the	the	DET
fbem-1287	108	12	pt	pt	NOUN
fbem-1287	108	13	is	be	AUX
fbem-1287	108	14	equally	equally	ADV
fbem-1287	108	15	weighted	weight	VERB
fbem-1287	108	16	,	,	PUNCT
fbem-1287	108	17	it	it	PRON
fbem-1287	108	18	is	be	AUX
fbem-1287	108	19	also	also	ADV
fbem-1287	108	20	worth	worth	ADJ
fbem-1287	108	21	delving	delve	VERB
fbem-1287	108	22	into	into	ADP
fbem-1287	108	23	the	the	DET
fbem-1287	108	24	stock	stock	NOUN
fbem-1287	108	25	weights	weight	NOUN
fbem-1287	108	26	`	`	PART
fbem-1287	108	27	settings	setting	NOUN
fbem-1287	108	28	in	in	ADP
fbem-1287	108	29	the	the	DET
fbem-1287	108	30	pt	pt	NOUN
fbem-1287	108	31	for	for	ADP
fbem-1287	108	32	a	a	DET
fbem-1287	108	33	higher	high	ADJ
fbem-1287	108	34	and	and	CCONJ
fbem-1287	108	35	less	less	ADV
fbem-1287	108	36	volatile	volatile	ADJ
fbem-1287	108	37	return	return	NOUN
fbem-1287	108	38	.	.	PUNCT
fbem-1287	109	1	references	reference	NOUN
fbem-1287	109	2	[	[	X
fbem-1287	109	3	1	1	NUM
fbem-1287	109	4	]	]	X
fbem-1287	109	5	jiang	jiang	PROPN
fbem-1287	109	6	,	,	PUNCT
fbem-1287	109	7	y.	y.	PROPN
fbem-1287	109	8	(	(	PUNCT
fbem-1287	109	9	2022	2022	NUM
fbem-1287	109	10	)	)	PUNCT
fbem-1287	109	11	.	.	PUNCT
fbem-1287	110	1	application	application	NOUN
fbem-1287	110	2	and	and	CCONJ
fbem-1287	110	3	comparison	comparison	NOUN
fbem-1287	110	4	of	of	ADP
fbem-1287	110	5	multiple	multiple	ADJ
fbem-1287	110	6	machine	machine	NOUN
fbem-1287	110	7	learning	learning	NOUN
fbem-1287	110	8	models	model	NOUN
fbem-1287	110	9	in	in	ADP
fbem-1287	110	10	finance	finance	NOUN
fbem-1287	110	11	.	.	PUNCT
fbem-1287	111	1	scientific	scientific	ADJ
fbem-1287	111	2	programming	programming	NOUN
fbem-1287	111	3	,	,	PUNCT
fbem-1287	111	4	1–9	1–9	NOUN
fbem-1287	111	5	.	.	PUNCT
fbem-1287	112	1	[	[	X
fbem-1287	112	2	2	2	NUM
fbem-1287	112	3	]	]	X
fbem-1287	112	4	jing	jing	NOUN
fbem-1287	112	5	,	,	PUNCT
fbem-1287	112	6	m.(2017	m.(2017	NOUN
fbem-1287	112	7	)	)	PUNCT
fbem-1287	112	8	.	.	PUNCT
fbem-1287	112	9	optimal	optimal	ADJ
fbem-1287	112	10	portfolio	portfolio	NOUN
fbem-1287	112	11	research	research	NOUN
fbem-1287	112	12	with	with	ADP
fbem-1287	112	13	gaussian	gaussian	ADJ
fbem-1287	112	14	kernel	kernel	NOUN
fbem-1287	112	15	support	support	NOUN
fbem-1287	112	16	vector	vector	NOUN
fbem-1287	112	17	machine	machine	NOUN
fbem-1287	112	18	and	and	CCONJ
fbem-1287	112	19	genetic	genetic	ADJ
fbem-1287	112	20	algorithm	algorithm	NOUN
fbem-1287	112	21	,	,	PUNCT
fbem-1287	112	22	economic	economic	ADJ
fbem-1287	112	23	mathematics,2017,34(1):11	mathematics,2017,34(1):11	NOUN
fbem-1287	112	24	-	-	PUNCT
fbem-1287	112	25	17	17	NUM
fbem-1287	112	26	.	.	PUNCT
fbem-1287	113	1	[	[	X
fbem-1287	113	2	3	3	X
fbem-1287	113	3	]	]	X
fbem-1287	113	4	krauss	krauss	PROPN
fbem-1287	113	5	c	c	PROPN
fbem-1287	113	6	,	,	PUNCT
fbem-1287	113	7	stübinger	stübinger	NOUN
fbem-1287	113	8	j.	j.	PROPN
fbem-1287	113	9	non	non	ADJ
