id	sid	tid	token	lemma	pos
fbem-27719	1	1	frontiers	frontier	NOUN
fbem-27719	1	2	in	in	ADP
fbem-27719	1	3	business	business	NOUN
fbem-27719	1	4	,	,	PUNCT
fbem-27719	1	5	economics	economic	NOUN
fbem-27719	1	6	and	and	CCONJ
fbem-27719	1	7	management	management	NOUN
fbem-27719	1	8	issn	issn	PROPN
fbem-27719	1	9	:	:	PUNCT
fbem-27719	1	10	2766	2766	NUM
fbem-27719	1	11	-	-	PUNCT
fbem-27719	1	12	824x	824x	NUM
fbem-27719	1	13	|	|	ADJ
fbem-27719	1	14	vol	vol	NOUN
fbem-27719	1	15	.	.	PROPN
fbem-27719	1	16	17	17	NUM
fbem-27719	1	17	,	,	PUNCT
fbem-27719	1	18	no	no	INTJ
fbem-27719	1	19	.	.	NOUN
fbem-27719	1	20	2	2	NUM
fbem-27719	1	21	,	,	PUNCT
fbem-27719	1	22	2024	2024	NUM
fbem-27719	1	23	380	380	NUM
fbem-27719	1	24	machine	machine	NOUN
fbem-27719	1	25	learning	learning	NOUN
fbem-27719	1	26	-	-	PUNCT
fbem-27719	1	27	driven	drive	VERB
fbem-27719	1	28	stock	stock	NOUN
fbem-27719	1	29	selection	selection	NOUN
fbem-27719	1	30	system	system	NOUN
fbem-27719	1	31	:	:	PUNCT
fbem-27719	1	32	a	a	DET
fbem-27719	1	33	proposed	propose	VERB
fbem-27719	1	34	multi	multi	ADJ
fbem-27719	1	35	-	-	ADJ
fbem-27719	1	36	factor	factor	NOUN
fbem-27719	1	37	model	model	NOUN
fbem-27719	1	38	-	-	PUNCT
fbem-27719	1	39	based	base	VERB
fbem-27719	1	40	navigation	navigation	NOUN
fbem-27719	1	41	tool	tool	NOUN
fbem-27719	1	42	for	for	ADP
fbem-27719	1	43	the	the	DET
fbem-27719	1	44	chinese	chinese	ADJ
fbem-27719	1	45	financial	financial	ADJ
fbem-27719	1	46	market	market	NOUN
fbem-27719	1	47	yuanfu	yuanfu	PROPN
fbem-27719	1	48	wu	wu	PROPN
fbem-27719	2	1	adamson	adamson	PROPN
fbem-27719	2	2	university	university	PROPN
fbem-27719	2	3	,	,	PUNCT
fbem-27719	2	4	manila	manila	PROPN
fbem-27719	2	5	,	,	PUNCT
fbem-27719	2	6	1000	1000	NUM
fbem-27719	2	7	,	,	PUNCT
fbem-27719	2	8	philippines	philippine	NOUN
fbem-27719	2	9	abstract	abstract	ADJ
fbem-27719	2	10	:	:	PUNCT
fbem-27719	2	11	in	in	ADP
fbem-27719	2	12	view	view	NOUN
fbem-27719	2	13	of	of	ADP
fbem-27719	2	14	the	the	DET
fbem-27719	2	15	constantly	constantly	ADV
fbem-27719	2	16	changing	change	VERB
fbem-27719	2	17	and	and	CCONJ
fbem-27719	2	18	volatile	volatile	ADJ
fbem-27719	2	19	nature	nature	NOUN
fbem-27719	2	20	of	of	ADP
fbem-27719	2	21	the	the	DET
fbem-27719	2	22	chinese	chinese	ADJ
fbem-27719	2	23	financial	financial	ADJ
fbem-27719	2	24	landscape	landscape	NOUN
fbem-27719	2	25	,	,	PUNCT
fbem-27719	2	26	characterized	characterize	VERB
fbem-27719	2	27	by	by	ADP
fbem-27719	2	28	the	the	DET
fbem-27719	2	29	introduction	introduction	NOUN
fbem-27719	2	30	of	of	ADP
fbem-27719	2	31	high	high	ADJ
fbem-27719	2	32	-	-	PUNCT
fbem-27719	2	33	tech	tech	NOUN
fbem-27719	2	34	and	and	CCONJ
fbem-27719	2	35	huge	huge	ADJ
fbem-27719	2	36	amounts	amount	NOUN
fbem-27719	2	37	of	of	ADP
fbem-27719	2	38	market	market	NOUN
fbem-27719	2	39	data	datum	NOUN
fbem-27719	2	40	,	,	PUNCT
fbem-27719	2	41	there	there	PRON
fbem-27719	2	42	is	be	VERB
fbem-27719	2	43	a	a	DET
fbem-27719	2	44	need	need	NOUN
fbem-27719	2	45	for	for	ADP
fbem-27719	2	46	an	an	DET
fbem-27719	2	47	improved	improved	ADJ
fbem-27719	2	48	method	method	NOUN
fbem-27719	2	49	for	for	ADP
fbem-27719	2	50	stock	stock	NOUN
fbem-27719	2	51	selection	selection	NOUN
fbem-27719	2	52	.	.	PUNCT
fbem-27719	3	1	conventional	conventional	ADJ
fbem-27719	3	2	stock	stock	NOUN
fbem-27719	3	3	methods	method	NOUN
fbem-27719	3	4	are	be	AUX
fbem-27719	3	5	,	,	PUNCT
fbem-27719	3	6	however	however	ADV
fbem-27719	3	7	,	,	PUNCT
fbem-27719	3	8	inadequate	inadequate	ADJ
fbem-27719	3	9	due	due	ADP
fbem-27719	3	10	to	to	ADP
fbem-27719	3	11	their	their	PRON
fbem-27719	3	12	tendency	tendency	NOUN
fbem-27719	3	13	to	to	PART
fbem-27719	3	14	ignore	ignore	VERB
fbem-27719	3	15	the	the	DET
fbem-27719	3	16	high	high	ADJ
fbem-27719	3	17	volatility	volatility	NOUN
fbem-27719	3	18	of	of	ADP
fbem-27719	3	19	the	the	DET
fbem-27719	3	20	market	market	NOUN
fbem-27719	3	21	and	and	CCONJ
fbem-27719	3	22	the	the	DET
fbem-27719	3	23	nonlinear	nonlinear	ADJ
fbem-27719	3	24	relationship	relationship	NOUN
fbem-27719	3	25	between	between	ADP
fbem-27719	3	26	many	many	ADJ
fbem-27719	3	27	financial	financial	ADJ
fbem-27719	3	28	variables	variable	NOUN
fbem-27719	3	29	which	which	PRON
fbem-27719	3	30	are	be	AUX
fbem-27719	3	31	at	at	ADP
fbem-27719	3	32	play	play	NOUN
fbem-27719	3	33	.	.	PUNCT
fbem-27719	4	1	they	they	PRON
fbem-27719	4	2	have	have	AUX
fbem-27719	4	3	not	not	PART
fbem-27719	4	4	been	be	AUX
fbem-27719	4	5	able	able	ADJ
fbem-27719	4	6	to	to	PART
fbem-27719	4	7	deliver	deliver	VERB
fbem-27719	4	8	predictions	prediction	NOUN
fbem-27719	4	9	that	that	PRON
fbem-27719	4	10	are	be	AUX
fbem-27719	4	11	strong	strong	ADJ
fbem-27719	4	12	and	and	CCONJ
fbem-27719	4	13	accurate	accurate	ADJ
fbem-27719	4	14	.	.	PUNCT
fbem-27719	5	1	this	this	DET
fbem-27719	5	2	research	research	NOUN
fbem-27719	5	3	,	,	PUNCT
fbem-27719	5	4	therefore	therefore	ADV
fbem-27719	5	5	,	,	PUNCT
fbem-27719	5	6	aims	aim	VERB
fbem-27719	5	7	to	to	PART
fbem-27719	5	8	explore	explore	VERB
fbem-27719	5	9	how	how	SCONJ
fbem-27719	5	10	machine	machine	NOUN
fbem-27719	5	11	learning	learn	VERB
fbem-27719	5	12	algorithms	algorithm	NOUN
fbem-27719	5	13	can	can	AUX
fbem-27719	5	14	be	be	AUX
fbem-27719	5	15	utilized	utilize	VERB
fbem-27719	5	16	to	to	PART
fbem-27719	5	17	improve	improve	VERB
fbem-27719	5	18	the	the	DET
fbem-27719	5	19	accuracy	accuracy	NOUN
fbem-27719	5	20	and	and	CCONJ
fbem-27719	5	21	adaptability	adaptability	NOUN
fbem-27719	5	22	of	of	ADP
fbem-27719	5	23	stock	stock	NOUN
fbem-27719	5	24	selection	selection	NOUN
fbem-27719	5	25	models	model	NOUN
fbem-27719	5	26	,	,	PUNCT
fbem-27719	5	27	thereby	thereby	ADV
fbem-27719	5	28	addressing	address	VERB
fbem-27719	5	29	these	these	DET
fbem-27719	5	30	limitations	limitation	NOUN
fbem-27719	5	31	.	.	PUNCT
fbem-27719	6	1	through	through	ADP
fbem-27719	6	2	empirical	empirical	ADJ
fbem-27719	6	3	results	result	NOUN
fbem-27719	6	4	,	,	PUNCT
fbem-27719	6	5	it	it	PRON
fbem-27719	6	6	can	can	AUX
fbem-27719	6	7	be	be	AUX
fbem-27719	6	8	claimed	claim	VERB
fbem-27719	6	9	that	that	SCONJ
fbem-27719	6	10	ml	ml	NOUN
fbem-27719	6	11	models	model	NOUN
fbem-27719	6	12	,	,	PUNCT
fbem-27719	6	13	especially	especially	ADV
fbem-27719	6	14	tree	tree	NOUN
fbem-27719	6	15	-	-	PUNCT
fbem-27719	6	16	based	base	VERB
fbem-27719	6	17	algorithms	algorithm	NOUN
fbem-27719	6	18	like	like	ADP
fbem-27719	6	19	lightgbm	lightgbm	ADJ
fbem-27719	6	20	and	and	CCONJ
fbem-27719	6	21	xgboost	xgboost	ADV
fbem-27719	6	22	,	,	PUNCT
fbem-27719	6	23	are	be	AUX
fbem-27719	6	24	superior	superior	ADJ
fbem-27719	6	25	to	to	ADP
fbem-27719	6	26	traditional	traditional	ADJ
fbem-27719	6	27	models	model	NOUN
fbem-27719	6	28	in	in	ADP
fbem-27719	6	29	predicting	predict	VERB
fbem-27719	6	30	stock	stock	NOUN
fbem-27719	6	31	returns	return	NOUN
fbem-27719	6	32	.	.	PUNCT
fbem-27719	7	1	in	in	ADP
fbem-27719	7	2	this	this	DET
fbem-27719	7	3	case	case	NOUN
fbem-27719	7	4	,	,	PUNCT
fbem-27719	7	5	rolling	roll	VERB
fbem-27719	7	6	windows	window	NOUN
fbem-27719	7	7	are	be	AUX
fbem-27719	7	8	very	very	ADV
fbem-27719	7	9	well	well	ADV
fbem-27719	7	10	adapted	adapt	VERB
fbem-27719	7	11	to	to	ADP
fbem-27719	7	12	machine	machine	NOUN
fbem-27719	7	13	learning	learning	NOUN
fbem-27719	7	14	methods	method	NOUN
fbem-27719	7	15	,	,	PUNCT
fbem-27719	7	16	which	which	PRON
fbem-27719	7	17	stand	stand	VERB
fbem-27719	7	18	out	out	ADP
fbem-27719	7	19	as	as	ADV
fbem-27719	7	20	superior	superior	ADJ
fbem-27719	7	21	in	in	ADP
fbem-27719	7	22	terms	term	NOUN
fbem-27719	7	23	of	of	ADP
fbem-27719	7	24	the	the	DET
fbem-27719	7	25	adaptability	adaptability	NOUN
fbem-27719	7	26	to	to	ADP
fbem-27719	7	27	the	the	DET
fbem-27719	7	28	changing	change	VERB
fbem-27719	7	29	stock	stock	NOUN
fbem-27719	7	30	market	market	NOUN
fbem-27719	7	31	conditions	condition	NOUN
fbem-27719	7	32	.	.	PUNCT
fbem-27719	8	1	in	in	ADP
fbem-27719	8	2	addition	addition	NOUN
fbem-27719	8	3	,	,	PUNCT
fbem-27719	8	4	the	the	DET
fbem-27719	8	5	research	research	NOUN
fbem-27719	8	6	reveals	reveal	VERB
fbem-27719	8	7	the	the	DET
fbem-27719	8	8	necessity	necessity	NOUN
fbem-27719	8	9	of	of	ADP
fbem-27719	8	10	integrating	integrate	VERB
fbem-27719	8	11	the	the	DET
fbem-27719	8	12	market	market	NOUN
fbem-27719	8	13	-	-	PUNCT
fbem-27719	8	14	driven	drive	VERB
fbem-27719	8	15	data	datum	NOUN
fbem-27719	8	16	,	,	PUNCT
fbem-27719	8	17	for	for	ADP
fbem-27719	8	18	instance	instance	NOUN
fbem-27719	8	19	,	,	PUNCT
fbem-27719	8	20	the	the	DET
fbem-27719	8	21	trading	trading	NOUN
fbem-27719	8	22	volume	volume	NOUN
fbem-27719	8	23	and	and	CCONJ
fbem-27719	8	24	the	the	DET
fbem-27719	8	25	momentum	momentum	NOUN
fbem-27719	8	26	,	,	PUNCT
fbem-27719	8	27	into	into	ADP
fbem-27719	8	28	the	the	DET
fbem-27719	8	29	stock	stock	NOUN
fbem-27719	8	30	selection	selection	NOUN
fbem-27719	8	31	models	model	NOUN
fbem-27719	8	32	can	can	AUX
fbem-27719	8	33	help	help	VERB
fbem-27719	8	34	to	to	PART
fbem-27719	8	35	better	well	ADV
fbem-27719	8	36	capture	capture	VERB
fbem-27719	8	37	short	short	ADJ
fbem-27719	8	38	-	-	PUNCT
fbem-27719	8	39	term	term	NOUN
fbem-27719	8	40	pricing	pricing	NOUN
fbem-27719	8	41	dynamics	dynamic	NOUN
fbem-27719	8	42	.	.	PUNCT
fbem-27719	9	1	the	the	DET
fbem-27719	9	2	dissertation	dissertation	NOUN
fbem-27719	9	3	concludes	conclude	VERB
fbem-27719	9	4	with	with	ADP
fbem-27719	9	5	a	a	DET
fbem-27719	9	6	machine	machine	NOUN
fbem-27719	9	7	learning	learning	NOUN
fbem-27719	9	8	-	-	PUNCT
fbem-27719	9	9	based	base	VERB
fbem-27719	9	10	stock	stock	NOUN
fbem-27719	9	11	selection	selection	NOUN
fbem-27719	9	12	system	system	NOUN
fbem-27719	9	13	that	that	PRON
fbem-27719	9	14	is	be	AUX
fbem-27719	9	15	optimized	optimize	VERB
fbem-27719	9	16	for	for	ADP
fbem-27719	9	17	the	the	DET
fbem-27719	9	18	chinese	chinese	ADJ
fbem-27719	9	19	financial	financial	ADJ
fbem-27719	9	20	market	market	NOUN
fbem-27719	9	21	.	.	PUNCT
fbem-27719	10	1	the	the	DET
fbem-27719	10	2	results	result	NOUN
fbem-27719	10	3	of	of	ADP
fbem-27719	10	4	this	this	DET
fbem-27719	10	5	work	work	NOUN
fbem-27719	10	6	will	will	AUX
fbem-27719	10	7	increase	increase	VERB
fbem-27719	10	8	the	the	DET
fbem-27719	10	9	knowledge	knowledge	NOUN
fbem-27719	10	10	of	of	ADP
fbem-27719	10	11	quantitative	quantitative	ADJ
fbem-27719	10	12	fina	fina	PROPN
fbem-27719	10	13	nce	nce	NOUN
fbem-27719	10	14	by	by	ADP
fbem-27719	10	15	showing	show	VERB
fbem-27719	10	16	the	the	DET
fbem-27719	10	17	machine	machine	NOUN
fbem-27719	10	18	learning	learn	VERB
fbem-27719	10	19	algorithms	algorithm	NOUN
fbem-27719	10	20	can	can	AUX
fbem-27719	10	21	be	be	AUX
fbem-27719	10	22	more	more	ADV
fbem-27719	10	23	accurate	accurate	ADJ
fbem-27719	10	24	in	in	ADP
fbem-27719	10	25	stock	stock	NOUN
fbem-27719	10	26	selection	selection	NOUN
fbem-27719	10	27	,	,	PUNCT
fbem-27719	10	28	and	and	CCONJ
fbem-27719	10	29	at	at	ADP
fbem-27719	10	30	the	the	DET
fbem-27719	10	31	same	same	ADJ
fbem-27719	10	32	time	time	NOUN
fbem-27719	10	33	,	,	PUNCT
fbem-27719	10	34	providing	provide	VERB
fbem-27719	10	35	practical	practical	ADJ
fbem-27719	10	36	solutions	solution	NOUN
fbem-27719	10	37	to	to	ADP
fbem-27719	10	38	the	the	DET
fbem-27719	10	39	investors	investor	NOUN
fbem-27719	10	40	and	and	CCONJ
fbem-27719	10	41	financial	financial	ADJ
fbem-27719	10	42	institutions	institution	NOUN
fbem-27719	10	43	.	.	PUNCT
fbem-27719	11	1	the	the	DET
fbem-27719	11	2	research	research	NOUN
fbem-27719	11	3	emphasizes	emphasize	VERB
fbem-27719	11	4	the	the	DET
fbem-27719	11	5	necessity	necessity	NOUN
fbem-27719	11	6	of	of	ADP
fbem-27719	11	7	combining	combine	VERB
fbem-27719	11	8	modern	modern	ADJ
fbem-27719	11	9	computational	computational	ADJ
fbem-27719	11	10	methods	method	NOUN
fbem-27719	11	11	and	and	CCONJ
fbem-27719	11	12	traditional	traditional	ADJ
fbem-27719	11	13	financial	financial	ADJ
fbem-27719	11	14	theories	theory	NOUN
fbem-27719	11	15	to	to	PART
fbem-27719	11	16	devise	devise	VERB
fbem-27719	11	17	more	more	ADV
fbem-27719	11	18	effective	effective	ADJ
fbem-27719	11	19	and	and	CCONJ
fbem-27719	11	20	adaptive	adaptive	ADJ
fbem-27719	11	21	investment	investment	NOUN
fbem-27719	11	22	strategies	strategy	NOUN
fbem-27719	11	23	in	in	ADP
fbem-27719	11	24	a	a	DET
fbem-27719	11	25	complicated	complicated	ADJ
fbem-27719	11	26	financial	financial	ADJ
fbem-27719	11	27	environment	environment	NOUN
fbem-27719	11	28	.	.	PUNCT
fbem-27719	12	1	keywords	keyword	NOUN
fbem-27719	12	2	:	:	PUNCT
fbem-27719	12	3	machine	machine	NOUN
fbem-27719	12	4	learning	learning	NOUN
fbem-27719	12	5	,	,	PUNCT
fbem-27719	12	6	stock	stock	NOUN
fbem-27719	12	7	selection	selection	NOUN
fbem-27719	12	8	,	,	PUNCT
fbem-27719	12	9	multi	multi	ADJ
fbem-27719	12	10	-	-	ADJ
fbem-27719	12	11	factor	factor	NOUN
fbem-27719	12	12	model	model	NOUN
fbem-27719	12	13	,	,	PUNCT
fbem-27719	12	14	chinese	chinese	ADJ
fbem-27719	12	15	financial	financial	ADJ
fbem-27719	12	16	market	market	NOUN
fbem-27719	12	17	,	,	PUNCT
fbem-27719	12	18	quantitative	quantitative	ADJ
fbem-27719	12	19	investment	investment	NOUN
fbem-27719	12	20	factors	factor	NOUN
fbem-27719	12	21	,	,	PUNCT
fbem-27719	12	22	tree	tree	NOUN
fbem-27719	12	23	-	-	PUNCT
fbem-27719	12	24	based	base	VERB
fbem-27719	12	25	models	model	NOUN
fbem-27719	12	26	,	,	PUNCT
fbem-27719	12	27	predictive	predictive	ADJ
fbem-27719	12	28	accuracy	accuracy	NOUN
fbem-27719	12	29	,	,	PUNCT
fbem-27719	12	30	risk	risk	NOUN
fbem-27719	12	31	management	management	NOUN
fbem-27719	12	32	.	.	PUNCT
fbem-27719	13	1	1	1	X
fbem-27719	13	2	.	.	X
fbem-27719	13	3	introduction	introduction	NOUN
fbem-27719	13	4	1.1	1.1	NUM
fbem-27719	13	5	.	.	PUNCT
fbem-27719	14	1	background	background	NOUN
fbem-27719	14	2	of	of	ADP
fbem-27719	14	3	the	the	DET
fbem-27719	14	4	study	study	NOUN
fbem-27719	14	5	the	the	DET
fbem-27719	14	6	present	present	ADJ
fbem-27719	14	7	financial	financial	ADJ
fbem-27719	14	8	markets	market	NOUN
fbem-27719	14	9	are	be	AUX
fbem-27719	14	10	a	a	DET
fbem-27719	14	11	real	real	ADJ
fbem-27719	14	12	maze	maze	NOUN
fbem-27719	14	13	that	that	PRON
fbem-27719	14	14	demands	demand	VERB
fbem-27719	14	15	the	the	DET
fbem-27719	14	16	investors	investor	NOUN
fbem-27719	14	17	to	to	PART
fbem-27719	14	18	navigate	navigate	VERB
fbem-27719	14	19	through	through	ADP
fbem-27719	14	20	the	the	DET
fbem-27719	14	21	labyrinth	labyrinth	NOUN
fbem-27719	14	22	of	of	ADP
fbem-27719	14	23	multiple	multiple	ADJ
fbem-27719	14	24	stock	stock	NOUN
fbem-27719	14	25	alternatives	alternative	NOUN
fbem-27719	14	26	amidst	amidst	ADP
fbem-27719	14	27	the	the	DET
fbem-27719	14	28	surroundings	surrounding	NOUN
fbem-27719	14	29	that	that	PRON
fbem-27719	14	30	are	be	AUX
fbem-27719	14	31	both	both	ADV
fbem-27719	14	32	complex	complex	ADJ
fbem-27719	14	33	and	and	CCONJ
fbem-27719	14	34	dynamic	dynamic	ADJ
fbem-27719	14	35	.	.	PUNCT
fbem-27719	15	1	according	accord	VERB
fbem-27719	15	2	to	to	ADP
fbem-27719	15	3	this	this	DET
fbem-27719	15	4	complicated	complicated	ADJ
fbem-27719	15	5	setting	setting	NOUN
fbem-27719	15	6	,	,	PUNCT
fbem-27719	15	7	there	there	PRON
fbem-27719	15	8	are	be	VERB
fbem-27719	15	9	a	a	DET
fbem-27719	15	10	lot	lot	NOUN
fbem-27719	15	11	of	of	ADP
fbem-27719	15	12	things	thing	NOUN
fbem-27719	15	13	that	that	PRON
fbem-27719	15	14	need	need	VERB
fbem-27719	15	15	to	to	PART
fbem-27719	15	16	be	be	AUX
fbem-27719	15	17	counted	count	VERB
fbem-27719	15	18	,	,	PUNCT
fbem-27719	15	19	such	such	ADJ
fbem-27719	15	20	as	as	ADP
fbem-27719	15	21	the	the	DET
fbem-27719	15	22	world	world	NOUN
fbem-27719	15	23	economy	economy	NOUN
fbem-27719	15	24	,	,	PUNCT
fbem-27719	15	25	technological	technological	ADJ
fbem-27719	15	26	development	development	NOUN
fbem-27719	15	27	,	,	PUNCT
fbem-27719	15	28	geopolitical	geopolitical	ADJ
fbem-27719	15	29	risks	risk	NOUN
fbem-27719	15	30	,	,	PUNCT
fbem-27719	15	31	and	and	CCONJ
fbem-27719	15	32	changing	change	VERB
fbem-27719	15	33	investor	investor	NOUN
fbem-27719	15	34	opinions	opinion	NOUN
fbem-27719	15	35	,	,	PUNCT
fbem-27719	15	36	among	among	ADP
fbem-27719	15	37	others	other	NOUN
fbem-27719	15	38	.	.	PUNCT
fbem-27719	16	1	these	these	DET
fbem-27719	16	2	elements	element	NOUN
fbem-27719	16	3	,	,	PUNCT
fbem-27719	16	4	in	in	ADP
fbem-27719	16	5	turn	turn	NOUN
fbem-27719	16	6	,	,	PUNCT
fbem-27719	16	7	are	be	AUX
fbem-27719	16	8	the	the	DET
fbem-27719	16	9	ones	one	NOUN
fbem-27719	16	10	that	that	PRON
fbem-27719	16	11	cause	cause	VERB
fbem-27719	16	12	the	the	DET
fbem-27719	16	13	financial	financial	ADJ
fbem-27719	16	14	market	market	NOUN
fbem-27719	16	15	to	to	PART
fbem-27719	16	16	keep	keep	VERB
fbem-27719	16	17	on	on	ADP
fbem-27719	16	18	changing	change	VERB
fbem-27719	16	19	and	and	CCONJ
fbem-27719	16	20	revolutionizing	revolutionize	VERB
fbem-27719	16	21	,	,	PUNCT
fbem-27719	16	22	thus	thus	ADV
fbem-27719	16	23	bringing	bring	VERB
fbem-27719	16	24	a	a	DET
fbem-27719	16	25	lot	lot	NOUN
fbem-27719	16	26	of	of	ADP
fbem-27719	16	27	trouble	trouble	NOUN
fbem-27719	16	28	to	to	ADP
fbem-27719	16	29	the	the	DET
fbem-27719	16	30	investors	investor	NOUN
fbem-27719	16	31	who	who	PRON
fbem-27719	16	32	are	be	AUX
fbem-27719	16	33	trying	try	VERB
fbem-27719	16	34	to	to	PART
fbem-27719	16	35	stock	stock	AUX
fbem-27719	16	36	select	select	VERB
fbem-27719	16	37	their	their	PRON
fbem-27719	16	38	decisions	decision	NOUN
fbem-27719	16	39	based	base	VERB
fbem-27719	16	40	on	on	ADP
fbem-27719	16	41	the	the	DET
fbem-27719	16	42	information	information	NOUN
fbem-27719	16	43	they	they	PRON
fbem-27719	16	44	have	have	VERB
fbem-27719	16	45	(	(	PUNCT
fbem-27719	16	46	feng	feng	X
fbem-27719	16	47	,	,	PUNCT
fbem-27719	16	48	seasholes	seashole	NOUN
fbem-27719	16	49	,	,	PUNCT
fbem-27719	16	50	&	&	CCONJ
fbem-27719	16	51	zhang	zhang	PROPN
fbem-27719	16	52	,	,	PUNCT
fbem-27719	16	53	2020	2020	NUM
fbem-27719	16	54	)	)	PUNCT
fbem-27719	16	55	.	.	PUNCT
fbem-27719	17	1	the	the	DET
fbem-27719	17	2	particular	particular	ADJ
fbem-27719	17	3	nature	nature	NOUN
fbem-27719	17	4	of	of	ADP
fbem-27719	17	5	the	the	DET
fbem-27719	17	6	chinese	chinese	ADJ
fbem-27719	17	7	financial	financial	ADJ
fbem-27719	17	8	market	market	NOUN
fbem-27719	17	9	is	be	AUX
fbem-27719	17	10	the	the	DET
fbem-27719	17	11	main	main	ADJ
fbem-27719	17	12	factor	factor	NOUN
fbem-27719	17	13	why	why	SCONJ
fbem-27719	17	14	these	these	DET
fbem-27719	17	15	difficulties	difficulty	NOUN
fbem-27719	17	16	become	become	VERB
fbem-27719	17	17	even	even	ADV
fbem-27719	17	18	more	more	ADV
fbem-27719	17	19	serious	serious	ADJ
fbem-27719	17	20	,	,	PUNCT
fbem-27719	17	21	as	as	ADV
fbem-27719	17	22	well	well	ADV
fbem-27719	17	23	as	as	ADP
fbem-27719	17	24	the	the	DET
fbem-27719	17	25	market	market	NOUN
fbem-27719	17	26	's	's	PART
fbem-27719	17	27	role	role	NOUN
fbem-27719	17	28	in	in	ADP
fbem-27719	17	29	the	the	DET
fbem-27719	17	30	global	global	ADJ
fbem-27719	17	31	economic	economic	ADJ
fbem-27719	17	32	framework	framework	NOUN
fbem-27719	17	33	)	)	PUNCT
fbem-27719	17	34	.	.	PUNCT
fbem-27719	18	1	stock	stock	NOUN
fbem-27719	18	2	picking	picking	NOUN
fbem-27719	18	3	methods	method	NOUN
fbem-27719	18	4	that	that	PRON
fbem-27719	18	5	are	be	AUX
fbem-27719	18	6	stick	stick	NOUN
fbem-27719	18	7	-	-	PUNCT
fbem-27719	18	8	to	to	ADP
fbem-27719	18	9	-	-	PUNCT
fbem-27719	18	10	our	our	PRON
fbem-27719	18	11	-	-	PUNCT
fbem-27719	18	12	roots	root	NOUN
fbem-27719	18	13	and	and	CCONJ
fbem-27719	18	14	rely	rely	VERB
fbem-27719	18	15	solely	solely	ADV
fbem-27719	18	16	on	on	ADP
fbem-27719	18	17	a	a	DET
fbem-27719	18	18	limited	limited	ADJ
fbem-27719	18	19	number	number	NOUN
fbem-27719	18	20	of	of	ADP
fbem-27719	18	21	financial	financial	ADJ
fbem-27719	18	22	ratios	ratio	NOUN
fbem-27719	18	23	like	like	ADP
fbem-27719	18	24	the	the	DET
fbem-27719	18	25	priceto	priceto	NOUN
fbem-27719	18	26	-	-	PUNCT
fbem-27719	18	27	earnings	earning	NOUN
fbem-27719	18	28	and	and	CCONJ
fbem-27719	18	29	the	the	DET
fbem-27719	18	30	price	price	NOUN
fbem-27719	18	31	-	-	PUNCT
fbem-27719	18	32	to	to	ADP
fbem-27719	18	33	-	-	PUNCT
fbem-27719	18	34	book	book	NOUN
fbem-27719	18	35	are	be	AUX
fbem-27719	18	36	not	not	PART
fbem-27719	18	37	appropriate	appropriate	ADJ
fbem-27719	18	38	in	in	ADP
fbem-27719	18	39	today	today	NOUN
fbem-27719	18	40	's	's	PART
fbem-27719	18	41	rapidly	rapidly	ADV
fbem-27719	18	42	changing	change	VERB
fbem-27719	18	43	and	and	CCONJ
fbem-27719	18	44	complicated	complicated	ADJ
fbem-27719	18	45	market	market	NOUN
fbem-27719	18	46	environment	environment	NOUN
fbem-27719	18	47	.	.	PUNCT
fbem-27719	19	1	these	these	DET
fbem-27719	19	2	models	model	NOUN
fbem-27719	19	3	,	,	PUNCT
fbem-27719	19	4	by	by	ADP
fbem-27719	19	5	limiting	limit	VERB
fbem-27719	19	6	themselves	themselves	PRON
fbem-27719	19	7	to	to	ADP
fbem-27719	19	8	a	a	DET
fbem-27719	19	9	narrow	narrow	ADJ
fbem-27719	19	10	range	range	NOUN
fbem-27719	19	11	of	of	ADP
fbem-27719	19	12	factors	factor	NOUN
fbem-27719	19	13	,	,	PUNCT
fbem-27719	19	14	do	do	AUX
fbem-27719	19	15	not	not	PART
fbem-27719	19	16	take	take	VERB
fbem-27719	19	17	into	into	ADP
fbem-27719	19	18	consideration	consideration	NOUN
fbem-27719	19	19	the	the	DET
fbem-27719	19	20	variable	variable	NOUN
fbem-27719	19	21	and	and	CCONJ
fbem-27719	19	22	changing	change	VERB
fbem-27719	19	23	nature	nature	NOUN
fbem-27719	19	24	of	of	ADP
fbem-27719	19	25	market	market	NOUN
fbem-27719	19	26	data	datum	NOUN
fbem-27719	19	27	.	.	PUNCT
fbem-27719	20	1	we	we	PRON
fbem-27719	20	2	reside	reside	VERB
fbem-27719	20	3	in	in	ADP
fbem-27719	20	4	a	a	DET
fbem-27719	20	5	time	time	NOUN
fbem-27719	20	6	characterized	characterize	VERB
fbem-27719	20	7	by	by	ADP
fbem-27719	20	8	an	an	DET
fbem-27719	20	9	excessive	excessive	ADJ
fbem-27719	20	10	amount	amount	NOUN
fbem-27719	20	11	of	of	ADP
fbem-27719	20	12	information	information	NOUN
fbem-27719	20	13	,	,	PUNCT
fbem-27719	20	14	where	where	SCONJ
fbem-27719	20	15	market	market	NOUN
fbem-27719	20	16	data	datum	NOUN
fbem-27719	20	17	and	and	CCONJ
fbem-27719	20	18	information	information	NOUN
fbem-27719	20	19	proliferate	proliferate	VERB
fbem-27719	20	20	at	at	ADP
fbem-27719	20	21	an	an	DET
fbem-27719	20	22	irrationally	irrationally	ADV
fbem-27719	20	23	fast	fast	ADJ
fbem-27719	20	24	pace	pace	NOUN
fbem-27719	20	25	.	.	PUNCT
fbem-27719	21	1	the	the	DET
fbem-27719	21	2	weaknesses	weakness	NOUN
fbem-27719	21	3	of	of	ADP
fbem-27719	21	4	conventional	conventional	ADJ
fbem-27719	21	5	models	model	NOUN
fbem-27719	21	6	become	become	VERB
fbem-27719	21	7	manifestly	manifestly	ADV
fbem-27719	21	8	clear	clear	ADJ
fbem-27719	21	9	.	.	PUNCT
fbem-27719	22	1	they	they	PRON
fbem-27719	22	2	are	be	AUX
fbem-27719	22	3	not	not	PART
fbem-27719	22	4	capable	capable	ADJ
fbem-27719	22	5	of	of	ADP
fbem-27719	22	6	detecting	detect	VERB
fbem-27719	22	7	and	and	CCONJ
fbem-27719	22	8	analyzing	analyze	VERB
fbem-27719	22	9	market	market	NOUN
fbem-27719	22	10	changes	change	NOUN
fbem-27719	22	11	thoroughly	thoroughly	ADV
fbem-27719	22	12	and	and	CCONJ
fbem-27719	22	13	timely	timely	ADJ
fbem-27719	22	14	,	,	PUNCT
fbem-27719	22	15	thus	thus	ADV
fbem-27719	22	16	,	,	PUNCT
fbem-27719	22	17	they	they	PRON
fbem-27719	22	18	are	be	AUX
fbem-27719	22	19	not	not	PART
fbem-27719	22	20	very	very	ADV
fbem-27719	22	21	effective	effective	ADJ
fbem-27719	22	22	in	in	ADP
fbem-27719	22	23	directing	direct	VERB
fbem-27719	22	24	the	the	DET
fbem-27719	22	25	investment	investment	NOUN
fbem-27719	22	26	decisions	decision	NOUN
fbem-27719	22	27	(	(	PUNCT
fbem-27719	22	28	li	li	PROPN
fbem-27719	22	29	&	&	CCONJ
fbem-27719	22	30	zhang	zhang	PROPN
fbem-27719	22	31	,	,	PUNCT
fbem-27719	22	32	2019	2019	NUM
fbem-27719	22	33	;	;	PUNCT
fbem-27719	22	34	liu	liu	PROPN
fbem-27719	22	35	&	&	CCONJ
fbem-27719	22	36	wu	wu	PROPN
fbem-27719	22	37	,	,	PUNCT
fbem-27719	22	38	2021	2021	NUM
fbem-27719	22	39	)	)	PUNCT
fbem-27719	22	40	.	.	PUNCT
fbem-27719	23	1	the	the	DET
fbem-27719	23	2	stock	stock	NOUN
fbem-27719	23	3	selection	selection	NOUN
fbem-27719	23	4	models	model	NOUN
fbem-27719	23	5	have	have	VERB
fbem-27719	23	6	so	so	ADV
fbem-27719	23	7	many	many	ADJ
fbem-27719	23	8	shortcomings	shortcoming	NOUN
fbem-27719	23	9	that	that	SCONJ
fbem-27719	23	10	it	it	PRON
fbem-27719	23	11	is	be	AUX
fbem-27719	23	12	hard	hard	ADJ
fbem-27719	23	13	to	to	PART
fbem-27719	23	14	count	count	VERB
fbem-27719	23	15	them	they	PRON
fbem-27719	23	16	all	all	PRON
fbem-27719	23	17	.	.	PUNCT
fbem-27719	24	1	to	to	PART
fbem-27719	24	2	start	start	VERB
fbem-27719	24	3	with	with	ADP
fbem-27719	24	4	,	,	PUNCT
fbem-27719	24	5	there	there	PRON
fbem-27719	24	6	is	be	VERB
fbem-27719	24	7	the	the	DET
fbem-27719	24	8	tendency	tendency	NOUN
fbem-27719	24	9	of	of	ADP
fbem-27719	24	10	the	the	DET
fbem-27719	24	11	models	model	NOUN
fbem-27719	24	12	to	to	PART
fbem-27719	24	13	think	think	VERB
fbem-27719	24	14	too	too	ADV
fbem-27719	24	15	highly	highly	ADV
fbem-27719	24	16	of	of	ADP
fbem-27719	24	17	the	the	DET
fbem-27719	24	18	individual	individual	ADJ
fbem-27719	24	19	factors	factor	NOUN
fbem-27719	24	20	or	or	CCONJ
fbem-27719	24	21	a	a	DET
fbem-27719	24	22	certain	certain	ADJ
fbem-27719	24	23	group	group	NOUN
fbem-27719	24	24	of	of	ADP
fbem-27719	24	25	the	the	DET
fbem-27719	24	26	financial	financial	ADJ
fbem-27719	24	27	indicators	indicator	NOUN
fbem-27719	24	28	which	which	PRON
fbem-27719	24	29	limit	limit	VERB
fbem-27719	24	30	them	they	PRON
fbem-27719	24	31	to	to	ADP
fbem-27719	24	32	only	only	ADV
fbem-27719	24	33	a	a	DET
fbem-27719	24	34	part	part	NOUN
fbem-27719	24	35	of	of	ADP
fbem-27719	24	36	the	the	DET
fbem-27719	24	37	market	market	NOUN
fbem-27719	24	38	's	's	PART
fbem-27719	24	39	multifaceted	multifaceted	ADJ
fbem-27719	24	40	properties	property	NOUN
fbem-27719	24	41	(	(	PUNCT
fbem-27719	24	42	tsai	tsai	PROPN
fbem-27719	24	43	,	,	PUNCT
fbem-27719	24	44	gao	gao	PROPN
fbem-27719	24	45	,	,	PUNCT
fbem-27719	24	46	&	&	CCONJ
fbem-27719	24	47	yuan	yuan	PROPN
fbem-27719	24	48	,	,	PUNCT
fbem-27719	24	49	2023	2023	NUM
fbem-27719	24	50	)	)	PUNCT
fbem-27719	24	51	.	.	PUNCT
fbem-27719	25	1	this	this	PRON
fbem-27719	25	2	is	be	AUX
fbem-27719	25	3	too	too	ADV
fbem-27719	25	4	simple	simple	ADJ
fbem-27719	25	5	and	and	CCONJ
fbem-27719	25	6	does	do	AUX
fbem-27719	25	7	not	not	PART
fbem-27719	25	8	consider	consider	VERB
fbem-27719	25	9	such	such	ADJ
fbem-27719	25	10	factors	factor	NOUN
fbem-27719	25	11	as	as	ADP
fbem-27719	25	12	the	the	DET
fbem-27719	25	13	macroeconomic	macroeconomic	ADJ
fbem-27719	25	14	indicators	indicator	NOUN
fbem-27719	25	15	,	,	PUNCT
fbem-27719	25	16	the	the	DET
fbem-27719	25	17	fundamentals	fundamental	NOUN
fbem-27719	25	18	of	of	ADP
fbem-27719	25	19	the	the	DET
fbem-27719	25	20	company	company	NOUN
fbem-27719	25	21	,	,	PUNCT
fbem-27719	25	22	and	and	CCONJ
fbem-27719	25	23	the	the	DET
fbem-27719	25	24	market	market	NOUN
fbem-27719	25	25	sentiment	sentiment	NOUN
fbem-27719	25	26	that	that	PRON
fbem-27719	25	27	can	can	AUX
fbem-27719	25	28	influence	influence	VERB
fbem-27719	25	29	the	the	DET
fbem-27719	25	30	stock	stock	NOUN
fbem-27719	25	31	prices	price	NOUN
fbem-27719	25	32	.	.	PUNCT
fbem-27719	26	1	besides	besides	SCONJ
fbem-27719	26	2	,	,	PUNCT
fbem-27719	26	3	the	the	DET
fbem-27719	26	4	models	model	NOUN
fbem-27719	26	5	do	do	AUX
fbem-27719	26	6	not	not	PART
fbem-27719	26	7	adapt	adapt	VERB
fbem-27719	26	8	to	to	ADP
fbem-27719	26	9	the	the	DET
fbem-27719	26	10	rapid	rapid	ADJ
fbem-27719	26	11	changes	change	NOUN
fbem-27719	26	12	that	that	PRON
fbem-27719	26	13	characterize	characterize	VERB
fbem-27719	26	14	the	the	DET
fbem-27719	26	15	present	present	ADJ
fbem-27719	26	16	financial	financial	ADJ
fbem-27719	26	17	markets	market	NOUN
fbem-27719	26	18	.	.	PUNCT
fbem-27719	27	1	they	they	PRON
fbem-27719	27	2	frequently	frequently	ADV
fbem-27719	27	3	do	do	AUX
fbem-27719	27	4	not	not	PART
fbem-27719	27	5	reflect	reflect	VERB
fbem-27719	27	6	the	the	DET
fbem-27719	27	7	present	present	ADJ
fbem-27719	27	8	market	market	NOUN
fbem-27719	27	9	conditions	condition	NOUN
fbem-27719	27	10	or	or	CCONJ
fbem-27719	27	11	the	the	DET
fbem-27719	27	12	new	new	ADJ
fbem-27719	27	13	data	datum	NOUN
fbem-27719	27	14	in	in	ADP
fbem-27719	27	15	real	real	ADJ
fbem-27719	27	16	-	-	PUNCT
fbem-27719	27	17	time	time	NOUN
fbem-27719	27	18	,	,	PUNCT
fbem-27719	27	19	thus	thus	ADV
fbem-27719	27	20	,	,	PUNCT
fbem-27719	27	21	the	the	DET
fbem-27719	27	22	analyses	analysis	NOUN
fbem-27719	27	23	are	be	AUX
fbem-27719	27	24	out	out	ADP
fbem-27719	27	25	of	of	ADP
fbem-27719	27	26	date	date	NOUN
fbem-27719	27	27	or	or	CCONJ
fbem-27719	27	28	inaccurate	inaccurate	ADJ
fbem-27719	27	29	.	.	PUNCT
fbem-27719	28	1	on	on	ADP
fbem-27719	28	2	top	top	NOUN
fbem-27719	28	3	of	of	ADP
fbem-27719	28	4	that	that	PRON
fbem-27719	28	5	,	,	PUNCT
fbem-27719	28	6	the	the	DET
fbem-27719	28	7	traditional	traditional	ADJ
fbem-27719	28	8	ones	one	NOUN
fbem-27719	28	9	have	have	VERB
fbem-27719	28	10	not	not	PART
fbem-27719	28	11	the	the	DET
fbem-27719	28	12	competence	competence	NOUN
fbem-27719	28	13	to	to	PART
fbem-27719	28	14	manage	manage	VERB
fbem-27719	28	15	the	the	DET
fbem-27719	28	16	existing	exist	VERB
fbem-27719	28	17	vast	vast	ADJ
fbem-27719	28	18	data	datum	NOUN
fbem-27719	28	19	properly	properly	ADV
fbem-27719	28	20	.	.	PUNCT