fbem-1287	113	10	-	-	ADJ
fbem-1287	113	11	linear	linear	ADJ
fbem-1287	113	12	dependence	dependence	NOUN
fbem-1287	113	13	modelling	modelling	NOUN
fbem-1287	113	14	with	with	ADP
fbem-1287	113	15	bivariate	bivariate	ADJ
fbem-1287	113	16	copulas	copula	NOUN
fbem-1287	113	17	:	:	PUNCT
fbem-1287	113	18	statistical	statistical	ADJ
fbem-1287	113	19	arbitrage	arbitrage	NOUN
fbem-1287	113	20	pairs	pair	NOUN
fbem-1287	113	21	trading	trading	NOUN
fbem-1287	113	22	on	on	ADP
fbem-1287	113	23	the	the	DET
fbem-1287	113	24	s&p	s&p	PROPN
fbem-1287	113	25	100	100	NUM
fbem-1287	113	26	.	.	PUNCT
fbem-1287	114	1	applied	apply	VERB
fbem-1287	114	2	economics	economic	NOUN
fbem-1287	114	3	.	.	PUNCT
fbem-1287	115	1	2017;49(52):5352	2017;49(52):5352	NUM
fbem-1287	115	2	-	-	SYM
fbem-1287	115	3	5369	5369	NUM
fbem-1287	115	4	.	.	PUNCT
fbem-1287	116	1	doi:10.1080/00036846.2017.1305097	doi:10.1080/00036846.2017.1305097	ADJ
fbem-1287	116	2	[	[	X
fbem-1287	116	3	4	4	NUM
fbem-1287	116	4	]	]	X
fbem-1287	116	5	chang	chang	PROPN
fbem-1287	116	6	,	,	PUNCT
fbem-1287	116	7	v.	v.	ADP
fbem-1287	116	8	et	et	PROPN
fbem-1287	116	9	al	al	PROPN
fbem-1287	116	10	.	.	PROPN
fbem-1287	116	11	(	(	PUNCT
fbem-1287	116	12	2021	2021	NUM
fbem-1287	116	13	)	)	PUNCT
fbem-1287	116	14	‘	'	PUNCT
fbem-1287	116	15	pairs	pair	NOUN
fbem-1287	116	16	trading	trade	VERB
fbem-1287	116	17	on	on	ADP
fbem-1287	116	18	different	different	ADJ
fbem-1287	116	19	portfolios	portfolio	NOUN
fbem-1287	116	20	based	base	VERB
fbem-1287	116	21	on	on	ADP
fbem-1287	116	22	machine	machine	NOUN
fbem-1287	116	23	learning	learning	NOUN
fbem-1287	116	24	’	'	PUNCT
fbem-1287	116	25	,	,	PUNCT
fbem-1287	116	26	expert	expert	NOUN
fbem-1287	116	27	systems	system	NOUN
fbem-1287	116	28	,	,	PUNCT
fbem-1287	116	29	38(3	38(3	NUM
fbem-1287	116	30	)	)	PUNCT
fbem-1287	116	31	,	,	PUNCT
fbem-1287	116	32	pp	pp	ADP
fbem-1287	116	33	.	.	PUNCT
fbem-1287	117	1	1–25	1–25	X
fbem-1287	117	2	.	.	PUNCT
fbem-1287	118	1	doi:10.1111	doi:10.1111	PROPN
fbem-1287	118	2	/	/	SYM
fbem-1287	118	3	exsy.12649	exsy.12649	PROPN
fbem-1287	118	4	.	.	PUNCT
fbem-1287	119	1	[	[	X
fbem-1287	119	2	5	5	NUM
fbem-1287	119	3	]	]	SYM
fbem-1287	119	4	zhenyu	zhenyu	NOUN
fbem-1287	119	5	,	,	PUNCT
fbem-1287	119	6	l.	l.	PROPN
fbem-1287	119	7	(	(	PUNCT
fbem-1287	119	8	2019	2019	NUM
fbem-1287	119	9	)	)	PUNCT
fbem-1287	119	10	.	.	PUNCT
fbem-1287	120	1	pair	pair	NOUN
fbem-1287	120	2	trading	trading	NOUN
fbem-1287	120	3	strategy	strategy	NOUN
fbem-1287	120	4	design	design	NOUN
fbem-1287	120	5	between	between	ADP
fbem-1287	120	6	constituent	constituent	ADJ
fbem-1287	120	7	stocks	stock	NOUN
fbem-1287	120	8	of	of	ADP
fbem-1287	120	9	the	the	DET
fbem-1287	120	10	csi	csi	ADJ
fbem-1287	120	11	300	300	NUM
fbem-1287	120	12	index	index	NOUN
fbem-1287	120	13	.	.	PUNCT
fbem-1287	120	14	degree	degree	NOUN
fbem-1287	120	15	dissertation	dissertation	NOUN
fbem-1287	120	16	.	.	PUNCT