fbem-27719	29	1	in	in	ADP
fbem-27719	29	2	the	the	DET
fbem-27719	29	3	time	time	NOUN
fbem-27719	29	4	of	of	ADP
fbem-27719	29	5	information	information	NOUN
fbem-27719	29	6	overload	overload	NOUN
fbem-27719	29	7	,	,	PUNCT
fbem-27719	29	8	the	the	DET
fbem-27719	29	9	ability	ability	NOUN
fbem-27719	29	10	to	to	PART
fbem-27719	29	11	filter	filter	VERB
fbem-27719	29	12	out	out	ADP
fbem-27719	29	13	,	,	PUNCT
fbem-27719	29	14	analyze	analyze	VERB
fbem-27719	29	15	,	,	PUNCT
fbem-27719	29	16	and	and	CCONJ
fbem-27719	29	17	get	get	VERB
fbem-27719	29	18	insights	insight	NOUN
fbem-27719	29	19	from	from	ADP
fbem-27719	29	20	massive	massive	ADJ
fbem-27719	29	21	datasets	dataset	NOUN
fbem-27719	29	22	is	be	AUX
fbem-27719	29	23	something	something	PRON
fbem-27719	29	24	very	very	ADV
fbem-27719	29	25	important	important	ADJ
fbem-27719	29	26	.	.	PUNCT
fbem-27719	30	1	still	still	ADV
fbem-27719	30	2	,	,	PUNCT
fbem-27719	30	3	traditional	traditional	ADJ
fbem-27719	30	4	models	model	NOUN
fbem-27719	30	5	lack	lack	VERB
fbem-27719	30	6	the	the	DET
fbem-27719	30	7	computational	computational	ADJ
fbem-27719	30	8	power	power	NOUN
fbem-27719	30	9	and	and	CCONJ
fbem-27719	30	10	sophistication	sophistication	NOUN
fbem-27719	30	11	that	that	PRON
fbem-27719	30	12	data	datum	NOUN
fbem-27719	30	13	deluge	deluge	NOUN
fbem-27719	30	14	requires	require	VERB
fbem-27719	30	15	,	,	PUNCT
fbem-27719	30	16	thus	thus	ADV
fbem-27719	30	17	,	,	PUNCT
fbem-27719	30	18	there	there	PRON
fbem-27719	30	19	is	be	VERB
fbem-27719	30	20	a	a	DET
fbem-27719	30	21	big	big	ADJ
fbem-27719	30	22	discrepancy	discrepancy	NOUN
fbem-27719	30	23	in	in	ADP
fbem-27719	30	24	their	their	PRON
fbem-27719	30	25	analytical	analytical	ADJ
fbem-27719	30	26	capabilities	capability	NOUN
fbem-27719	30	27	(	(	PUNCT
fbem-27719	30	28	arnott	arnott	PROPN
fbem-27719	30	29	,	,	PUNCT
fbem-27719	30	30	clements	clements	PROPN
fbem-27719	30	31	,	,	PUNCT
fbem-27719	30	32	kalesnik	kalesnik	NOUN
fbem-27719	30	33	,	,	PUNCT
fbem-27719	30	34	&	&	CCONJ
fbem-27719	30	35	linnainmaa	linnainmaa	PROPN
fbem-27719	30	36	,	,	PUNCT
fbem-27719	30	37	2019	2019	NUM
fbem-27719	30	38	;	;	PUNCT
fbem-27719	30	39	chen	chen	PROPN
fbem-27719	30	40	,	,	PUNCT
fbem-27719	30	41	tang	tang	PROPN
fbem-27719	30	42	,	,	PUNCT
fbem-27719	30	43	yao	yao	PROPN
fbem-27719	30	44	,	,	PUNCT
fbem-27719	30	45	&	&	CCONJ
fbem-27719	30	46	zhou	zhou	PROPN
fbem-27719	30	47	,	,	PUNCT
fbem-27719	30	48	2019	2019	NUM
fbem-27719	30	49	)	)	PUNCT
fbem-27719	30	50	.	.	PUNCT
fbem-27719	31	1	machine	machine	NOUN
fbem-27719	31	2	learning	learning	NOUN
fbem-27719	31	3	's	's	PART
fbem-27719	31	4	incorporation	incorporation	NOUN
fbem-27719	31	5	in	in	ADP
fbem-27719	31	6	stock	stock	NOUN
fbem-27719	31	7	selection	selection	NOUN
fbem-27719	31	8	might	might	AUX
fbem-27719	31	9	be	be	AUX
fbem-27719	31	10	the	the	DET
fbem-27719	31	11	best	good	ADJ
fbem-27719	31	12	way	way	NOUN
fbem-27719	31	13	to	to	PART
fbem-27719	31	14	solve	solve	VERB
fbem-27719	31	15	those	those	DET
fbem-27719	31	16	issues	issue	NOUN
fbem-27719	31	17	.	.	PUNCT
fbem-27719	32	1	recent	recent	ADJ
fbem-27719	32	2	advances	advance	NOUN
fbem-27719	32	3	in	in	ADP
fbem-27719	32	4	data	datum	NOUN
fbem-27719	32	5	technology	technology	NOUN
fbem-27719	32	6	and	and	CCONJ
fbem-27719	32	7	computer	computer	NOUN
fbem-27719	32	8	capacity	capacity	NOUN
fbem-27719	32	9	have	have	AUX
fbem-27719	32	10	enabled	enable	VERB
fbem-27719	32	11	the	the	DET
fbem-27719	32	12	use	use	NOUN
fbem-27719	32	13	of	of	ADP
fbem-27719	32	14	machine	machine	NOUN
fbem-27719	32	15	learning	learn	VERB
fbem-27719	32	16	algorithms	algorithm	NOUN
fbem-27719	32	17	in	in	ADP
fbem-27719	32	18	banking	banking	NOUN
fbem-27719	32	19	.	.	PUNCT
fbem-27719	33	1	no	no	ADV
fbem-27719	33	2	doubt	doubt	ADV
fbem-27719	33	3	,	,	PUNCT
fbem-27719	33	4	machine	machine	NOUN
fbem-27719	33	5	learning	learning	NOUN
fbem-27719	33	6	is	be	AUX
fbem-27719	33	7	the	the	DET
fbem-27719	33	8	main	main	ADJ
fbem-27719	33	9	alternative	alternative	NOUN
fbem-27719	33	10	that	that	PRON
fbem-27719	33	11	can	can	AUX
fbem-27719	33	12	find	find	VERB
fbem-27719	33	13	out	out	ADP
fbem-27719	33	14	non	non	ADJ
fbem-27719	33	15	-	-	ADJ
fbem-27719	33	16	linear	linear	ADJ
fbem-27719	33	17	relationships	relationship	NOUN
fbem-27719	33	18	between	between	ADP
fbem-27719	33	19	many	many	ADJ
fbem-27719	33	20	different	different	ADJ
fbem-27719	33	21	variables	variable	NOUN
fbem-27719	33	22	and	and	CCONJ
fbem-27719	33	23	the	the	DET
fbem-27719	33	24	381	381	NUM
fbem-27719	33	25	market	market	NOUN
fbem-27719	33	26	.	.	PUNCT
fbem-27719	34	1	they	they	PRON
fbem-27719	34	2	are	be	AUX
fbem-27719	34	3	more	more	ADV
fbem-27719	34	4	flexible	flexible	ADJ
fbem-27719	34	5	in	in	ADP
fbem-27719	34	6	choosing	choose	VERB
fbem-27719	34	7	stocks	stock	NOUN
fbem-27719	34	8	as	as	SCONJ
fbem-27719	34	9	they	they	PRON
fbem-27719	34	10	can	can	AUX
fbem-27719	34	11	change	change	VERB
fbem-27719	34	12	with	with	ADP
fbem-27719	34	13	new	new	ADJ
fbem-27719	34	14	information	information	NOUN
fbem-27719	34	15	and	and	CCONJ
fbem-27719	34	16	different	different	ADJ
fbem-27719	34	17	market	market	NOUN
fbem-27719	34	18	conditions	condition	NOUN
fbem-27719	34	19	(	(	PUNCT
fbem-27719	34	20	zhang	zhang	PROPN
fbem-27719	34	21	&	&	CCONJ
fbem-27719	34	22	zheng	zheng	PROPN
fbem-27719	34	23	,	,	PUNCT
fbem-27719	34	24	2019	2019	NUM
fbem-27719	34	25	;	;	PUNCT
fbem-27719	34	26	li	li	PROPN
fbem-27719	34	27	et	et	PROPN
fbem-27719	34	28	al	al	PROPN
fbem-27719	34	29	.	.	PROPN
fbem-27719	34	30	,	,	PUNCT
fbem-27719	34	31	2020	2020	NUM
fbem-27719	34	32	)	)	PUNCT
fbem-27719	34	33	.	.	PUNCT
fbem-27719	35	1	a	a	DET
fbem-27719	35	2	broad	broad	ADJ
fbem-27719	35	3	range	range	NOUN
fbem-27719	35	4	of	of	ADP
fbem-27719	35	5	data	datum	NOUN
fbem-27719	35	6	sources	source	NOUN
fbem-27719	35	7	and	and	CCONJ
fbem-27719	35	8	advanced	advanced	ADJ
fbem-27719	35	9	analytical	analytical	ADJ
fbem-27719	35	10	techniques	technique	NOUN
fbem-27719	35	11	are	be	AUX
fbem-27719	35	12	among	among	ADP
fbem-27719	35	13	the	the	DET
fbem-27719	35	14	reasons	reason	NOUN
fbem-27719	35	15	why	why	SCONJ
fbem-27719	35	16	machine	machine	NOUN
fbem-27719	35	17	learning	learn	VERB
fbem-27719	35	18	algorithms	algorithm	NOUN
fbem-27719	35	19	give	give	VERB
fbem-27719	35	20	a	a	DET
fbem-27719	35	21	more	more	ADV
fbem-27719	35	22	complete	complete	ADJ
fbem-27719	35	23	and	and	CCONJ
fbem-27719	35	24	deeper	deep	ADJ
fbem-27719	35	25	view	view	NOUN
fbem-27719	35	26	of	of	ADP
fbem-27719	35	27	the	the	DET
fbem-27719	35	28	market	market	NOUN
fbem-27719	35	29	data	datum	NOUN
fbem-27719	35	30	.	.	PUNCT
fbem-27719	36	1	hence	hence	ADV
fbem-27719	36	2	,	,	PUNCT
fbem-27719	36	3	they	they	PRON
fbem-27719	36	4	ensnare	ensnare	VERB
fbem-27719	36	5	the	the	DET
fbem-27719	36	6	complexity	complexity	NOUN
fbem-27719	36	7	and	and	CCONJ
fbem-27719	36	8	diversity	diversity	NOUN
fbem-27719	36	9	of	of	ADP
fbem-27719	36	10	financial	financial	ADJ
fbem-27719	36	11	markets	market	NOUN
fbem-27719	36	12	easily	easily	ADV
fbem-27719	36	13	and	and	CCONJ
fbem-27719	36	14	thus	thus	ADV
fbem-27719	36	15	,	,	PUNCT
fbem-27719	36	16	stock	stock	NOUN
fbem-27719	36	17	selection	selection	NOUN
fbem-27719	36	18	models	model	NOUN
fbem-27719	36	19	achieve	achieve	VERB
fbem-27719	36	20	higher	high	ADJ
fbem-27719	36	21	accuracy	accuracy	NOUN
fbem-27719	36	22	and	and	CCONJ
fbem-27719	36	23	robustness	robustness	NOUN
fbem-27719	36	24	(	(	PUNCT
fbem-27719	36	25	wu	wu	PROPN
fbem-27719	36	26	et	et	PROPN
fbem-27719	36	27	al	al	PROPN
fbem-27719	36	28	.	.	PROPN
fbem-27719	36	29	,	,	PUNCT
fbem-27719	36	30	2021	2021	NUM
fbem-27719	36	31	;	;	PUNCT
fbem-27719	36	32	yang	yang	PROPN
fbem-27719	36	33	&	&	CCONJ
fbem-27719	36	34	wang	wang	PROPN
fbem-27719	36	35	,	,	PUNCT
fbem-27719	36	36	2020	2020	NUM
fbem-27719	36	37	)	)	PUNCT
fbem-27719	36	38	.	.	PUNCT
fbem-27719	37	1	although	although	SCONJ
fbem-27719	37	2	a	a	DET
fbem-27719	37	3	large	large	ADJ
fbem-27719	37	4	volume	volume	NOUN
fbem-27719	37	5	of	of	ADP
fbem-27719	37	6	research	research	NOUN
fbem-27719	37	7	articles	article	NOUN
fbem-27719	37	8	on	on	ADP
fbem-27719	37	9	stock	stock	NOUN
fbem-27719	37	10	markets	market	NOUN
fbem-27719	37	11	and	and	CCONJ
fbem-27719	37	12	models	model	NOUN
fbem-27719	37	13	used	use	VERB
fbem-27719	37	14	for	for	ADP
fbem-27719	37	15	stock	stock	NOUN
fbem-27719	37	16	selection	selection	NOUN
fbem-27719	37	17	has	have	AUX
fbem-27719	37	18	been	be	AUX
fbem-27719	37	19	published	publish	VERB
fbem-27719	37	20	,	,	PUNCT
fbem-27719	37	21	the	the	DET
fbem-27719	37	22	actual	actual	ADJ
fbem-27719	37	23	challenges	challenge	NOUN
fbem-27719	37	24	that	that	PRON
fbem-27719	37	25	the	the	DET
fbem-27719	37	26	chinese	chinese	ADJ
fbem-27719	37	27	market	market	NOUN
fbem-27719	37	28	brings	bring	VERB
fbem-27719	37	29	as	as	ADV
fbem-27719	37	30	well	well	ADV
fbem-27719	37	31	as	as	ADP
fbem-27719	37	32	how	how	SCONJ
fbem-27719	37	33	to	to	PART
fbem-27719	37	34	tackle	tackle	VERB
fbem-27719	37	35	them	they	PRON
fbem-27719	37	36	is	be	AUX
fbem-27719	37	37	still	still	ADV
fbem-27719	37	38	being	be	AUX
fbem-27719	37	39	understood	understand	VERB
fbem-27719	37	40	.	.	PUNCT
fbem-27719	38	1	due	due	ADP
fbem-27719	38	2	to	to	ADP
fbem-27719	38	3	the	the	DET
fbem-27719	38	4	limits	limit	NOUN
fbem-27719	38	5	of	of	ADP
fbem-27719	38	6	traditional	traditional	ADJ
fbem-27719	38	7	stock	stock	NOUN
fbem-27719	38	8	selection	selection	NOUN
fbem-27719	38	9	methods	method	NOUN
fbem-27719	38	10	and	and	CCONJ
fbem-27719	38	11	the	the	DET
fbem-27719	38	12	promise	promise	NOUN
fbem-27719	38	13	of	of	ADP
fbem-27719	38	14	machine	machine	NOUN
fbem-27719	38	15	learning	learning	NOUN
fbem-27719	38	16	algorithms	algorithm	NOUN
fbem-27719	38	17	,	,	PUNCT
fbem-27719	38	18	empirical	empirical	ADJ
fbem-27719	38	19	study	study	NOUN
fbem-27719	38	20	is	be	AUX
fbem-27719	38	21	needed	need	VERB
fbem-27719	38	22	.	.	PUNCT
fbem-27719	39	1	this	this	DET
fbem-27719	39	2	study	study	NOUN
fbem-27719	39	3	examines	examine	VERB
fbem-27719	39	4	chinese	chinese	ADJ
fbem-27719	39	5	stock	stock	NOUN
fbem-27719	39	6	selection	selection	NOUN
fbem-27719	39	7	using	use	VERB
fbem-27719	39	8	a	a	DET
fbem-27719	39	9	multi	multi	ADJ
fbem-27719	39	10	-	-	ADJ
fbem-27719	39	11	factor	factor	NOUN
fbem-27719	39	12	model	model	NOUN
fbem-27719	39	13	based	base	VERB
fbem-27719	39	14	on	on	ADP
fbem-27719	39	15	machine	machine	NOUN
fbem-27719	39	16	learning	learn	VERB
fbem-27719	39	17	to	to	PART
fbem-27719	39	18	fill	fill	VERB
fbem-27719	39	19	the	the	DET
fbem-27719	39	20	research	research	NOUN
fbem-27719	39	21	gap	gap	NOUN
fbem-27719	39	22	.	.	PUNCT
fbem-27719	40	1	the	the	DET
fbem-27719	40	2	objective	objective	NOUN
fbem-27719	40	3	is	be	AUX
fbem-27719	40	4	to	to	PART
fbem-27719	40	5	equip	equip	VERB
fbem-27719	40	6	investors	investor	NOUN
fbem-27719	40	7	with	with	ADP
fbem-27719	40	8	an	an	DET
fbem-27719	40	9	efficient	efficient	ADJ
fbem-27719	40	10	and	and	CCONJ
fbem-27719	40	11	flexible	flexible	ADJ
fbem-27719	40	12	tool	tool	NOUN
fbem-27719	40	13	for	for	ADP
fbem-27719	40	14	navigating	navigate	VERB
fbem-27719	40	15	the	the	DET
fbem-27719	40	16	intricacies	intricacy	NOUN
fbem-27719	40	17	of	of	ADP
fbem-27719	40	18	the	the	DET
fbem-27719	40	19	chinese	chinese	ADJ
fbem-27719	40	20	financial	financial	ADJ
fbem-27719	40	21	market	market	NOUN
fbem-27719	40	22	,	,	PUNCT
fbem-27719	40	23	thus	thus	ADV
fbem-27719	40	24	augmenting	augment	VERB
fbem-27719	40	25	the	the	DET
fbem-27719	40	26	existing	exist	VERB
fbem-27719	40	27	knowledge	knowledge	NOUN
fbem-27719	40	28	in	in	ADP
fbem-27719	40	29	the	the	DET
fbem-27719	40	30	field	field	NOUN
fbem-27719	40	31	of	of	ADP
fbem-27719	40	32	finance	finance	NOUN
fbem-27719	40	33	.	.	PUNCT
fbem-27719	41	1	in	in	ADP
fbem-27719	41	2	its	its	PRON
fbem-27719	41	3	turn	turn	NOUN
fbem-27719	41	4	,	,	PUNCT
fbem-27719	41	5	this	this	DET
fbem-27719	41	6	context	context	NOUN
fbem-27719	41	7	provides	provide	VERB
fbem-27719	41	8	a	a	DET
fbem-27719	41	9	basis	basis	NOUN
fbem-27719	41	10	for	for	SCONJ
fbem-27719	41	11	the	the	DET
fbem-27719	41	12	further	further	ADJ
fbem-27719	41	13	investigation	investigation	NOUN
fbem-27719	41	14	of	of	ADP
fbem-27719	41	15	the	the	DET
fbem-27719	41	16	empirical	empirical	ADJ
fbem-27719	41	17	research	research	NOUN
fbem-27719	41	18	concerning	concern	VERB
fbem-27719	41	19	stock	stock	NOUN
fbem-27719	41	20	selection	selection	NOUN
fbem-27719	41	21	through	through	ADP
fbem-27719	41	22	a	a	DET
fbem-27719	41	23	multi	multi	ADJ
fbem-27719	41	24	-	-	ADJ
fbem-27719	41	25	factor	factor	NOUN
fbem-27719	41	26	model	model	NOUN
fbem-27719	41	27	based	base	VERB
fbem-27719	41	28	on	on	ADP
fbem-27719	41	29	machine	machine	NOUN
fbem-27719	41	30	learning	learning	NOUN
fbem-27719	41	31	as	as	ADP
fbem-27719	41	32	a	a	DET
fbem-27719	41	33	potentially	potentially	ADV
fbem-27719	41	34	effective	effective	ADJ
fbem-27719	41	35	navigation	navigation	NOUN
fbem-27719	41	36	tool	tool	NOUN
fbem-27719	41	37	in	in	ADP
fbem-27719	41	38	the	the	DET
fbem-27719	41	39	chinese	chinese	ADJ
fbem-27719	41	40	financial	financial	ADJ
fbem-27719	41	41	market	market	NOUN
fbem-27719	41	42	the	the	DET
fbem-27719	41	43	research	research	NOUN
fbem-27719	41	44	aims	aim	VERB
fbem-27719	41	45	to	to	PART
fbem-27719	41	46	look	look	VERB
fbem-27719	41	47	at	at	ADP
fbem-27719	41	48	the	the	DET
fbem-27719	41	49	way	way	NOUN
fbem-27719	41	50	the	the	DET
fbem-27719	41	51	traditional	traditional	ADJ
fbem-27719	41	52	stock	stock	NOUN
fbem-27719	41	53	selection	selection	NOUN
fbem-27719	41	54	models	model	NOUN
fbem-27719	41	55	’	’	PART
fbem-27719	41	56	weaknesses	weakness	NOUN
fbem-27719	41	57	and	and	CCONJ
fbem-27719	41	58	the	the	DET
fbem-27719	41	59	machine	machine	NOUN
fbem-27719	41	60	learning	learn	VERB
fbem-27719	41	61	algorithms	algorithm	NOUN
fbem-27719	41	62	’	'	PUNCT
fbem-27719	41	63	advantages	advantage	NOUN
fbem-27719	41	64	could	could	AUX
fbem-27719	41	65	be	be	AUX
fbem-27719	41	66	complemented	complement	VERB
fbem-27719	41	67	to	to	PART
fbem-27719	41	68	form	form	VERB
fbem-27719	41	69	a	a	DET
fbem-27719	41	70	new	new	ADJ
fbem-27719	41	71	perspective	perspective	NOUN
fbem-27719	41	72	on	on	ADP
fbem-27719	41	73	stock	stock	NOUN
fbem-27719	41	74	selection	selection	NOUN
fbem-27719	41	75	strategies	strategy	NOUN
fbem-27719	41	76	in	in	ADP
fbem-27719	41	77	the	the	DET
fbem-27719	41	78	context	context	NOUN
fbem-27719	41	79	of	of	ADP
fbem-27719	41	80	the	the	DET
fbem-27719	41	81	rapidly	rapidly	ADV
fbem-27719	41	82	changing	change	VERB
fbem-27719	41	83	chinese	chinese	ADJ
fbem-27719	41	84	financial	financial	ADJ
fbem-27719	41	85	landscape	landscape	NOUN
fbem-27719	41	86	.	.	PUNCT
fbem-27719	42	1	1.2	1.2	NUM
fbem-27719	42	2	.	.	PUNCT
fbem-27719	42	3	related	relate	VERB
fbem-27719	42	4	literature	literature	NOUN
fbem-27719	42	5	the	the	DET
fbem-27719	42	6	literature	literature	NOUN
fbem-27719	42	7	analyzed	analyze	VERB
fbem-27719	42	8	together	together	ADV
fbem-27719	42	9	illustrates	illustrate	VERB
fbem-27719	42	10	the	the	DET
fbem-27719	42	11	defects	defect	NOUN
fbem-27719	42	12	of	of	ADP
fbem-27719	42	13	the	the	DET
fbem-27719	42	14	conventional	conventional	ADJ
fbem-27719	42	15	stock	stock	NOUN
fbem-27719	42	16	-	-	PUNCT
fbem-27719	42	17	picking	picking	NOUN
fbem-27719	42	18	approaches	approach	NOUN
fbem-27719	42	19	in	in	ADP
fbem-27719	42	20	the	the	DET
fbem-27719	42	21	atmosphere	atmosphere	NOUN
fbem-27719	42	22	of	of	ADP
fbem-27719	42	23	the	the	DET
fbem-27719	42	24	ever	ever	ADV
fbem-27719	42	25	-	-	PUNCT
fbem-27719	42	26	changing	change	VERB
fbem-27719	42	27	chinese	chinese	ADJ
fbem-27719	42	28	financial	financial	ADJ
fbem-27719	42	29	market	market	NOUN
fbem-27719	42	30	.	.	PUNCT
fbem-27719	43	1	one	one	NUM
fbem-27719	43	2	common	common	ADJ
fbem-27719	43	3	thread	thread	NOUN
fbem-27719	43	4	that	that	PRON
fbem-27719	43	5	can	can	AUX
fbem-27719	43	6	be	be	AUX
fbem-27719	43	7	found	find	VERB
fbem-27719	43	8	in	in	ADP
fbem-27719	43	9	the	the	DET
fbem-27719	43	10	studies	study	NOUN
fbem-27719	43	11	including	include	VERB
fbem-27719	43	12	zhang	zhang	PROPN
fbem-27719	43	13	,	,	PUNCT
fbem-27719	43	14	wang	wang	PROPN
fbem-27719	43	15	,	,	PUNCT
fbem-27719	43	16	li	li	PROPN
fbem-27719	43	17	,	,	PUNCT
fbem-27719	43	18	and	and	CCONJ
fbem-27719	43	19	shen	shen	NOUN
fbem-27719	43	20	(	(	PUNCT
fbem-27719	43	21	2019	2019	NUM
fbem-27719	43	22	)	)	PUNCT
fbem-27719	43	23	,	,	PUNCT
fbem-27719	43	24	huang	huang	PROPN
fbem-27719	43	25	,	,	PUNCT
fbem-27719	43	26	and	and	CCONJ
fbem-27719	43	27	luk	luk	PROPN
fbem-27719	43	28	(	(	PUNCT
fbem-27719	43	29	2020	2020	NUM
fbem-27719	43	30	)	)	PUNCT
fbem-27719	43	31	,	,	PUNCT
fbem-27719	43	32	li	li	PROPN
fbem-27719	43	33	,	,	PUNCT
fbem-27719	43	34	miao	miao	PROPN
fbem-27719	43	35	,	,	PUNCT
fbem-27719	43	36	zhang	zhang	X
fbem-27719	43	37	(	(	PUNCT
fbem-27719	43	38	2020	2020	NUM
fbem-27719	43	39	)	)	PUNCT
fbem-27719	43	40	,	,	PUNCT
fbem-27719	43	41	sun	sun	NOUN
fbem-27719	43	42	,	,	PUNCT
fbem-27719	43	43	and	and	CCONJ
fbem-27719	43	44	tong	tong	PROPN
fbem-27719	43	45	(	(	PUNCT
fbem-27719	43	46	2020	2020	NUM
fbem-27719	43	47	)	)	PUNCT
fbem-27719	43	48	,	,	PUNCT
fbem-27719	43	49	and	and	CCONJ
fbem-27719	43	50	feng	feng	PROPN
fbem-27719	43	51	,	,	PUNCT
fbem-27719	43	52	seasholes	seashole	NOUN
fbem-27719	43	53	,	,	PUNCT
fbem-27719	43	54	and	and	CCONJ
fbem-27719	43	55	zhang	zhang	PROPN
fbem-27719	43	56	(	(	PUNCT
fbem-27719	43	57	2020	2020	NUM
fbem-27719	43	58	)	)	PUNCT
fbem-27719	43	59	,	,	PUNCT
fbem-27719	43	60	is	be	AUX
fbem-27719	43	61	the	the	DET
fbem-27719	43	62	problem	problem	NOUN
fbem-27719	43	63	of	of	ADP
fbem-27719	43	64	standard	standard	ADJ
fbem-27719	43	65	models	model	NOUN
fbem-27719	43	66	that	that	PRON
fbem-27719	43	67	are	be	AUX
fbem-27719	43	68	not	not	PART
fbem-27719	43	69	able	able	ADJ
fbem-27719	43	70	to	to	PART
fbem-27719	43	71	use	use	VERB
fbem-27719	43	72	the	the	DET
fbem-27719	43	73	market	market	NOUN
fbem-27719	43	74	information	information	NOUN
fbem-27719	43	75	efficiently	efficiently	ADV
fbem-27719	43	76	and	and	CCONJ
fbem-27719	43	77	are	be	AUX
fbem-27719	43	78	not	not	PART
fbem-27719	43	79	able	able	ADJ
fbem-27719	43	80	to	to	PART
fbem-27719	43	81	adapt	adapt	VERB
fbem-27719	43	82	quickly	quickly	ADV
fbem-27719	43	83	to	to	ADP
fbem-27719	43	84	the	the	DET
fbem-27719	43	85	changes	change	NOUN
fbem-27719	43	86	in	in	ADP
fbem-27719	43	87	the	the	DET
fbem-27719	43	88	market	market	NOUN
fbem-27719	43	89	.	.	PUNCT
fbem-27719	44	1	this	this	DET
fbem-27719	44	2	work	work	NOUN
fbem-27719	44	3	follows	follow	VERB
fbem-27719	44	4	others	other	NOUN
fbem-27719	44	5	in	in	ADP
fbem-27719	44	6	using	use	VERB
fbem-27719	44	7	a	a	DET
fbem-27719	44	8	multi	multi	ADJ
fbem-27719	44	9	-	-	ADJ
fbem-27719	44	10	factor	factor	NOUN
fbem-27719	44	11	model	model	NOUN
fbem-27719	44	12	based	base	VERB
fbem-27719	44	13	on	on	ADP
fbem-27719	44	14	machine	machine	NOUN
fbem-27719	44	15	learning	learn	VERB
fbem-27719	44	16	to	to	PART
fbem-27719	44	17	solve	solve	VERB
fbem-27719	44	18	restrictions	restriction	NOUN
fbem-27719	44	19	.	.	PUNCT
fbem-27719	45	1	a	a	DET
fbem-27719	45	2	major	major	ADJ
fbem-27719	45	3	split	split	NOUN
fbem-27719	45	4	in	in	ADP
fbem-27719	45	5	the	the	DET
fbem-27719	45	6	literature	literature	NOUN
fbem-27719	45	7	can	can	AUX
fbem-27719	45	8	be	be	AUX
fbem-27719	45	9	seen	see	VERB
fbem-27719	45	10	through	through	ADP
fbem-27719	45	11	the	the	DET
fbem-27719	45	12	study	study	NOUN
fbem-27719	45	13	of	of	ADP
fbem-27719	45	14	stock	stock	NOUN
fbem-27719	45	15	selection	selection	NOUN
fbem-27719	45	16	based	base	VERB
fbem-27719	45	17	on	on	ADP
fbem-27719	45	18	individual	individual	ADJ
fbem-27719	45	19	factors	factor	NOUN
fbem-27719	45	20	.	.	PUNCT
fbem-27719	46	1	the	the	DET
fbem-27719	46	2	authors	author	NOUN
fbem-27719	46	3	scorpio	scorpio	VERB
fbem-27719	46	4	,	,	PUNCT
fbem-27719	46	5	henrique	henrique	PROPN
fbem-27719	46	6	,	,	PUNCT
fbem-27719	46	7	sobreiro	sobreiro	NOUN
fbem-27719	46	8	,	,	PUNCT
fbem-27719	46	9	and	and	CCONJ
fbem-27719	46	10	kimura	kimura	NOUN
fbem-27719	46	11	(	(	PUNCT
fbem-27719	46	12	2019	2019	NUM
fbem-27719	46	13	)	)	PUNCT
fbem-27719	46	14	and	and	CCONJ
fbem-27719	46	15	gandhmal	gandhmal	NOUN
fbem-27719	46	16	,	,	PUNCT
fbem-27719	46	17	and	and	CCONJ
fbem-27719	46	18	kumar	kumar	PROPN
fbem-27719	46	19	(	(	PUNCT
fbem-27719	46	20	2019	2019	NUM
fbem-27719	46	21	)	)	PUNCT
fbem-27719	46	22	claim	claim	VERB
fbem-27719	46	23	that	that	SCONJ
fbem-27719	46	24	traditional	traditional	ADJ
fbem-27719	46	25	models	model	NOUN
fbem-27719	46	26	using	use	VERB
fbem-27719	46	27	simple	simple	ADJ
fbem-27719	46	28	factors	factor	NOUN
fbem-27719	46	29	are	be	AUX
fbem-27719	46	30	insufficient	insufficient	ADJ
fbem-27719	46	31	,	,	PUNCT
fbem-27719	46	32	whereas	whereas	SCONJ
fbem-27719	46	33	nti	nti	NOUN
fbem-27719	46	34	,	,	PUNCT
fbem-27719	46	35	adekoya	adekoya	VERB
fbem-27719	46	36	,	,	PUNCT
fbem-27719	46	37	and	and	CCONJ
fbem-27719	46	38	weyori	weyori	X
fbem-27719	46	39	(	(	PUNCT
fbem-27719	46	40	2020	2020	NUM
fbem-27719	46	41	)	)	PUNCT
fbem-27719	46	42	and	and	CCONJ
fbem-27719	46	43	tsai	tsai	PROPN
fbem-27719	46	44	,	,	PUNCT
fbem-27719	46	45	gao	gao	PROPN
fbem-27719	46	46	,	,	PUNCT
fbem-27719	46	47	and	and	CCONJ
fbem-27719	46	48	yuan	yuan	NOUN
fbem-27719	46	49	(	(	PUNCT
fbem-27719	46	50	2023	2023	NUM
fbem-27719	46	51	)	)	PUNCT
fbem-27719	46	52	suggest	suggest	VERB
fbem-27719	46	53	an	an	DET
fbem-27719	46	54	augmented	augment	VERB
fbem-27719	46	55	multi	multi	ADJ
fbem-27719	46	56	-	-	ADJ
fbem-27719	46	57	factor	factor	NOUN
fbem-27719	46	58	model	model	NOUN
fbem-27719	46	59	as	as	ADP
fbem-27719	46	60	an	an	DET
fbem-27719	46	61	alternative	alternative	ADJ
fbem-27719	46	62	solution	solution	NOUN
fbem-27719	46	63	.	.	PUNCT
fbem-27719	47	1	the	the	DET
fbem-27719	47	2	latter	latter	ADJ
fbem-27719	47	3	studies	study	NOUN
fbem-27719	47	4	argued	argue	VERB
fbem-27719	47	5	for	for	ADP
fbem-27719	47	6	this	this	DET
fbem-27719	47	7	method	method	NOUN
fbem-27719	47	8	,	,	PUNCT
fbem-27719	47	9	which	which	PRON
fbem-27719	47	10	included	include	VERB
fbem-27719	47	11	the	the	DET
fbem-27719	47	12	fundamental	fundamental	ADJ
fbem-27719	47	13	data	datum	NOUN
fbem-27719	47	14	and	and	CCONJ
fbem-27719	47	15	market	market	NOUN
fbem-27719	47	16	technical	technical	ADJ
fbem-27719	47	17	indicators	indicator	NOUN
fbem-27719	47	18	and	and	CCONJ
fbem-27719	47	19	hence	hence	ADV
fbem-27719	47	20	provided	provide	VERB
fbem-27719	47	21	a	a	DET
fbem-27719	47	22	more	more	ADV
fbem-27719	47	23	comprehensive	comprehensive	ADJ
fbem-27719	47	24	view	view	NOUN
fbem-27719	47	25	.	.	PUNCT
fbem-27719	48	1	this	this	DET
fbem-27719	48	2	divergence	divergence	NOUN
fbem-27719	48	3	is	be	AUX
fbem-27719	48	4	inextricably	inextricably	ADV
fbem-27719	48	5	linked	link	VERB
fbem-27719	48	6	to	to	ADP
fbem-27719	48	7	the	the	DET
fbem-27719	48	8	current	current	ADJ
fbem-27719	48	9	study	study	NOUN
fbem-27719	48	10	that	that	PRON
fbem-27719	48	11	aims	aim	VERB
fbem-27719	48	12	at	at	ADP
fbem-27719	48	13	applying	apply	VERB
fbem-27719	48	14	machine	machine	NOUN
fbem-27719	48	15	learning	learn	VERB
fbem-27719	48	16	algorithms	algorithm	NOUN
fbem-27719	48	17	to	to	ADP
fbem-27719	48	18	stock	stock	NOUN
fbem-27719	48	19	selection	selection	NOUN
fbem-27719	48	20	by	by	ADP
fbem-27719	48	21	encompassing	encompass	VERB
fbem-27719	48	22	a	a	DET
fbem-27719	48	23	variety	variety	NOUN
fbem-27719	48	24	of	of	ADP
fbem-27719	48	25	factors	factor	NOUN
fbem-27719	48	26	,	,	PUNCT
fbem-27719	48	27	thus	thus	ADV
fbem-27719	48	28	improving	improve	VERB
fbem-27719	48	29	the	the	DET
fbem-27719	48	30	adaptability	adaptability	NOUN
fbem-27719	48	31	and	and	CCONJ
fbem-27719	48	32	accuracy	accuracy	NOUN
fbem-27719	48	33	of	of	ADP
fbem-27719	48	34	the	the	DET
fbem-27719	48	35	model	model	NOUN
fbem-27719	48	36	.	.	PUNCT
fbem-27719	49	1	the	the	DET
fbem-27719	49	2	information	information	NOUN
fbem-27719	49	3	overload	overload	NOUN
fbem-27719	49	4	effect	effect	NOUN
fbem-27719	49	5	on	on	ADP
fbem-27719	49	6	traditional	traditional	ADJ
fbem-27719	49	7	methods	method	NOUN
fbem-27719	49	8	was	be	AUX
fbem-27719	49	9	found	find	VERB
fbem-27719	49	10	as	as	ADP
fbem-27719	49	11	a	a	DET
fbem-27719	49	12	central	central	ADJ
fbem-27719	49	13	point	point	NOUN
fbem-27719	49	14	of	of	ADP
fbem-27719	49	15	concern	concern	NOUN
fbem-27719	49	16	in	in	ADP
fbem-27719	49	17	the	the	DET
fbem-27719	49	18	literature	literature	NOUN
fbem-27719	49	19	,	,	PUNCT
fbem-27719	49	20	as	as	SCONJ
fbem-27719	49	21	described	describe	VERB
fbem-27719	49	22	by	by	ADP
fbem-27719	49	23	li	li	PROPN
fbem-27719	49	24	and	and	CCONJ
fbem-27719	49	25	zhou	zhou	PROPN
fbem-27719	49	26	(	(	PUNCT
fbem-27719	49	27	2021	2021	NUM
fbem-27719	49	28	)	)	PUNCT
fbem-27719	49	29	,	,	PUNCT
fbem-27719	49	30	nguyen	nguyen	NOUN
fbem-27719	49	31	,	,	PUNCT
fbem-27719	49	32	and	and	CCONJ
fbem-27719	49	33	nguyen	nguyen	NOUN
fbem-27719	49	34	(	(	PUNCT
fbem-27719	49	35	2021	2021	NUM
fbem-27719	49	36	)	)	PUNCT
fbem-27719	49	37	,	,	PUNCT
fbem-27719	49	38	gao	gao	PROPN
fbem-27719	49	39	,	,	PUNCT
fbem-27719	49	40	tsai	tsai	PROPN
fbem-27719	49	41	,	,	PUNCT
fbem-27719	49	42	and	and	CCONJ
fbem-27719	49	43	yuan	yuan	NOUN
fbem-27719	49	44	(	(	PUNCT
fbem-27719	49	45	2022	2022	NUM
fbem-27719	49	46	)	)	PUNCT
fbem-27719	49	47	,	,	PUNCT
fbem-27719	49	48	and	and	CCONJ
fbem-27719	49	49	michis	michis	PRON
fbem-27719	49	50	(	(	PUNCT
fbem-27719	49	51	2022	2022	NUM
fbem-27719	49	52	)	)	PUNCT
fbem-27719	49	53	.	.	PUNCT
fbem-27719	50	1	these	these	DET
fbem-27719	50	2	studies	study	NOUN
fbem-27719	50	3	underscore	underscore	VERB
fbem-27719	50	4	the	the	DET
fbem-27719	50	5	advantages	advantage	NOUN
fbem-27719	50	6	of	of	ADP
fbem-27719	50	7	the	the	DET
fbem-27719	50	8	surge	surge	NOUN
fbem-27719	50	9	of	of	ADP
fbem-27719	50	10	market	market	NOUN
fbem-27719	50	11	data	datum	NOUN
fbem-27719	50	12	as	as	ADV
fbem-27719	50	13	well	well	ADV
fbem-27719	50	14	as	as	ADP
fbem-27719	50	15	the	the	DET
fbem-27719	50	16	deficiencies	deficiency	NOUN
fbem-27719	50	17	of	of	ADP
fbem-27719	50	18	classical	classical	ADJ
fbem-27719	50	19	models	model	NOUN
fbem-27719	50	20	when	when	SCONJ
fbem-27719	50	21	it	it	PRON
fbem-27719	50	22	comes	come	VERB
fbem-27719	50	23	to	to	ADP
fbem-27719	50	24	information	information	NOUN
fbem-27719	50	25	overload	overload	NOUN
fbem-27719	50	26	issues	issue	NOUN
fbem-27719	50	27	.	.	PUNCT
fbem-27719	51	1	the	the	DET
fbem-27719	51	2	present	present	ADJ
fbem-27719	51	3	research	research	NOUN
fbem-27719	51	4	is	be	AUX
fbem-27719	51	5	in	in	ADP
fbem-27719	51	6	line	line	NOUN
fbem-27719	51	7	with	with	ADP
fbem-27719	51	8	this	this	DET
fbem-27719	51	9	narrative	narrative	NOUN
fbem-27719	51	10	since	since	SCONJ
fbem-27719	51	11	it	it	PRON
fbem-27719	51	12	recognizes	recognize	VERB
fbem-27719	51	13	of	of	ADP
fbem-27719	51	14	the	the	DET
fbem-27719	51	15	need	need	ADJ
fbem-27719	51	16	existence	existence	NOUN
fbem-27719	51	17	for	for	ADP
fbem-27719	51	18	more	more	ADV
fbem-27719	51	19	advanced	advanced	ADJ
fbem-27719	51	20	methods	method	NOUN
fbem-27719	51	21	and	and	CCONJ
fbem-27719	51	22	suggests	suggest	VERB
fbem-27719	51	23	machine	machine	NOUN
fbem-27719	51	24	algorithms	algorithm	NOUN
fbem-27719	51	25	learning	learn	VERB
fbem-27719	51	26	as	as	ADP
fbem-27719	51	27	a	a	DET
fbem-27719	51	28	possible	possible	ADJ
fbem-27719	51	29	solution	solution	NOUN
fbem-27719	51	30	for	for	ADP
fbem-27719	51	31	the	the	DET
fbem-27719	51	32	efficient	efficient	ADJ
fbem-27719	51	33	processing	processing	NOUN
fbem-27719	51	34	of	of	ADP
fbem-27719	51	35	a	a	DET
fbem-27719	51	36	huge	huge	ADJ
fbem-27719	51	37	amount	amount	NOUN
fbem-27719	51	38	of	of	ADP
fbem-27719	51	39	data	datum	NOUN
fbem-27719	51	40	.	.	PUNCT
fbem-27719	52	1	machine	machine	NOUN
fbem-27719	52	2	learning	learn	VERB
fbem-27719	52	3	algorithms	algorithm	NOUN
fbem-27719	52	4	have	have	VERB
fbem-27719	52	5	stock	stock	NOUN
fbem-27719	52	6	selection	selection	NOUN
fbem-27719	52	7	power	power	NOUN
fbem-27719	52	8	that	that	PRON
fbem-27719	52	9	has	have	AUX
fbem-27719	52	10	become	become	VERB
fbem-27719	52	11	a	a	DET
fbem-27719	52	12	point	point	NOUN
fbem-27719	52	13	of	of	ADP
fbem-27719	52	14	discussion	discussion	NOUN
fbem-27719	52	15	in	in	ADP
fbem-27719	52	16	several	several	ADJ
fbem-27719	52	17	studies	study	NOUN
fbem-27719	52	18	such	such	ADJ
fbem-27719	52	19	as	as	ADP
fbem-27719	52	20	li	li	PROPN
fbem-27719	52	21	and	and	CCONJ
fbem-27719	52	22	deng	deng	PROPN
fbem-27719	52	23	(	(	PUNCT
fbem-27719	52	24	2019	2019	NUM
fbem-27719	52	25	)	)	PUNCT
fbem-27719	52	26	,	,	PUNCT
fbem-27719	52	27	carta	carta	PROPN
fbem-27719	52	28	,	,	PUNCT
fbem-27719	52	29	medda	medda	NOUN
fbem-27719	52	30	,	,	PUNCT
fbem-27719	52	31	and	and	CCONJ
fbem-27719	52	32	reforgiato	reforgiato	NOUN
fbem-27719	52	33	recupero	recupero	NOUN
fbem-27719	52	34	(	(	PUNCT
fbem-27719	52	35	2020	2020	NUM
fbem-27719	52	36	)	)	PUNCT
fbem-27719	52	37	,	,	PUNCT
fbem-27719	52	38	jiang	jiang	PROPN
fbem-27719	52	39	,	,	PUNCT
fbem-27719	52	40	lee	lee	PROPN
fbem-27719	52	41	,	,	PUNCT
fbem-27719	52	42	and	and	CCONJ
fbem-27719	52	43	gao	gao	PROPN
fbem-27719	52	44	(	(	PUNCT
fbem-27719	52	45	2020	2020	NUM
fbem-27719	52	46	)	)	PUNCT
fbem-27719	52	47	,	,	PUNCT
fbem-27719	52	48	mishev	mishev	PROPN
fbem-27719	52	49	,	,	PUNCT
fbem-27719	52	50	gjorgjevikj	gjorgjevikj	PROPN
fbem-27719	52	51	,	,	PUNCT
fbem-27719	52	52	and	and	CCONJ
fbem-27719	52	53	lameski	lameski	ADJ
fbem-27719	52	54	(	(	PUNCT
fbem-27719	52	55	2020	2020	NUM
fbem-27719	52	56	)	)	PUNCT
fbem-27719	52	57	,	,	PUNCT
fbem-27719	52	58	wu	wu	PROPN
fbem-27719	52	59	et	et	PROPN
fbem-27719	52	60	al	al	PROPN
fbem-27719	52	61	.	.	PROPN
fbem-27719	53	1	(	(	PUNCT
fbem-27719	53	2	2020	2020	NUM
fbem-27719	53	3	)	)	PUNCT
fbem-27719	53	4	,	,	PUNCT
fbem-27719	53	5	wang	wang	PROPN
fbem-27719	53	6	,	,	PUNCT
fbem-27719	53	7	zhuang	zhuang	PROPN
fbem-27719	53	8	,	,	PUNCT
fbem-27719	53	9	and	and	CCONJ
fbem-27719	53	10	feng	feng	PROPN
fbem-27719	53	11	(	(	PUNCT
fbem-27719	53	12	2022	2022	NUM
fbem-27719	53	13	)	)	PUNCT
fbem-27719	53	14	,	,	PUNCT
fbem-27719	53	15	and	and	CCONJ
fbem-27719	53	16	shen	shen	PROPN
fbem-27719	53	17	and	and	CCONJ
fbem-27719	53	18	shafiq	shafiq	PROPN
fbem-27719	53	19	(	(	PUNCT
fbem-27719	53	20	2020	2020	NUM
fbem-27719	53	21	)	)	PUNCT
fbem-27719	53	22	.	.	PUNCT
fbem-27719	54	1	the	the	DET
fbem-27719	54	2	experiments	experiment	NOUN
fbem-27719	54	3	demonstrate	demonstrate	VERB
fbem-27719	54	4	machine	machine	NOUN
fbem-27719	54	5	learning	learning	NOUN
fbem-27719	54	6	models	model	NOUN
fbem-27719	54	7	'	'	PART
fbem-27719	54	8	efficiency	efficiency	NOUN
fbem-27719	54	9	,	,	PUNCT
fbem-27719	54	10	efficacy	efficacy	NOUN
fbem-27719	54	11	,	,	PUNCT
fbem-27719	54	12	and	and	CCONJ
fbem-27719	54	13	adaptability	adaptability	NOUN
fbem-27719	54	14	,	,	PUNCT
fbem-27719	54	15	which	which	PRON
fbem-27719	54	16	allow	allow	VERB
fbem-27719	54	17	them	they	PRON
fbem-27719	54	18	to	to	PART
fbem-27719	54	19	handle	handle	VERB
fbem-27719	54	20	conventional	conventional	ADJ
fbem-27719	54	21	challenges	challenge	NOUN
fbem-27719	54	22	.	.	PUNCT
fbem-27719	55	1	also	also	ADV
fbem-27719	55	2	,	,	PUNCT
fbem-27719	55	3	this	this	DET
fbem-27719	55	4	research	research	NOUN
fbem-27719	55	5	contributes	contribute	VERB
fbem-27719	55	6	to	to	ADP
fbem-27719	55	7	the	the	DET
fbem-27719	55	8	expanding	expand	VERB
fbem-27719	55	9	body	body	NOUN
fbem-27719	55	10	of	of	ADP
fbem-27719	55	11	data	datum	NOUN
fbem-27719	55	12	supporting	support	VERB
fbem-27719	55	13	machine	machine	NOUN
fbem-27719	55	14	learning	learn	VERB
fbem-27719	55	15	algorithms	algorithm	NOUN
fbem-27719	55	16	in	in	ADP
fbem-27719	55	17	stock	stock	NOUN
fbem-27719	55	18	selection	selection	NOUN
fbem-27719	55	19	.	.	PUNCT
fbem-27719	56	1	factoring	factor	VERB
fbem-27719	56	2	all	all	DET
fbem-27719	56	3	the	the	DET
fbem-27719	56	4	considerations	consideration	NOUN
fbem-27719	56	5	by	by	ADP
fbem-27719	56	6	the	the	DET
fbem-27719	56	7	machine	machine	NOUN
fbem-27719	56	8	learning	learn	VERB
fbem-27719	56	9	algorithms	algorithm	NOUN
fbem-27719	56	10	is	be	AUX
fbem-27719	56	11	still	still	ADV
fbem-27719	56	12	another	another	DET
fbem-27719	56	13	significant	significant	ADJ
fbem-27719	56	14	issue	issue	NOUN
fbem-27719	56	15	in	in	ADP
fbem-27719	56	16	the	the	DET
fbem-27719	56	17	literature	literature	NOUN
fbem-27719	56	18	and	and	CCONJ
fbem-27719	56	19	this	this	PRON
fbem-27719	56	20	was	be	AUX
fbem-27719	56	21	elaborated	elaborate	VERB
fbem-27719	56	22	kaczmarek	kaczmarek	PROPN
fbem-27719	56	23	and	and	CCONJ
fbem-27719	56	24	perez	perez	PROPN
fbem-27719	56	25	(	(	PUNCT
fbem-27719	56	26	2022	2022	NUM
fbem-27719	56	27	)	)	PUNCT
fbem-27719	56	28	,	,	PUNCT
fbem-27719	56	29	pramanik	pramanik	NOUN
fbem-27719	56	30	and	and	CCONJ
fbem-27719	56	31	jana	jana	PROPN
fbem-27719	56	32	(	(	PUNCT
fbem-27719	56	33	2022	2022	NUM
fbem-27719	56	34	)	)	PUNCT
fbem-27719	56	35	,	,	PUNCT
fbem-27719	56	36	guo	guo	PROPN
fbem-27719	56	37	(	(	PUNCT
fbem-27719	56	38	2023	2023	NUM
fbem-27719	56	39	)	)	PUNCT
fbem-27719	56	40	,	,	PUNCT
fbem-27719	56	41	hanauer	hanauer	NOUN
fbem-27719	56	42	and	and	CCONJ
fbem-27719	56	43	kalsbach	kalsbach	PROPN
fbem-27719	56	44	(	(	PUNCT
fbem-27719	56	45	2023	2023	NUM
fbem-27719	56	46	)	)	PUNCT
fbem-27719	56	47	,	,	PUNCT
fbem-27719	56	48	hoang	hoang	PROPN
fbem-27719	56	49	and	and	CCONJ
fbem-27719	56	50	wiegratz	wiegratz	NOUN
fbem-27719	56	51	(	(	PUNCT
fbem-27719	56	52	2023	2023	NUM
fbem-27719	56	53	)	)	PUNCT
fbem-27719	56	54	,	,	PUNCT
fbem-27719	56	55	and	and	CCONJ
fbem-27719	56	56	tan	tan	PROPN
fbem-27719	56	57	et	et	PROPN
fbem-27719	56	58	al	al	PROPN
fbem-27719	56	59	.	.	PROPN
fbem-27719	57	1	(	(	PUNCT
fbem-27719	57	2	2023	2023	NUM
fbem-27719	57	3	)	)	PUNCT
fbem-27719	57	4	.	.	PUNCT
fbem-27719	58	1	the	the	DET
fbem-27719	58	2	researches	research	NOUN
fbem-27719	58	3	solidify	solidify	VERB
fbem-27719	58	4	the	the	DET
fbem-27719	58	5	position	position	NOUN
fbem-27719	58	6	that	that	SCONJ
fbem-27719	58	7	machine	machine	NOUN
fbem-27719	58	8	learning	learning	NOUN
fbem-27719	58	9	models	model	NOUN
fbem-27719	58	10	are	be	AUX
fbem-27719	58	11	capable	capable	ADJ
fbem-27719	58	12	of	of	ADP
fbem-27719	58	13	taking	take	VERB
fbem-27719	58	14	into	into	ADP
fbem-27719	58	15	account	account	NOUN
fbem-27719	58	16	different	different	ADJ
fbem-27719	58	17	factors	factor	NOUN
fbem-27719	58	18	simultaneously	simultaneously	ADV
fbem-27719	58	19	and	and	CCONJ
fbem-27719	58	20	as	as	SCONJ
fbem-27719	58	21	a	a	DET
fbem-27719	58	22	result	result	NOUN
fbem-27719	58	23	stock	stock	NOUN
fbem-27719	58	24	selection	selection	NOUN
fbem-27719	58	25	is	be	AUX
fbem-27719	58	26	done	do	VERB
fbem-27719	58	27	in	in	ADP
fbem-27719	58	28	a	a	DET
fbem-27719	58	29	more	more	ADV
fbem-27719	58	30	nuanced	nuanced	ADJ
fbem-27719	58	31	and	and	CCONJ
fbem-27719	58	32	complete	complete	ADJ
fbem-27719	58	33	manner	manner	NOUN
fbem-27719	58	34	.	.	PUNCT
fbem-27719	59	1	the	the	DET
fbem-27719	59	2	current	current	ADJ
fbem-27719	59	3	study	study	NOUN
fbem-27719	59	4	is	be	AUX
fbem-27719	59	5	in	in	ADP
fbem-27719	59	6	line	line	NOUN
fbem-27719	59	7	with	with	ADP
fbem-27719	59	8	this	this	DET
fbem-27719	59	9	view	view	NOUN
fbem-27719	59	10	,	,	PUNCT
fbem-27719	59	11	which	which	PRON
fbem-27719	59	12	highlights	highlight	VERB
fbem-27719	59	13	the	the	DET
fbem-27719	59	14	possibility	possibility	NOUN
fbem-27719	59	15	of	of	ADP
fbem-27719	59	16	machine	machine	NOUN
fbem-27719	59	17	learning	learn	VERB
fbem-27719	59	18	algorithms	algorithm	NOUN
fbem-27719	59	19	providing	provide	VERB
fbem-27719	59	20	a	a	DET
fbem-27719	59	21	holistic	holistic	ADJ
fbem-27719	59	22	perspective	perspective	NOUN
fbem-27719	59	23	of	of	ADP
fbem-27719	59	24	market	market	NOUN
fbem-27719	59	25	dynamics	dynamic	NOUN
fbem-27719	59	26	.	.	PUNCT
fbem-27719	60	1	lastly	lastly	ADV
fbem-27719	60	2	,	,	PUNCT
fbem-27719	60	3	the	the	DET
fbem-27719	60	4	examination	examination	NOUN
fbem-27719	60	5	of	of	ADP
fbem-27719	60	6	nonlinear	nonlinear	ADJ
fbem-27719	60	7	relationships	relationship	NOUN
fbem-27719	60	8	in	in	ADP
fbem-27719	60	9	financial	financial	ADJ
fbem-27719	60	10	markets	market	NOUN
fbem-27719	60	11	is	be	AUX
fbem-27719	60	12	taken	take	VERB
fbem-27719	60	13	up	up	ADP
fbem-27719	60	14	by	by	ADP
fbem-27719	60	15	abe	abe	PROPN
fbem-27719	60	16	and	and	CCONJ
fbem-27719	60	17	nakagawa	nakagawa	PROPN
fbem-27719	60	18	(	(	PUNCT
fbem-27719	60	19	2022	2022	NUM
fbem-27719	60	20	)	)	PUNCT
fbem-27719	60	21	,	,	PUNCT
fbem-27719	60	22	cabrol	cabrol	NOUN
fbem-27719	60	23	,	,	PUNCT
fbem-27719	60	24	drobetz	drobetz	VERB
fbem-27719	60	25	,	,	PUNCT
fbem-27719	60	26	otto	otto	PROPN
fbem-27719	60	27	,	,	PUNCT
fbem-27719	60	28	and	and	CCONJ
fbem-27719	60	29	puhan	puhan	NOUN
fbem-27719	60	30	(	(	PUNCT
fbem-27719	60	31	2023	2023	NUM
fbem-27719	60	32	)	)	PUNCT
fbem-27719	60	33	,	,	PUNCT
fbem-27719	60	34	cakici	cakici	NOUN
fbem-27719	60	35	,	,	PUNCT
fbem-27719	60	36	fieberg	fieberg	PROPN
fbem-27719	60	37	,	,	PUNCT
fbem-27719	60	38	metko	metko	NOUN
fbem-27719	60	39	,	,	PUNCT
fbem-27719	60	40	and	and	CCONJ
fbem-27719	60	41	zaremba	zaremba	NOUN
fbem-27719	60	42	(	(	PUNCT
fbem-27719	60	43	2023	2023	NUM
fbem-27719	60	44	)	)	PUNCT
fbem-27719	60	45	,	,	PUNCT
fbem-27719	60	46	chen	chen	PROPN
fbem-27719	60	47	,	,	PUNCT
fbem-27719	60	48	cho	cho	PROPN
fbem-27719	60	49	,	,	PUNCT
fbem-27719	60	50	dou	dou	NOUN
fbem-27719	60	51	,	,	PUNCT
fbem-27719	60	52	and	and	CCONJ
fbem-27719	60	53	lev	lev	NOUN
fbem-27719	60	54	(	(	PUNCT
fbem-27719	60	55	2022	2022	NUM
fbem-27719	60	56	)	)	PUNCT
fbem-27719	60	57	,	,	PUNCT
fbem-27719	60	58	and	and	CCONJ
fbem-27719	60	59	daul	daul	PROPN
fbem-27719	60	60	,	,	PUNCT
fbem-27719	60	61	jaisson	jaisson	NOUN
fbem-27719	60	62	,	,	PUNCT
fbem-27719	60	63	and	and	CCONJ
fbem-27719	60	64	nagy	nagy	PROPN
fbem-27719	60	65	(	(	PUNCT
fbem-27719	60	66	2022	2022	NUM
fbem-27719	60	67	)	)	PUNCT
fbem-27719	60	68	.	.	PUNCT
fbem-27719	61	1	these	these	DET
fbem-27719	61	2	studies	study	NOUN
fbem-27719	61	3	bring	bring	VERB
fbem-27719	61	4	the	the	DET
fbem-27719	61	5	new	new	ADJ
fbem-27719	61	6	ideas	idea	NOUN
fbem-27719	61	7	of	of	ADP
fbem-27719	61	8	ensemble	ensemble	ADJ
fbem-27719	61	9	learning	learning	NOUN
fbem-27719	61	10	,	,	PUNCT
fbem-27719	61	11	predicting	predict	VERB
fbem-27719	61	12	corporate	corporate	ADJ
fbem-27719	61	13	bond	bond	NOUN
fbem-27719	61	14	illiquidity	illiquidity	NOUN
fbem-27719	61	15	,	,	PUNCT
fbem-27719	61	16	machine	machine	NOUN
fbem-27719	61	17	learning	learning	NOUN
fbem-27719	61	18	goes	go	VERB
fbem-27719	61	19	global	global	ADJ
fbem-27719	61	20	,	,	PUNCT
fbem-27719	61	21	predicting	predict	VERB
fbem-27719	61	22	future	future	ADJ
fbem-27719	61	23	earnings	earning	NOUN
fbem-27719	61	24	changes	change	NOUN
fbem-27719	61	25	,	,	PUNCT
fbem-27719	61	26	and	and	CCONJ
fbem-27719	61	27	performance	performance	NOUN
fbem-27719	61	28	attribution	attribution	NOUN
fbem-27719	61	29	of	of	ADP
fbem-27719	61	30	machine	machine	NOUN
fbem-27719	61	31	learning	learning	NOUN
fbem-27719	61	32	methods	method	NOUN
fbem-27719	61	33	.	.	PUNCT
fbem-27719	62	1	this	this	DET
fbem-27719	62	2	study	study	NOUN
fbem-27719	62	3	agrees	agree	VERB
fbem-27719	62	4	with	with	ADP
fbem-27719	62	5	this	this	DET
fbem-27719	62	6	creative	creative	ADJ
fbem-27719	62	7	method	method	NOUN
fbem-27719	62	8	,	,	PUNCT
fbem-27719	62	9	recognizing	recognize	VERB
fbem-27719	62	10	that	that	SCONJ
fbem-27719	62	11	the	the	DET
fbem-27719	62	12	temporal	temporal	ADJ
fbem-27719	62	13	dynamics	dynamic	NOUN
fbem-27719	62	14	must	must	AUX
fbem-27719	62	15	be	be	AUX
fbem-27719	62	16	captured	capture	VERB
fbem-27719	62	17	and	and	CCONJ
fbem-27719	62	18	the	the	DET
fbem-27719	62	19	unconventional	unconventional	ADJ
fbem-27719	62	20	data	datum	NOUN
fbem-27719	62	21	sources	source	NOUN
fbem-27719	62	22	should	should	AUX
fbem-27719	62	23	be	be	AUX
fbem-27719	62	24	explored	explore	VERB
fbem-27719	62	25	to	to	PART
fbem-27719	62	26	improve	improve	VERB
fbem-27719	62	27	model	model	NOUN
fbem-27719	62	28	adaptability	adaptability	NOUN
fbem-27719	62	29	and	and	CCONJ
fbem-27719	62	30	accuracy	accuracy	NOUN
fbem-27719	62	31	.	.	PUNCT
fbem-27719	63	1	in	in	ADP
fbem-27719	63	2	summarizing	summarize	VERB
fbem-27719	63	3	the	the	DET
fbem-27719	63	4	discussed	discuss	VERB
fbem-27719	63	5	themes	theme	NOUN
fbem-27719	63	6	across	across	ADP
fbem-27719	63	7	the	the	DET
fbem-27719	63	8	literature	literature	NOUN
fbem-27719	63	9	,	,	PUNCT
fbem-27719	63	10	it	it	PRON
fbem-27719	63	11	is	be	AUX
fbem-27719	63	12	quite	quite	ADV
fbem-27719	63	13	clear	clear	ADJ
fbem-27719	63	14	that	that	SCONJ
fbem-27719	63	15	while	while	SCONJ
fbem-27719	63	16	the	the	DET
fbem-27719	63	17	potential	potential	NOUN
fbem-27719	63	18	of	of	ADP
fbem-27719	63	19	ml	ml	NOUN
fbem-27719	63	20	in	in	ADP
fbem-27719	63	21	financial	financial	ADJ
fbem-27719	63	22	applications	application	NOUN
fbem-27719	63	23	is	be	AUX
fbem-27719	63	24	increasingly	increasingly	ADV
fbem-27719	63	25	recognized	recognize	VERB
fbem-27719	63	26	,	,	PUNCT
fbem-27719	63	27	a	a	DET
fbem-27719	63	28	methodical	methodical	ADJ
fbem-27719	63	29	,	,	PUNCT
fbem-27719	63	30	comprehensive	comprehensive	ADJ
fbem-27719	63	31	investigation	investigation	NOUN
fbem-27719	63	32	of	of	ADP
fbem-27719	63	33	ml	ml	NOUN
fbem-27719	63	34	based	base	VERB
fbem-27719	63	35	multi	multi	ADJ
fbem-27719	63	36	-	-	ADJ
fbem-27719	63	37	factor	factor	NOUN
fbem-27719	63	38	models	model	NOUN
fbem-27719	63	39	in	in	ADP
fbem-27719	63	40	the	the	DET
fbem-27719	63	41	chinese	chinese	ADJ
fbem-27719	63	42	stock	stock	NOUN
fbem-27719	63	43	market	market	NOUN
fbem-27719	63	44	is	be	AUX
fbem-27719	63	45	still	still	ADV
fbem-27719	63	46	lacking	lack	VERB
fbem-27719	63	47	.	.	PUNCT
fbem-27719	64	1	this	this	DET
fbem-27719	64	2	dissertation	dissertation	NOUN
fbem-27719	64	3	intends	intend	VERB
fbem-27719	64	4	to	to	PART
fbem-27719	64	5	bridge	bridge	VERB
fbem-27719	64	6	this	this	DET
fbem-27719	64	7	research	research	NOUN
fbem-27719	64	8	gap	gap	NOUN
fbem-27719	64	9	by	by	ADP
fbem-27719	64	10	constructing	construct	VERB
fbem-27719	64	11	multi	multi	ADJ
fbem-27719	64	12	-	-	ADJ
fbem-27719	64	13	factor	factor	NOUN
fbem-27719	64	14	models	model	NOUN
fbem-27719	64	15	based	base	VERB
fbem-27719	64	16	on	on	ADP
fbem-27719	64	17	different	different	ADJ
fbem-27719	64	18	ml	ml	NOUN
fbem-27719	64	19	algorithms	algorithm	NOUN
fbem-27719	64	20	and	and	CCONJ
fbem-27719	64	21	rigorously	rigorously	ADV
fbem-27719	64	22	testing	test	VERB
fbem-27719	64	23	their	their	PRON
fbem-27719	64	24	performance	performance	NOUN
fbem-27719	64	25	against	against	ADP
fbem-27719	64	26	conventional	conventional	ADJ
fbem-27719	64	27	models	model	NOUN
fbem-27719	64	28	in	in	ADP
fbem-27719	64	29	predicting	predict	VERB
fbem-27719	64	30	asset	asset	NOUN
fbem-27719	64	31	returns	return	NOUN
fbem-27719	64	32	in	in	ADP
fbem-27719	64	33	the	the	DET
fbem-27719	64	34	china	china	PROPN
fbem-27719	64	35	market	market	NOUN
fbem-27719	64	36	.	.	PUNCT
fbem-27719	65	1	this	this	DET
fbem-27719	65	2	endeavor	endeavor	NOUN
fbem-27719	65	3	is	be	AUX
fbem-27719	65	4	designed	design	VERB
fbem-27719	65	5	not	not	PART
fbem-27719	65	6	only	only	ADV
fbem-27719	65	7	to	to	PART
fbem-27719	65	8	announce	announce	VERB
fbem-27719	65	9	the	the	DET
fbem-27719	65	10	superior	superior	ADJ
fbem-27719	65	11	predictive	predictive	ADJ
fbem-27719	65	12	power	power	NOUN
fbem-27719	65	13	of	of	ADP
fbem-27719	65	14	ml	ml	ADP
fbem-27719	65	15	algorithms	algorithm	NOUN
fbem-27719	65	16	but	but	CCONJ
fbem-27719	65	17	also	also	ADV
fbem-27719	65	18	to	to	PART
fbem-27719	65	19	identify	identify	VERB
fbem-27719	65	20	which	which	PRON
fbem-27719	65	21	of	of	ADP
fbem-27719	65	22	them	they	PRON
fbem-27719	65	23	is	be	AUX
fbem-27719	65	24	the	the	DET
fbem-27719	65	25	best	good	ADJ
fbem-27719	65	26	performer	performer	NOUN
fbem-27719	65	27	in	in	ADP
fbem-27719	65	28	the	the	DET
fbem-27719	65	29	case	case	NOUN
fbem-27719	65	30	of	of	ADP
fbem-27719	65	31	the	the	DET
fbem-27719	65	32	chinese	chinese	ADJ
fbem-27719	65	33	market	market	NOUN
fbem-27719	65	34	which	which	PRON
fbem-27719	65	35	is	be	AUX
fbem-27719	65	36	a	a	DET
fbem-27719	65	37	new	new	ADJ
fbem-27719	65	38	contribution	contribution	NOUN
fbem-27719	65	39	to	to	ADP
fbem-27719	65	40	the	the	DET
fbem-27719	65	41	quantitative	quantitative	ADJ
fbem-27719	65	42	finance	finance	NOUN
fbem-27719	65	43	field	field	NOUN
fbem-27719	65	44	.	.	PUNCT
fbem-27719	66	1	2	2	X
fbem-27719	66	2	.	.	X
fbem-27719	66	3	methods	method	NOUN
fbem-27719	66	4	2.1	2.1	NUM
fbem-27719	66	5	.	.	PUNCT
fbem-27719	67	1	research	research	NOUN
fbem-27719	67	2	design	design	NOUN
fbem-27719	67	3	this	this	DET
fbem-27719	67	4	dissertation	dissertation	NOUN
fbem-27719	67	5	uses	use	VERB
fbem-27719	67	6	machine	machine	NOUN
fbem-27719	67	7	learning	learn	VERB
fbem-27719	67	8	to	to	PART
fbem-27719	67	9	create	create	VERB
fbem-27719	67	10	an	an	DET
fbem-27719	67	11	accurate	accurate	ADJ
fbem-27719	67	12	multi	multi	ADJ
fbem-27719	67	13	-	-	ADJ
fbem-27719	67	14	factor	factor	NOUN
fbem-27719	67	15	model	model	NOUN
fbem-27719	67	16	to	to	PART
fbem-27719	67	17	better	well	ADV
fbem-27719	67	18	navigate	navigate	VERB
fbem-27719	67	19	the	the	DET
fbem-27719	67	20	chinese	chinese	ADJ
fbem-27719	67	21	financial	financial	ADJ
fbem-27719	67	22	market	market	NOUN
fbem-27719	67	23	.	.	PUNCT
fbem-27719	68	1	the	the	DET
fbem-27719	68	2	methodology	methodology	NOUN
fbem-27719	68	3	includes	include	VERB
fbem-27719	68	4	a	a	DET
fbem-27719	68	5	systematic	systematic	ADJ
fbem-27719	68	6	data	datum	NOUN
fbem-27719	68	7	collection	collection	NOUN
fbem-27719	68	8	,	,	PUNCT
fbem-27719	68	9	a	a	DET
fbem-27719	68	10	model	model	NOUN
fbem-27719	68	11	selection	selection	NOUN
fbem-27719	68	12	,	,	PUNCT
fbem-27719	68	13	and	and	CCONJ
fbem-27719	68	14	a	a	DET
fbem-27719	68	15	testing	testing	NOUN
fbem-27719	68	16	the	the	DET
fbem-27719	68	17	proposed	propose	VERB
fbem-27719	68	18	tool	tool	NOUN
fbem-27719	68	19	against	against	ADP
fbem-27719	68	20	the	the	DET
fbem-27719	68	21	traditional	traditional	ADJ
fbem-27719	68	22	methods	method	NOUN
fbem-27719	68	23	approach	approach	NOUN
fbem-27719	68	24	.	.	PUNCT
fbem-27719	69	1	382	382	NUM
fbem-27719	70	1	the	the	DET
fbem-27719	70	2	study	study	NOUN
fbem-27719	70	3	employs	employ	VERB
fbem-27719	70	4	high	high	ADJ
fbem-27719	70	5	-	-	PUNCT
fbem-27719	70	6	grade	grade	NOUN
fbem-27719	70	7	financial	financial	ADJ
fbem-27719	70	8	,	,	PUNCT
fbem-27719	70	9	economic	economic	ADJ
fbem-27719	70	10	,	,	PUNCT
fbem-27719	70	11	and	and	CCONJ
fbem-27719	70	12	transactional	transactional	ADJ
fbem-27719	70	13	data	datum	NOUN
fbem-27719	70	14	from	from	ADP
fbem-27719	70	15	three	three	NUM
fbem-27719	70	16	important	important	ADJ
fbem-27719	70	17	databases	database	NOUN
fbem-27719	70	18	namely	namely	ADV
fbem-27719	70	19	csmar	csmar	PROPN
fbem-27719	70	20	,	,	PUNCT
fbem-27719	70	21	wind	wind	NOUN
fbem-27719	70	22	,	,	PUNCT
fbem-27719	70	23	and	and	CCONJ
fbem-27719	70	24	tushare	tushare	VERB
fbem-27719	70	25	.	.	PUNCT
fbem-27719	71	1	these	these	DET
fbem-27719	71	2	platforms	platform	NOUN
fbem-27719	71	3	are	be	AUX
fbem-27719	71	4	often	often	ADV
fbem-27719	71	5	regarded	regard	VERB
fbem-27719	71	6	as	as	ADP
fbem-27719	71	7	the	the	DET
fbem-27719	71	8	best	good	ADJ
fbem-27719	71	9	sources	source	NOUN
fbem-27719	71	10	of	of	ADP
fbem-27719	71	11	datasets	dataset	NOUN
fbem-27719	71	12	that	that	PRON
fbem-27719	71	13	are	be	AUX
fbem-27719	71	14	complete	complete	ADJ
fbem-27719	71	15	,	,	PUNCT
fbem-27719	71	16	detailed	detailed	ADJ
fbem-27719	71	17	,	,	PUNCT
fbem-27719	71	18	and	and	CCONJ
fbem-27719	71	19	professional	professional	ADJ
fbem-27719	71	20	,	,	PUNCT
fbem-27719	71	21	and	and	CCONJ
fbem-27719	71	22	contain	contain	VERB
fbem-27719	71	23	such	such	ADJ
fbem-27719	71	24	essential	essential	ADJ
fbem-27719	71	25	information	information	NOUN
fbem-27719	71	26	as	as	ADP
fbem-27719	71	27	the	the	DET
fbem-27719	71	28	financial	financial	ADJ
fbem-27719	71	29	statements	statement	NOUN
fbem-27719	71	30	of	of	ADP
fbem-27719	71	31	a	a	DET
fbem-27719	71	32	-	-	PUNCT
fbem-27719	71	33	share	share	NOUN
fbem-27719	71	34	listed	list	VERB
fbem-27719	71	35	companies	company	NOUN
fbem-27719	71	36	,	,	PUNCT
fbem-27719	71	37	trading	trading	NOUN
fbem-27719	71	38	data	datum	NOUN
fbem-27719	71	39	,	,	PUNCT
fbem-27719	71	40	and	and	CCONJ
fbem-27719	71	41	other	other	ADJ
fbem-27719	71	42	selected	select	VERB
fbem-27719	71	43	macroeconomic	macroeconomic	ADJ
fbem-27719	71	44	indicators	indicator	NOUN
fbem-27719	71	45	.	.	PUNCT
fbem-27719	72	1	the	the	DET
fbem-27719	72	2	data	datum	NOUN
fbem-27719	72	3	covering	cover	VERB
fbem-27719	72	4	the	the	DET
fbem-27719	72	5	period	period	NOUN
fbem-27719	72	6	of	of	ADP
fbem-27719	72	7	january	january	PROPN
fbem-27719	72	8	2007	2007	NUM
fbem-27719	72	9	to	to	ADP
fbem-27719	72	10	october	october	PROPN
fbem-27719	72	11	2023	2023	NUM
fbem-27719	72	12	were	be	AUX
fbem-27719	72	13	collected	collect	VERB
fbem-27719	72	14	in	in	ADP
fbem-27719	72	15	order	order	NOUN
fbem-27719	72	16	to	to	PART
fbem-27719	72	17	guarantee	guarantee	VERB
fbem-27719	72	18	the	the	DET
fbem-27719	72	19	extensive	extensive	ADJ
fbem-27719	72	20	analysis	analysis	NOUN
fbem-27719	72	21	of	of	ADP
fbem-27719	72	22	factor	factor	NOUN
fbem-27719	72	23	stability	stability	NOUN
fbem-27719	72	24	over	over	ADP
fbem-27719	72	25	time	time	NOUN
fbem-27719	72	26	.	.	PUNCT
fbem-27719	73	1	this	this	DET
fbem-27719	73	2	extended	extend	VERB
fbem-27719	73	3	time	time	NOUN
fbem-27719	73	4	range	range	NOUN
fbem-27719	73	5	facilitates	facilitate	VERB
fbem-27719	73	6	the	the	DET
fbem-27719	73	7	analysis	analysis	NOUN
fbem-27719	73	8	of	of	ADP
fbem-27719	73	9	short	short	ADJ
fbem-27719	73	10	-	-	PUNCT
fbem-27719	73	11	term	term	NOUN
fbem-27719	73	12	swings	swing	NOUN
fbem-27719	73	13	and	and	CCONJ
fbem-27719	73	14	long	long	ADJ
fbem-27719	73	15	-	-	PUNCT
fbem-27719	73	16	term	term	NOUN
fbem-27719	73	17	trends	trend	NOUN
fbem-27719	73	18	,	,	PUNCT
fbem-27719	73	19	revealing	reveal	VERB
fbem-27719	73	20	the	the	DET
fbem-27719	73	21	chinese	chinese	ADJ
fbem-27719	73	22	market	market	NOUN
fbem-27719	73	23	's	's	PART
fbem-27719	73	24	dynamic	dynamic	ADJ
fbem-27719	73	25	character	character	NOUN
fbem-27719	73	26	.	.	PUNCT
fbem-27719	74	1	the	the	DET
fbem-27719	74	2	sample	sample	NOUN
fbem-27719	74	3	data	datum	NOUN
fbem-27719	74	4	can	can	AUX
fbem-27719	74	5	be	be	AUX
fbem-27719	74	6	grouped	group	VERB
fbem-27719	74	7	into	into	ADP
fbem-27719	74	8	three	three	NUM
fbem-27719	74	9	main	main	ADJ
fbem-27719	74	10	categories	category	NOUN
fbem-27719	74	11	,	,	PUNCT
fbem-27719	74	12	particularly	particularly	ADV
fbem-27719	74	13	the	the	DET
fbem-27719	74	14	financial	financial	ADJ
fbem-27719	74	15	reports	report	NOUN
fbem-27719	74	16	,	,	PUNCT
fbem-27719	74	17	the	the	DET
fbem-27719	74	18	trading	trading	NOUN
fbem-27719	74	19	data	datum	NOUN
fbem-27719	74	20	,	,	PUNCT
fbem-27719	74	21	and	and	CCONJ
fbem-27719	74	22	the	the	DET
fbem-27719	74	23	macroeconomic	macroeconomic	ADJ
fbem-27719	74	24	data	datum	NOUN
fbem-27719	74	25	.	.	PUNCT
fbem-27719	75	1	this	this	DET
fbem-27719	75	2	varied	varied	ADJ
fbem-27719	75	3	dataset	dataset	NOUN
fbem-27719	75	4	represents	represent	VERB
fbem-27719	75	5	the	the	DET
fbem-27719	75	6	foundation	foundation	NOUN
fbem-27719	75	7	of	of	ADP
fbem-27719	75	8	the	the	DET
fbem-27719	75	9	subsequent	subsequent	ADJ
fbem-27719	75	10	feature	feature	NOUN
fbem-27719	75	11	engineering	engineering	NOUN
fbem-27719	75	12	processes	process	NOUN
fbem-27719	75	13	.	.	PUNCT
fbem-27719	76	1	preprocessing	preprocesse	VERB
fbem-27719	76	2	steps	step	NOUN
fbem-27719	76	3	include	include	VERB
fbem-27719	76	4	standardization	standardization	NOUN
fbem-27719	76	5	of	of	ADP
fbem-27719	76	6	factor	factor	NOUN
fbem-27719	76	7	values	value	NOUN
fbem-27719	76	8	,	,	PUNCT
fbem-27719	76	9	industry	industry	NOUN
fbem-27719	76	10	normalization	normalization	NOUN
fbem-27719	76	11	to	to	PART
fbem-27719	76	12	avoid	avoid	VERB
fbem-27719	76	13	industry	industry	NOUN
fbem-27719	76	14	-	-	PUNCT
fbem-27719	76	15	specific	specific	ADJ
fbem-27719	76	16	biases	bias	NOUN
fbem-27719	76	17	.	.	PUNCT
fbem-27719	77	1	the	the	DET
fbem-27719	77	2	normalization	normalization	NOUN
fbem-27719	77	3	approach	approach	NOUN
fbem-27719	77	4	is	be	AUX
fbem-27719	77	5	important	important	ADJ
fbem-27719	77	6	in	in	ADP
fbem-27719	77	7	this	this	DET
fbem-27719	77	8	case	case	NOUN
fbem-27719	77	9	because	because	SCONJ
fbem-27719	77	10	it	it	PRON
fbem-27719	77	11	does	do	AUX
fbem-27719	77	12	not	not	PART
fbem-27719	77	13	allow	allow	VERB
fbem-27719	77	14	the	the	DET
fbem-27719	77	15	model	model	NOUN
fbem-27719	77	16	to	to	PART
fbem-27719	77	17	be	be	AUX
fbem-27719	77	18	influenced	influence	VERB
fbem-27719	77	19	by	by	ADP
fbem-27719	77	20	the	the	DET
fbem-27719	77	21	scale	scale	NOUN
fbem-27719	77	22	differences	difference	NOUN
fbem-27719	77	23	of	of	ADP
fbem-27719	77	24	any	any	DET
fbem-27719	77	25	single	single	ADJ
fbem-27719	77	26	factor	factor	NOUN
fbem-27719	77	27	and	and	CCONJ
fbem-27719	77	28	thus	thus	ADV
fbem-27719	77	29	it	it	PRON
fbem-27719	77	30	is	be	AUX
fbem-27719	77	31	the	the	DET
fbem-27719	77	32	essential	essential	ADJ
fbem-27719	77	33	condition	condition	NOUN
fbem-27719	77	34	.	.	PUNCT
fbem-27719	78	1	following	follow	VERB
fbem-27719	78	2	the	the	DET
fbem-27719	78	3	methodology	methodology	NOUN
fbem-27719	78	4	of	of	ADP
fbem-27719	78	5	leippold	leippold	PROPN
fbem-27719	78	6	et	et	PROPN
fbem-27719	78	7	al	al	PROPN
fbem-27719	78	8	.	.	PROPN
fbem-27719	79	1	(	(	PUNCT
fbem-27719	79	2	2021	2021	NUM
fbem-27719	79	3	)	)	PUNCT
fbem-27719	79	4	,	,	PUNCT
fbem-27719	79	5	who	who	PRON
fbem-27719	79	6	assessed	assess	VERB
fbem-27719	79	7	the	the	DET
fbem-27719	79	8	relevance	relevance	NOUN
fbem-27719	79	9	of	of	ADP
fbem-27719	79	10	90	90	NUM
fbem-27719	79	11	stock	stock	NOUN
fbem-27719	79	12	factors	factor	NOUN
fbem-27719	79	13	and	and	CCONJ
fbem-27719	79	14	11	11	NUM
fbem-27719	79	15	macroeconomic	macroeconomic	ADJ
fbem-27719	79	16	factors	factor	NOUN
fbem-27719	79	17	in	in	ADP
fbem-27719	79	18	the	the	DET
fbem-27719	79	19	a	a	DET
fbem-27719	79	20	-	-	PUNCT
fbem-27719	79	21	share	share	NOUN
fbem-27719	79	22	market	market	NOUN
fbem-27719	79	23	,	,	PUNCT
fbem-27719	79	24	this	this	DET
fbem-27719	79	25	study	study	NOUN
fbem-27719	79	26	selects	select	VERB
fbem-27719	79	27	25	25	NUM
fbem-27719	79	28	key	key	ADJ
fbem-27719	79	29	factors	factor	NOUN
fbem-27719	79	30	based	base	VERB
fbem-27719	79	31	on	on	ADP
fbem-27719	79	32	their	their	PRON
fbem-27719	79	33	importance	importance	NOUN
fbem-27719	79	34	rankings	ranking	NOUN
fbem-27719	79	35	.	.	PUNCT
fbem-27719	80	1	the	the	DET
fbem-27719	80	2	factors	factor	NOUN
fbem-27719	80	3	that	that	PRON
fbem-27719	80	4	are	be	AUX
fbem-27719	80	5	known	know	VERB
fbem-27719	80	6	in	in	ADP
fbem-27719	80	7	both	both	CCONJ
fbem-27719	80	8	academia	academia	NOUN
fbem-27719	80	9	and	and	CCONJ
fbem-27719	80	10	practice	practice	NOUN
fbem-27719	80	11	for	for	SCONJ
fbem-27719	80	12	their	their	PRON
fbem-27719	80	13	predictive	predictive	ADJ
fbem-27719	80	14	capabilities	capability	NOUN
fbem-27719	80	15	contribute	contribute	VERB
fbem-27719	80	16	to	to	ADP
fbem-27719	80	17	the	the	DET
fbem-27719	80	18	model	model	NOUN
fbem-27719	80	19	's	's	PART
fbem-27719	80	20	credibility	credibility	NOUN
fbem-27719	80	21	.	.	PUNCT
fbem-27719	81	1	the	the	DET
fbem-27719	81	2	incorporation	incorporation	NOUN
fbem-27719	81	3	of	of	ADP
fbem-27719	81	4	machine	machine	NOUN
fbem-27719	81	5	learning	learn	VERB
fbem-27719	81	6	techniques	technique	NOUN
fbem-27719	81	7	aims	aim	VERB
fbem-27719	81	8	to	to	PART
fbem-27719	81	9	exploit	exploit	VERB
fbem-27719	81	10	complex	complex	ADJ
fbem-27719	81	11	interactions	interaction	NOUN
fbem-27719	81	12	among	among	ADP
fbem-27719	81	13	multiple	multiple	ADJ
fbem-27719	81	14	factors	factor	NOUN
fbem-27719	81	15	;	;	PUNCT
fbem-27719	81	16	thus	thus	ADV
fbem-27719	81	17	,	,	PUNCT
fbem-27719	81	18	the	the	DET
fbem-27719	81	19	more	more	ADV
fbem-27719	81	20	accurate	accurate	ADJ
fbem-27719	81	21	prediction	prediction	NOUN
fbem-27719	81	22	is	be	AUX
fbem-27719	81	23	.	.	PUNCT
fbem-27719	82	1	the	the	DET
fbem-27719	82	2	selected	select	VERB
fbem-27719	82	3	machine	machine	NOUN
fbem-27719	82	4	learning	learning	NOUN
fbem-27719	82	5	models	model	NOUN
fbem-27719	82	6	include	include	VERB
fbem-27719	82	7	a	a	DET
fbem-27719	82	8	variety	variety	NOUN
fbem-27719	82	9	of	of	ADP
fbem-27719	82	10	methods	method	NOUN
fbem-27719	82	11	:	:	PUNCT
fbem-27719	82	12	three	three	NUM
fbem-27719	82	13	linear	linear	ADJ
fbem-27719	82	14	models	model	NOUN
fbem-27719	82	15	(	(	PUNCT
fbem-27719	82	16	ols	ol	NOUN
fbem-27719	82	17	,	,	PUNCT
fbem-27719	82	18	lasso	lasso	NOUN
fbem-27719	82	19	,	,	PUNCT
fbem-27719	82	20	and	and	CCONJ
fbem-27719	82	21	elasticnet	elasticnet	NOUN
fbem-27719	82	22	)	)	PUNCT
fbem-27719	82	23	,	,	PUNCT
fbem-27719	82	24	two	two	NUM
fbem-27719	82	25	types	type	NOUN
fbem-27719	82	26	of	of	ADP
fbem-27719	82	27	neural	neural	ADJ
fbem-27719	82	28	networks	network	NOUN
fbem-27719	82	29	(	(	PUNCT
fbem-27719	82	30	nn4	nn4	ADJ
fbem-27719	82	31	and	and	CCONJ
fbem-27719	82	32	nn5	nn5	NOUN
fbem-27719	82	33	)	)	PUNCT
fbem-27719	82	34	,	,	PUNCT
fbem-27719	82	35	and	and	CCONJ
fbem-27719	82	36	five	five	NUM
fbem-27719	82	37	tree	tree	NOUN
fbem-27719	82	38	-	-	PUNCT
fbem-27719	82	39	based	base	VERB
fbem-27719	82	40	models	model	NOUN
fbem-27719	82	41	(	(	PUNCT
fbem-27719	82	42	decision	decision	NOUN
fbem-27719	82	43	tree	tree	NOUN
fbem-27719	82	44	,	,	PUNCT
fbem-27719	82	45	catboost	catboost	PROPN
fbem-27719	82	46	,	,	PUNCT
fbem-27719	82	47	xgboost	xgboost	ADV
fbem-27719	82	48	,	,	PUNCT
fbem-27719	82	49	lightgbm	lightgbm	ADJ
fbem-27719	82	50	,	,	PUNCT
fbem-27719	82	51	and	and	CCONJ
fbem-27719	82	52	random	random	ADJ
fbem-27719	82	53	forest	forest	NOUN
fbem-27719	82	54	)	)	PUNCT
fbem-27719	82	55	.	.	PUNCT
fbem-27719	83	1	these	these	DET
fbem-27719	83	2	models	model	NOUN
fbem-27719	83	3	were	be	AUX
fbem-27719	83	4	chosen	choose	VERB
fbem-27719	83	5	because	because	SCONJ
fbem-27719	83	6	of	of	ADP
fbem-27719	83	7	their	their	PRON
fbem-27719	83	8	capability	capability	NOUN
fbem-27719	83	9	to	to	PART
fbem-27719	83	10	express	express	VERB
fbem-27719	83	11	both	both	CCONJ
fbem-27719	83	12	linear	linear	ADJ
fbem-27719	83	13	and	and	CCONJ
fbem-27719	83	14	non	non	ADJ
fbem-27719	83	15	-	-	ADJ
fbem-27719	83	16	linear	linear	ADJ
fbem-27719	83	17	associations	association	NOUN
fbem-27719	83	18	,	,	PUNCT
fbem-27719	83	19	which	which	PRON
fbem-27719	83	20	is	be	AUX
fbem-27719	83	21	a	a	DET
fbem-27719	83	22	must	must	NOUN
fbem-27719	83	23	for	for	ADP
fbem-27719	83	24	the	the	DET
fbem-27719	83	25	analysis	analysis	NOUN
fbem-27719	83	26	of	of	ADP
fbem-27719	83	27	the	the	DET
fbem-27719	83	28	complex	complex	ADJ
fbem-27719	83	29	financial	financial	ADJ
fbem-27719	83	30	data	datum	NOUN
fbem-27719	83	31	.	.	PUNCT
fbem-27719	84	1	this	this	DET
fbem-27719	84	2	broad	broad	ADJ
fbem-27719	84	3	time	time	NOUN
fbem-27719	84	4	period	period	NOUN
fbem-27719	84	5	allows	allow	VERB
fbem-27719	84	6	study	study	NOUN
fbem-27719	84	7	of	of	ADP
fbem-27719	84	8	short	short	ADJ
fbem-27719	84	9	-	-	PUNCT
fbem-27719	84	10	term	term	NOUN
fbem-27719	84	11	fluctuations	fluctuation	NOUN
fbem-27719	84	12	and	and	CCONJ
fbem-27719	84	13	long	long	ADJ
fbem-27719	84	14	-	-	PUNCT
fbem-27719	84	15	term	term	NOUN
fbem-27719	84	16	trends	trend	NOUN
fbem-27719	84	17	,	,	PUNCT
fbem-27719	84	18	showing	show	VERB
fbem-27719	84	19	the	the	DET
fbem-27719	84	20	chinese	chinese	ADJ
fbem-27719	84	21	market	market	NOUN
fbem-27719	84	22	's	's	PART
fbem-27719	84	23	dynamic	dynamic	ADJ
fbem-27719	84	24	nature	nature	NOUN
fbem-27719	84	25	.	.	PUNCT
fbem-27719	85	1	the	the	DET
fbem-27719	85	2	primary	primary	ADJ
fbem-27719	85	3	reason	reason	NOUN
fbem-27719	85	4	for	for	ADP
fbem-27719	85	5	including	include	VERB
fbem-27719	85	6	linear	linear	NOUN
fbem-27719	85	7	models	model	NOUN
fbem-27719	85	8	,	,	PUNCT
fbem-27719	85	9	which	which	PRON
fbem-27719	85	10	are	be	AUX
fbem-27719	85	11	simple	simple	ADJ
fbem-27719	85	12	and	and	CCONJ
fbem-27719	85	13	easily	easily	ADV
fbem-27719	85	14	understood	understand	VERB
fbem-27719	85	15	,	,	PUNCT
fbem-27719	85	16	in	in	ADP
fbem-27719	85	17	the	the	DET
fbem-27719	85	18	list	list	NOUN
fbem-27719	85	19	of	of	ADP
fbem-27719	85	20	methods	method	NOUN
fbem-27719	85	21	for	for	ADP
fbem-27719	85	22	obtaining	obtain	VERB
fbem-27719	85	23	a	a	DET
fbem-27719	85	24	first	first	ADJ
fbem-27719	85	25	rough	rough	ADJ
fbem-27719	85	26	estimate	estimate	NOUN
fbem-27719	85	27	of	of	ADP
fbem-27719	85	28	the	the	DET
fbem-27719	85	29	impacts	impact	NOUN
fbem-27719	85	30	of	of	ADP
fbem-27719	85	31	the	the	DET
fbem-27719	85	32	factors	factor	NOUN
fbem-27719	85	33	is	be	AUX
fbem-27719	85	34	the	the	DET
fbem-27719	85	35	clear	clear	ADJ
fbem-27719	85	36	and	and	CCONJ
fbem-27719	85	37	straightforward	straightforward	ADJ
fbem-27719	85	38	nature	nature	NOUN
fbem-27719	85	39	of	of	ADP
fbem-27719	85	40	the	the	DET
fbem-27719	85	41	linear	linear	ADJ
fbem-27719	85	42	models	model	NOUN
fbem-27719	85	43	.	.	PUNCT
fbem-27719	86	1	the	the	DET
fbem-27719	86	2	machines	machine	NOUN
fbem-27719	86	3	that	that	PRON
fbem-27719	86	4	neural	neural	ADJ
fbem-27719	86	5	networks	network	NOUN
fbem-27719	86	6	and	and	CCONJ
fbem-27719	86	7	tree	tree	NOUN
fbem-27719	86	8	-	-	PUNCT
fbem-27719	86	9	based	base	VERB
fbem-27719	86	10	models	model	NOUN
fbem-27719	86	11	,	,	PUNCT
fbem-27719	86	12	on	on	ADP
fbem-27719	86	13	the	the	DET
fbem-27719	86	14	contrary	contrary	NOUN
fbem-27719	86	15	,	,	PUNCT
fbem-27719	86	16	are	be	AUX
fbem-27719	86	17	the	the	DET
fbem-27719	86	18	ones	one	NOUN
fbem-27719	86	19	providing	provide	VERB
fbem-27719	86	20	the	the	DET
fbem-27719	86	21	most	most	ADV
fbem-27719	86	22	modern	modern	ADJ
fbem-27719	86	23	skills	skill	NOUN
fbem-27719	86	24	in	in	ADP
fbem-27719	86	25	modeling	model	VERB
fbem-27719	86	26	non	non	ADJ
fbem-27719	86	27	-	-	NOUN
fbem-27719	86	28	linearities	linearity	NOUN
fbem-27719	86	29	and	and	CCONJ
fbem-27719	86	30	interactions	interaction	NOUN
fbem-27719	86	31	which	which	PRON
fbem-27719	86	32	are	be	AUX
fbem-27719	86	33	anticipated	anticipate	VERB
fbem-27719	86	34	to	to	PART
fbem-27719	86	35	be	be	AUX
fbem-27719	86	36	especially	especially	ADV
fbem-27719	86	37	useful	useful	ADJ
fbem-27719	86	38	in	in	ADP
fbem-27719	86	39	deciphering	decipher	VERB
fbem-27719	86	40	the	the	DET
fbem-27719	86	41	complex	complex	NOUN
fbem-27719	86	42	and	and	CCONJ
fbem-27719	86	43	rapidly	rapidly	ADV
fbem-27719	86	44	changing	change	VERB
fbem-27719	86	45	chinese	chinese	ADJ
fbem-27719	86	46	financial	financial	ADJ
fbem-27719	86	47	market	market	NOUN
fbem-27719	86	48	.	.	PUNCT
fbem-27719	87	1	2.2	2.2	NUM
fbem-27719	87	2	.	.	PUNCT
fbem-27719	87	3	applicable	applicable	ADJ
fbem-27719	87	4	machine	machine	NOUN
fbem-27719	87	5	learning	learning	NOUN
fbem-27719	87	6	models	model	NOUN
fbem-27719	87	7	this	this	DET
fbem-27719	87	8	section	section	NOUN
fbem-27719	87	9	providing	provide	VERB
fbem-27719	87	10	some	some	DET
fbem-27719	87	11	suitable	suitable	ADJ
fbem-27719	87	12	machine	machine	NOUN
fbem-27719	87	13	learning	learning	NOUN
fbem-27719	87	14	models	model	NOUN
fbem-27719	87	15	to	to	PART
fbem-27719	87	16	describe	describe	VERB
fbem-27719	87	17	the	the	DET
fbem-27719	87	18	quantitative	quantitative	ADJ
fbem-27719	87	19	investment	investment	NOUN
fbem-27719	87	20	strategies	strategy	NOUN
fbem-27719	87	21	of	of	ADP
fbem-27719	87	22	the	the	DET
fbem-27719	87	23	chinese	chinese	ADJ
fbem-27719	87	24	financial	financial	ADJ
fbem-27719	87	25	market	market	NOUN
fbem-27719	87	26	.	.	PUNCT
fbem-27719	88	1	the	the	DET
fbem-27719	88	2	selection	selection	NOUN
fbem-27719	88	3	of	of	ADP
fbem-27719	88	4	the	the	DET
fbem-27719	88	5	models	model	NOUN
fbem-27719	88	6	is	be	AUX
fbem-27719	88	7	done	do	VERB
fbem-27719	88	8	in	in	ADP
fbem-27719	88	9	the	the	DET
fbem-27719	88	10	light	light	NOUN
fbem-27719	88	11	of	of	ADP
fbem-27719	88	12	their	their	PRON
fbem-27719	88	13	effectiveness	effectiveness	NOUN
fbem-27719	88	14	in	in	ADP
fbem-27719	88	15	coping	cope	VERB
fbem-27719	88	16	with	with	ADP
fbem-27719	88	17	the	the	DET
fbem-27719	88	18	peculiar	peculiar	ADJ
fbem-27719	88	19	characteristics	characteristic	NOUN
fbem-27719	88	20	inherent	inherent	ADJ
fbem-27719	88	21	in	in	ADP
fbem-27719	88	22	the	the	DET
fbem-27719	88	23	market	market	NOUN
fbem-27719	88	24	like	like	ADP
fbem-27719	88	25	,	,	PUNCT
fbem-27719	88	26	highdimensional	highdimensional	ADJ
fbem-27719	88	27	data	datum	NOUN
fbem-27719	88	28	,	,	PUNCT
fbem-27719	88	29	nonlinear	nonlinear	ADJ
fbem-27719	88	30	relationships	relationship	NOUN
fbem-27719	88	31	,	,	PUNCT
fbem-27719	88	32	and	and	CCONJ
fbem-27719	88	33	model	model	NOUN
fbem-27719	88	34	stability	stability	NOUN
fbem-27719	88	35	.	.	PUNCT
fbem-27719	89	1	2.2.1	2.2.1	NUM
fbem-27719	89	2	.	.	PUNCT
fbem-27719	89	3	simple	simple	ADJ
fbem-27719	89	4	linear	linear	ADJ
fbem-27719	89	5	regression	regression	NOUN
fbem-27719	89	6	in	in	ADP
fbem-27719	89	7	the	the	DET
fbem-27719	89	8	case	case	NOUN
fbem-27719	89	9	of	of	ADP
fbem-27719	89	10	the	the	DET
fbem-27719	89	11	very	very	ADV
fbem-27719	89	12	complicated	complicated	ADJ
fbem-27719	89	13	chinese	chinese	ADJ
fbem-27719	89	14	financial	financial	ADJ
fbem-27719	89	15	market	market	NOUN
fbem-27719	89	16	,	,	PUNCT
fbem-27719	89	17	we	we	PRON
fbem-27719	89	18	have	have	AUX
fbem-27719	89	19	chosen	choose	VERB
fbem-27719	89	20	linear	linear	ADJ
fbem-27719	89	21	regression	regression	NOUN
fbem-27719	89	22	with	with	ADP
fbem-27719	89	23	the	the	DET
fbem-27719	89	24	huber	huber	PROPN
fbem-27719	89	25	loss	loss	NOUN
fbem-27719	89	26	function	function	NOUN
fbem-27719	89	27	as	as	ADP
fbem-27719	89	28	a	a	DET
fbem-27719	89	29	main	main	ADJ
fbem-27719	89	30	model	model	NOUN
fbem-27719	89	31	for	for	ADP
fbem-27719	89	32	our	our	PRON
fbem-27719	89	33	research	research	NOUN
fbem-27719	89	34	because	because	SCONJ
fbem-27719	89	35	of	of	ADP
fbem-27719	89	36	its	its	PRON
fbem-27719	89	37	good	good	ADJ
fbem-27719	89	38	prediction	prediction	NOUN
fbem-27719	89	39	quality	quality	NOUN
fbem-27719	89	40	and	and	CCONJ
fbem-27719	89	41	simplicity	simplicity	NOUN
fbem-27719	89	42	.	.	PUNCT
fbem-27719	90	1	the	the	DET
fbem-27719	90	2	model	model	NOUN
fbem-27719	90	3	's	's	PART
fbem-27719	90	4	current	current	ADJ
fbem-27719	90	5	significance	significance	NOUN
fbem-27719	90	6	is	be	AUX
fbem-27719	90	7	particularly	particularly	ADV
fbem-27719	90	8	enhanced	enhance	VERB
fbem-27719	90	9	in	in	ADP
fbem-27719	90	10	the	the	DET
fbem-27719	90	11	conditions	condition	NOUN
fbem-27719	90	12	when	when	SCONJ
fbem-27719	90	13	the	the	DET
fbem-27719	90	14	data	data	NOUN
fbem-27719	90	15	is	be	AUX
fbem-27719	90	16	too	too	ADV
fbem-27719	90	17	large	large	ADJ
fbem-27719	90	18	and	and	CCONJ
fbem-27719	90	19	generally	generally	ADV
fbem-27719	90	20	distorted	distort	VERB
fbem-27719	90	21	,	,	PUNCT
fbem-27719	90	22	which	which	PRON
fbem-27719	90	23	is	be	AUX
fbem-27719	90	24	usually	usually	ADV
fbem-27719	90	25	the	the	DET
fbem-27719	90	26	case	case	NOUN
fbem-27719	90	27	of	of	ADP
fbem-27719	90	28	the	the	DET
fbem-27719	90	29	financial	financial	ADJ
fbem-27719	90	30	markets	market	NOUN
fbem-27719	90	31	.	.	PUNCT
fbem-27719	91	1	the	the	DET
fbem-27719	91	2	mathematical	mathematical	ADJ
fbem-27719	91	3	expression	expression	NOUN
fbem-27719	91	4	for	for	ADP
fbem-27719	91	5	linear	linear	ADJ
fbem-27719	91	6	regression	regression	NOUN
fbem-27719	91	7	is	be	AUX
fbem-27719	91	8	represented	represent	VERB
fbem-27719	91	9	as	as	ADP
fbem-27719	91	10	:	:	PUNCT
fbem-27719	91	11	,	,	PUNCT
fbem-27719	91	12	1	1	NUM
fbem-27719	91	13	,	,	PUNCT
fbem-27719	91	14	,	,	PUNCT
fbem-27719	91	15	(	(	PUNCT
fbem-27719	91	16	;	;	PUNCT
fbem-27719	91	17	)	)	PUNCT
fbem-27719	92	1	i	i	PRON
fbem-27719	92	2	t	t	VERB
fbem-27719	93	1	i	i	PRON
fbem-27719	93	2	t	t	X
fbem-27719	94	1	i	i	PRON
fbem-27719	94	2	t	t	NOUN
fbem-27719	94	3	r	r	NOUN
fbem-27719	94	4	g	g	PROPN
fbem-27719	94	5	z	z	NOUN
fbem-27719	94	6			NOUN
fbem-27719	95	1			PROPN
fbem-27719	96	1	+	+	CCONJ
fbem-27719	97	1	=	=	PUNCT
fbem-27719	98	1	+	+	CCONJ
fbem-27719	98	2	where	where	SCONJ
fbem-27719	98	3	,	,	PUNCT
fbem-27719	98	4	1i	1i	NOUN
fbem-27719	98	5	tr	tr	VERB
fbem-27719	98	6	+	+	ADJ
fbem-27719	98	7	is	be	AUX
fbem-27719	98	8	the	the	DET
fbem-27719	98	9	expected	expected	ADJ
fbem-27719	98	10	excess	excess	ADJ
fbem-27719	98	11	return	return	NOUN
fbem-27719	98	12	on	on	ADP
fbem-27719	98	13	stock	stock	NOUN
fbem-27719	98	14	i	i	PRON
fbem-27719	98	15	at	at	ADP
fbem-27719	98	16	time	time	NOUN
fbem-27719	98	17	1	1	NUM
fbem-27719	98	18	t	t	NOUN
fbem-27719	98	19	+	+	X
fbem-27719	98	20	,	,	PUNCT
fbem-27719	98	21	,	,	PUNCT
fbem-27719	98	22	i	i	PRON
fbem-27719	98	23	tz	tz	VERB
fbem-27719	98	24	embodies	embody	VERB
fbem-27719	98	25	the	the	DET
fbem-27719	98	26	vector	vector	NOUN
fbem-27719	98	27	of	of	ADP
fbem-27719	98	28	selected	select	VERB
fbem-27719	98	29	factors	factor	NOUN
fbem-27719	98	30	influencing	influence	VERB
fbem-27719	98	31	the	the	DET
fbem-27719	98	32	returns	return	NOUN
fbem-27719	98	33	,	,	PUNCT
fbem-27719	98	34			PROPN
fbem-27719	98	35	represents	represent	VERB
fbem-27719	98	36	the	the	DET
fbem-27719	98	37	vector	vector	NOUN
fbem-27719	98	38	of	of	ADP
fbem-27719	98	39	factor	factor	NOUN
fbem-27719	98	40	loadings	loading	NOUN
fbem-27719	98	41	,	,	PUNCT
fbem-27719	98	42	and	and	CCONJ
fbem-27719	98	43	,	,	PUNCT
fbem-27719	98	44	i	i	PRON
fbem-27719	98	45	t	t	PROPN
fbem-27719	98	46	denotes	denote	VERB
fbem-27719	98	47	the	the	DET
fbem-27719	98	48	error	error	NOUN
fbem-27719	98	49	term	term	NOUN
fbem-27719	98	50	.	.	PUNCT
fbem-27719	99	1	the	the	DET
fbem-27719	99	2	huber	huber	PROPN
fbem-27719	99	3	loss	loss	NOUN
fbem-27719	99	4	is	be	AUX
fbem-27719	99	5	formalized	formalize	VERB
fbem-27719	99	6	as	as	ADP
fbem-27719	99	7	:	:	PUNCT
fbem-27719	99	8	,	,	PUNCT
fbem-27719	99	9	1	1	NUM
fbem-27719	99	10	,	,	PUNCT
fbem-27719	99	11	1	1	NUM
fbem-27719	99	12	1	1	NUM
fbem-27719	99	13	1	1	NUM
fbem-27719	99	14	(	(	PUNCT
fbem-27719	99	15	)	)	PUNCT
fbem-27719	99	16	(	(	PUNCT
fbem-27719	99	17	(	(	PUNCT
fbem-27719	99	18	;	;	PUNCT
fbem-27719	99	19	)	)	PUNCT
fbem-27719	99	20	;	;	PUNCT
fbem-27719	99	21	)	)	PUNCT
fbem-27719	100	1	n	n	CCONJ
fbem-27719	100	2	t	t	NOUN
fbem-27719	101	1	i	i	PRON
fbem-27719	101	2	t	t	VERB
fbem-27719	102	1	i	i	PRON
fbem-27719	102	2	ti	ti	NOUN
fbem-27719	102	3	t	t	NOUN
fbem-27719	102	4	h	h	NOUN
fbem-27719	102	5	h	h	NOUN
fbem-27719	102	6	r	r	NOUN
fbem-27719	102	7	g	g	PROPN
fbem-27719	102	8	z	z	NOUN
fbem-27719	102	9	m	m	VERB
fbem-27719	102	10	nt	not	PART
fbem-27719	102	11			X
fbem-27719	102	12			X
fbem-27719	103	1	+	+	PROPN
fbem-27719	103	2	=	=	SYM
fbem-27719	103	3	=	=	SYM
fbem-27719	103	4	=	=	SYM
fbem-27719	103	5	−	−	NOUN
fbem-27719	103	6			NOUN
fbem-27719	103	7	where	where	SCONJ
fbem-27719	103	8	the	the	DET
fbem-27719	103	9	huber	huber	PROPN
fbem-27719	103	10	loss	loss	NOUN
fbem-27719	103	11	function	function	NOUN
fbem-27719	103	12	h	h	NOUN
fbem-27719	103	13	(	(	PUNCT
fbem-27719	103	14	𝜒	𝜒	X
fbem-27719	103	15	;	;	PUNCT
fbem-27719	103	16	m	m	VERB
fbem-27719	103	17	)	)	PUNCT
fbem-27719	103	18	defined	define	VERB
fbem-27719	103	19	by	by	ADP
fbem-27719	103	20	a	a	DET
fbem-27719	103	21	tuning	tuning	NOUN
fbem-27719	103	22	parameter	parameter	NOUN
fbem-27719	103	23	m	m	PROPN
fbem-27719	103	24	,	,	PUNCT
fbem-27719	103	25	distinguishing	distinguish	VERB
fbem-27719	103	26	between	between	ADP
fbem-27719	103	27	the	the	DET
fbem-27719	103	28	squared	square	VERB
fbem-27719	103	29	loss	loss	NOUN
fbem-27719	103	30	for	for	ADP
fbem-27719	103	31	residuals	residual	NOUN
fbem-27719	103	32	less	less	ADJ
fbem-27719	103	33	than	than	ADP
fbem-27719	103	34	m	m	PRON
fbem-27719	103	35	and	and	CCONJ
fbem-27719	103	36	a	a	DET
fbem-27719	103	37	linear	linear	ADJ
fbem-27719	103	38	loss	loss	NOUN
fbem-27719	103	39	for	for	ADP
fbem-27719	103	40	those	those	PRON
fbem-27719	103	41	exceeding	exceed	VERB
fbem-27719	103	42	m.	m.	NOUN
fbem-27719	103	43	we	we	PRON
fbem-27719	103	44	will	will	AUX
fbem-27719	103	45	build	build	VERB
fbem-27719	103	46	the	the	DET
fbem-27719	103	47	theoretical	theoretical	ADJ
fbem-27719	103	48	basis	basis	NOUN
fbem-27719	103	49	of	of	ADP
fbem-27719	103	50	our	our	PRON
fbem-27719	103	51	empirical	empirical	ADJ
fbem-27719	103	52	investigation	investigation	NOUN
fbem-27719	103	53	through	through	ADP
fbem-27719	103	54	the	the	DET
fbem-27719	103	55	implementation	implementation	NOUN
fbem-27719	103	56	of	of	ADP
fbem-27719	103	57	linear	linear	ADJ
fbem-27719	103	58	regression	regression	NOUN
fbem-27719	103	59	with	with	ADP
fbem-27719	103	60	the	the	DET
fbem-27719	103	61	huber	huber	PROPN
fbem-27719	103	62	loss	loss	NOUN
fbem-27719	103	63	.	.	PUNCT
fbem-27719	104	1	this	this	PRON
fbem-27719	104	2	allows	allow	VERB
fbem-27719	104	3	for	for	ADP
fbem-27719	104	4	a	a	DET
fbem-27719	104	5	simple	simple	ADJ
fbem-27719	104	6	and	and	CCONJ
fbem-27719	104	7	interpretable	interpretable	ADJ
fbem-27719	104	8	analysis	analysis	NOUN
fbem-27719	104	9	of	of	ADP
fbem-27719	104	10	how	how	SCONJ
fbem-27719	104	11	traditional	traditional	ADJ
fbem-27719	104	12	quantitative	quantitative	ADJ
fbem-27719	104	13	variables	variable	NOUN
fbem-27719	104	14	affect	affect	VERB
fbem-27719	104	15	stock	stock	NOUN
fbem-27719	104	16	returns	return	NOUN
fbem-27719	104	17	.	.	PUNCT
fbem-27719	105	1	in	in	ADP
fbem-27719	105	2	addition	addition	NOUN
fbem-27719	105	3	,	,	PUNCT
fbem-27719	105	4	the	the	DET
fbem-27719	105	5	insights	insight	NOUN
fbem-27719	105	6	gathered	gather	VERB
fbem-27719	105	7	from	from	ADP
fbem-27719	105	8	this	this	DET
fbem-27719	105	9	baseline	baseline	NOUN
fbem-27719	105	10	model	model	NOUN
fbem-27719	105	11	will	will	AUX
fbem-27719	105	12	be	be	AUX
fbem-27719	105	13	of	of	ADP
fbem-27719	105	14	great	great	ADJ
fbem-27719	105	15	help	help	NOUN
fbem-27719	105	16	in	in	ADP
fbem-27719	105	17	determining	determine	VERB
fbem-27719	105	18	the	the	DET
fbem-27719	105	19	additional	additional	ADJ
fbem-27719	105	20	benefits	benefit	NOUN
fbem-27719	105	21	gained	gain	VERB
fbem-27719	105	22	from	from	ADP
fbem-27719	105	23	the	the	DET
fbem-27719	105	24	more	more	ADV
fbem-27719	105	25	complex	complex	ADJ
fbem-27719	105	26	machine	machine	NOUN
fbem-27719	105	27	learning	learning	NOUN
fbem-27719	105	28	models	model	NOUN
fbem-27719	105	29	that	that	PRON
fbem-27719	105	30	we	we	PRON
fbem-27719	105	31	have	have	AUX
fbem-27719	105	32	proposed	propose	VERB
fbem-27719	105	33	for	for	ADP
fbem-27719	105	34	stock	stock	NOUN
fbem-27719	105	35	selection	selection	NOUN
fbem-27719	105	36	in	in	ADP
fbem-27719	105	37	the	the	DET
fbem-27719	105	38	chinese	chinese	ADJ
fbem-27719	105	39	financial	financial	ADJ
fbem-27719	105	40	market	market	NOUN
fbem-27719	105	41	.	.	PUNCT
fbem-27719	106	1	2.2.2	2.2.2	X
fbem-27719	106	2	.	.	NUM
fbem-27719	106	3	regularized	regularize	VERB
fbem-27719	106	4	linear	linear	ADJ
fbem-27719	106	5	regression	regression	NOUN
fbem-27719	106	6	a	a	DET
fbem-27719	106	7	salient	salient	NOUN
fbem-27719	106	8	challenge	challenge	NOUN
fbem-27719	106	9	within	within	ADP
fbem-27719	106	10	simple	simple	ADJ
fbem-27719	106	11	linear	linear	ADJ
fbem-27719	106	12	regression	regression	NOUN
fbem-27719	106	13	is	be	AUX
fbem-27719	106	14	the	the	DET
fbem-27719	106	15	reliability	reliability	NOUN
fbem-27719	106	16	of	of	ADP
fbem-27719	106	17	estimations	estimation	NOUN
fbem-27719	106	18	when	when	SCONJ
fbem-27719	106	19	confronted	confront	VERB
fbem-27719	106	20	with	with	ADP
fbem-27719	106	21	a	a	DET
fbem-27719	106	22	large	large	ADJ
fbem-27719	106	23	number	number	NOUN
fbem-27719	106	24	of	of	ADP
fbem-27719	106	25	covariates	covariate	NOUN
fbem-27719	106	26	.	.	PUNCT
fbem-27719	107	1	it	it	PRON
fbem-27719	107	2	is	be	AUX
fbem-27719	107	3	especially	especially	ADV
fbem-27719	107	4	important	important	ADJ
fbem-27719	107	5	to	to	PART
fbem-27719	107	6	note	note	VERB
fbem-27719	107	7	that	that	SCONJ
fbem-27719	107	8	we	we	PRON
fbem-27719	107	9	are	be	AUX
fbem-27719	107	10	talking	talk	VERB
fbem-27719	107	11	about	about	ADP
fbem-27719	107	12	high	high	ADJ
fbem-27719	107	13	dimensional	dimensional	ADJ
fbem-27719	107	14	area	area	NOUN
fbem-27719	107	15	of	of	ADP
fbem-27719	107	16	chinese	chinese	ADJ
fbem-27719	107	17	financial	financial	ADJ
fbem-27719	107	18	markets	market	NOUN
fbem-27719	107	19	whose	whose	DET
fbem-27719	107	20	quantitative	quantitative	ADJ
fbem-27719	107	21	investment	investment	NOUN
fbem-27719	107	22	factors	factor	NOUN
fbem-27719	107	23	usually	usually	ADV
fbem-27719	107	24	make	make	VERB
fbem-27719	107	25	the	the	DET
fbem-27719	107	26	model	model	NOUN
fbem-27719	107	27	unstable	unstable	ADJ
fbem-27719	107	28	if	if	SCONJ
fbem-27719	107	29	not	not	PART
fbem-27719	107	30	regularized	regularize	VERB
fbem-27719	107	31	.	.	PUNCT
fbem-27719	108	1	to	to	PART
fbem-27719	108	2	combat	combat	VERB
fbem-27719	108	3	these	these	DET
fbem-27719	108	4	issues	issue	NOUN
fbem-27719	108	5	which	which	PRON
fbem-27719	108	6	are	be	AUX
fbem-27719	108	7	natural	natural	ADJ
fbem-27719	108	8	in	in	ADP
fbem-27719	108	9	simple	simple	ADJ
fbem-27719	108	10	linear	linear	ADJ
fbem-27719	108	11	regression	regression	NOUN
fbem-27719	108	12	methods	method	NOUN
fbem-27719	108	13	,	,	PUNCT
fbem-27719	108	14	this	this	DET
fbem-27719	108	15	dissertation	dissertation	NOUN
fbem-27719	108	16	combines	combine	VERB
fbem-27719	108	17	regularized	regularize	VERB
fbem-27719	108	18	linear	linear	ADJ
fbem-27719	108	19	regression	regression	NOUN
fbem-27719	108	20	techniques	technique	NOUN
fbem-27719	108	21	mainly	mainly	ADV
fbem-27719	108	22	focused	focus	VERB
fbem-27719	108	23	on	on	ADP
fbem-27719	108	24	lasso	lasso	NOUN
fbem-27719	108	25	regression	regression	NOUN
fbem-27719	108	26	.	.	PUNCT
fbem-27719	109	1	adding	add	VERB
fbem-27719	109	2	a	a	DET
fbem-27719	109	3	penalty	penalty	NOUN
fbem-27719	109	4	function	function	NOUN
fbem-27719	109	5	to	to	ADP
fbem-27719	109	6	classical	classical	ADJ
fbem-27719	109	7	regression	regression	NOUN
fbem-27719	109	8	restricts	restrict	VERB
fbem-27719	109	9	coefficient	coefficient	NOUN
fbem-27719	109	10	size	size	NOUN
fbem-27719	109	11	,	,	PUNCT
fbem-27719	109	12	lowering	lower	VERB
fbem-27719	109	13	the	the	DET
fbem-27719	109	14	impact	impact	NOUN
fbem-27719	109	15	of	of	ADP
fbem-27719	109	16	less	less	ADV
fbem-27719	109	17	relevant	relevant	ADJ
fbem-27719	109	18	factors	factor	NOUN
fbem-27719	109	19	to	to	ADP
fbem-27719	109	20	zero	zero	NUM
fbem-27719	109	21	and	and	CCONJ
fbem-27719	109	22	resolving	resolve	VERB
fbem-27719	109	23	multicollinearity	multicollinearity	NOUN
fbem-27719	109	24	and	and	CCONJ
fbem-27719	109	25	enhancing	enhance	VERB
fbem-27719	109	26	model	model	NOUN
fbem-27719	109	27	parsimony	parsimony	NOUN
fbem-27719	109	28	.	.	PUNCT
fbem-27719	110	1	the	the	DET
fbem-27719	110	2	lasso	lasso	ADJ
fbem-27719	110	3	objective	objective	ADJ
fbem-27719	110	4	function	function	NOUN
fbem-27719	110	5	is	be	AUX
fbem-27719	110	6	expressed	express	VERB
fbem-27719	110	7	as	as	ADP
fbem-27719	110	8	:	:	PUNCT
fbem-27719	110	9	1	1	NUM
fbem-27719	110	10	(	(	PUNCT
fbem-27719	110	11	)	)	PUNCT
fbem-27719	111	1	p	p	NOUN
fbem-27719	111	2	lasso	lasso	NOUN
fbem-27719	111	3	h	h	NOUN
fbem-27719	111	4	jj	jj	PROPN
fbem-27719	111	5	l	l	PROPN
fbem-27719	111	6	l	l	X
fbem-27719	111	7			X
fbem-27719	111	8			X
fbem-27719	111	9			X
fbem-27719	111	10	=	=	PUNCT
fbem-27719	112	1	=	=	PUNCT
fbem-27719	113	1	+	+	CCONJ
fbem-27719	113	2			X
fbem-27719	113	3	where	where	SCONJ
fbem-27719	113	4	λ	λ	PROPN
fbem-27719	113	5	is	be	AUX
fbem-27719	113	6	a	a	DET
fbem-27719	113	7	hyperparameter	hyperparameter	NOUN
fbem-27719	113	8	governing	govern	VERB
fbem-27719	113	9	the	the	DET
fbem-27719	113	10	strength	strength	NOUN
fbem-27719	113	11	of	of	ADP
fbem-27719	113	12	the	the	DET
fbem-27719	113	13	penalty	penalty	NOUN
fbem-27719	113	14	,	,	PUNCT
fbem-27719	113	15	providing	provide	VERB
fbem-27719	113	16	a	a	DET
fbem-27719	113	17	means	means	NOUN
fbem-27719	113	18	to	to	PART
fbem-27719	113	19	control	control	VERB
fbem-27719	113	20	the	the	DET
fbem-27719	113	21	trade	trade	NOUN
fbem-27719	113	22	-	-	PUNCT
fbem-27719	113	23	off	off	NOUN
fbem-27719	113	24	between	between	ADP
fbem-27719	113	25	bias	bias	NOUN
fbem-27719	113	26	and	and	CCONJ
fbem-27719	113	27	variance	variance	NOUN
fbem-27719	113	28	in	in	ADP
fbem-27719	113	29	the	the	DET
fbem-27719	113	30	model	model	NOUN
fbem-27719	113	31	estimation	estimation	NOUN
fbem-27719	113	32	process	process	NOUN
fbem-27719	113	33	.	.	PUNCT
fbem-27719	114	1	complementing	complement	VERB
fbem-27719	114	2	lasso	lasso	NOUN
fbem-27719	114	3	,	,	PUNCT
fbem-27719	114	4	the	the	DET
fbem-27719	114	5	elastic	elastic	ADJ
fbem-27719	114	6	net	net	ADJ
fbem-27719	114	7	method	method	NOUN
fbem-27719	114	8	is	be	AUX
fbem-27719	114	9	a	a	DET
fbem-27719	114	10	hybrid	hybrid	NOUN
fbem-27719	114	11	that	that	PRON
fbem-27719	114	12	merges	merge	VERB
fbem-27719	114	13	the	the	DET
fbem-27719	114	14	qualities	quality	NOUN
fbem-27719	114	15	of	of	ADP
fbem-27719	114	16	lasso	lasso	NOUN
fbem-27719	114	17	and	and	CCONJ
fbem-27719	114	18	ridge	ridge	NOUN
fbem-27719	114	19	regression	regression	NOUN
fbem-27719	114	20	.	.	PUNCT
fbem-27719	115	1	in	in	ADP
fbem-27719	115	2	the	the	DET
fbem-27719	115	3	presence	presence	NOUN
fbem-27719	115	4	of	of	ADP
fbem-27719	115	5	strongly	strongly	ADV
fbem-27719	115	6	correlated	correlate	VERB
fbem-27719	115	7	predictors	predictor	NOUN
fbem-27719	115	8	,	,	PUNCT
fbem-27719	115	9	it	it	PRON
fbem-27719	115	10	balances	balance	VERB
fbem-27719	115	11	the	the	DET
fbem-27719	115	12	l1	l1	PROPN
fbem-27719	115	13	and	and	CCONJ
fbem-27719	115	14	l2	l2	VERB
fbem-27719	115	15	penalties	penalty	NOUN
fbem-27719	115	16	to	to	PART
fbem-27719	115	17	stabilize	stabilize	VERB
fbem-27719	115	18	covariate	covariate	ADJ
fbem-27719	115	19	selection	selection	NOUN
fbem-27719	115	20	while	while	SCONJ
fbem-27719	115	21	keeping	keep	VERB
fbem-27719	115	22	regularization	regularization	NOUN
fbem-27719	115	23	qualities	quality	NOUN
fbem-27719	115	24	,	,	PUNCT
fbem-27719	115	25	addressing	address	VERB
fbem-27719	115	26	lasso	lasso	NOUN
fbem-27719	115	27	's	's	PART
fbem-27719	115	28	drawbacks	drawback	NOUN
fbem-27719	115	29	.	.	PUNCT
fbem-27719	116	1	the	the	DET
fbem-27719	116	2	elastic	elastic	ADJ
fbem-27719	116	3	net	net	ADJ
fbem-27719	116	4	objective	objective	ADJ
fbem-27719	116	5	function	function	NOUN
fbem-27719	116	6	is	be	AUX
fbem-27719	116	7	given	give	VERB
fbem-27719	116	8	by	by	ADP
fbem-27719	116	9	:	:	PUNCT
fbem-27719	116	10	2	2	NUM
fbem-27719	116	11	1	1	NUM
fbem-27719	116	12	1	1	NUM
fbem-27719	116	13	(	(	PUNCT
fbem-27719	116	14	)	)	PUNCT
fbem-27719	116	15	(	(	PUNCT
fbem-27719	116	16	)	)	PUNCT
fbem-27719	116	17	(	(	PUNCT
fbem-27719	116	18	1	1	X
fbem-27719	116	19	)	)	SYM
fbem-27719	116	20	2	2	NUM
fbem-27719	116	21	p	p	NOUN
fbem-27719	116	22	ph	ph	ADJ
fbem-27719	116	23	enet	enet	NOUN
fbem-27719	116	24	h	h	PROPN
fbem-27719	117	1	j	j	PROPN
fbem-27719	117	2	jj	jj	PROPN
fbem-27719	117	3	j	j	PROPN
fbem-27719	117	4	l	l	PROPN
fbem-27719	117	5	l	l	NOUN
fbem-27719	117	6			NOUN
fbem-27719	117	7			PROPN
fbem-27719	117	8			PROPN
fbem-27719	117	9			ADP
fbem-27719	117	10			ADJ
fbem-27719	117	11			X
fbem-27719	117	12			X
fbem-27719	117	13	=	=	PUNCT
fbem-27719	118	1	=	=	PUNCT
fbem-27719	118	2	=	=	PUNCT
fbem-27719	119	1	+	+	NUM
fbem-27719	119	2	−	−	NOUN
fbem-27719	120	1	+	+	NOUN
fbem-27719	120	2			X
fbem-27719	120	3			X
fbem-27719	120	4	where	where	SCONJ
fbem-27719	120	5			ADP
fbem-27719	120	6	modulates	modulate	VERB
fbem-27719	120	7	the	the	DET
fbem-27719	120	8	relative	relative	ADJ
fbem-27719	120	9	weight	weight	NOUN
fbem-27719	120	10	between	between	ADP
fbem-27719	120	11	l1	l1	PROPN
fbem-27719	120	12	and	and	CCONJ
fbem-27719	120	13	l2	l2	NOUN
fbem-27719	120	14	penalties	penalty	NOUN
fbem-27719	120	15	,	,	PUNCT
fbem-27719	120	16	allowing	allow	VERB
fbem-27719	120	17	for	for	ADP
fbem-27719	120	18	a	a	DET
fbem-27719	120	19	tailored	tailor	VERB
fbem-27719	120	20	approach	approach	NOUN
fbem-27719	120	21	that	that	PRON
fbem-27719	120	22	aligns	align	VERB
fbem-27719	120	23	with	with	ADP
fbem-27719	120	24	the	the	DET
fbem-27719	120	25	underlying	underlie	VERB
fbem-27719	120	26	data	data	NOUN
fbem-27719	120	27	structure	structure	NOUN
fbem-27719	120	28	and	and	CCONJ
fbem-27719	120	29	the	the	DET
fbem-27719	120	30	research	research	NOUN
fbem-27719	120	31	objectives	objective	NOUN
fbem-27719	120	32	.	.	PUNCT
fbem-27719	121	1	by	by	ADP
fbem-27719	121	2	implementing	implement	VERB
fbem-27719	121	3	lasso	lasso	NOUN
fbem-27719	121	4	and	and	CCONJ
fbem-27719	121	5	elastic	elastic	ADJ
fbem-27719	121	6	net	net	ADJ
fbem-27719	121	7	regression	regression	NOUN
fbem-27719	121	8	,	,	PUNCT
fbem-27719	121	9	the	the	DET
fbem-27719	121	10	dissertation	dissertation	NOUN
fbem-27719	121	11	endeavors	endeavor	VERB
fbem-27719	121	12	to	to	PART
fbem-27719	121	13	overcome	overcome	VERB
fbem-27719	121	14	the	the	DET
fbem-27719	121	15	limitations	limitation	NOUN
fbem-27719	121	16	of	of	ADP
fbem-27719	121	17	tmfm	tmfm	ADJ
fbem-27719	121	18	383	383	NUM
fbem-27719	121	19	and	and	CCONJ
fbem-27719	121	20	unfold	unfold	VERB
fbem-27719	121	21	the	the	DET
fbem-27719	121	22	intricate	intricate	ADJ
fbem-27719	121	23	fabric	fabric	NOUN
fbem-27719	121	24	of	of	ADP
fbem-27719	121	25	mqif	mqif	PROPN
fbem-27719	121	26	,	,	PUNCT
fbem-27719	121	27	thereby	thereby	ADV
fbem-27719	121	28	forging	forge	VERB
fbem-27719	121	29	an	an	DET
fbem-27719	121	30	advanced	advanced	ADJ
fbem-27719	121	31	navigation	navigation	NOUN
fbem-27719	121	32	tool	tool	NOUN
fbem-27719	121	33	for	for	ADP
fbem-27719	121	34	stock	stock	NOUN
fbem-27719	121	35	selection	selection	NOUN
fbem-27719	121	36	.	.	PUNCT
fbem-27719	122	1	2.2.3	2.2.3	X
fbem-27719	122	2	.	.	X
fbem-27719	122	3	gradient	gradient	NOUN
fbem-27719	122	4	boosted	boost	VERB
fbem-27719	122	5	regression	regression	NOUN
fbem-27719	122	6	trees	tree	NOUN
fbem-27719	122	7	within	within	ADP
fbem-27719	122	8	the	the	DET
fbem-27719	122	9	decision	decision	NOUN
fbem-27719	122	10	analytic	analytic	ADJ
fbem-27719	122	11	framework	framework	NOUN
fbem-27719	122	12	applicable	applicable	ADJ
fbem-27719	122	13	to	to	ADP
fbem-27719	122	14	the	the	DET
fbem-27719	122	15	financial	financial	ADJ
fbem-27719	122	16	market	market	NOUN
fbem-27719	122	17	,	,	PUNCT
fbem-27719	122	18	a	a	DET
fbem-27719	122	19	decision	decision	NOUN
fbem-27719	122	20	tree	tree	NOUN
fbem-27719	122	21	(	(	PUNCT
fbem-27719	122	22	dt	dt	NOUN
fbem-27719	122	23	)	)	PUNCT
fbem-27719	122	24	serves	serve	VERB
fbem-27719	122	25	as	as	ADP
fbem-27719	122	26	the	the	DET
fbem-27719	122	27	elemental	elemental	ADJ
fbem-27719	122	28	learning	learn	VERB
fbem-27719	122	29	unit	unit	NOUN
fbem-27719	122	30	,	,	PUNCT
fbem-27719	122	31	partitioning	partition	VERB
fbem-27719	122	32	the	the	DET
fbem-27719	122	33	data	data	NOUN
fbem-27719	122	34	space	space	NOUN
fbem-27719	122	35	into	into	ADP
fbem-27719	122	36	regions	region	NOUN
fbem-27719	122	37	rm	rm	VERB
fbem-27719	122	38	through	through	ADP
fbem-27719	122	39	recursive	recursive	ADJ
fbem-27719	122	40	binary	binary	ADJ
fbem-27719	122	41	splitting	splitting	NOUN
fbem-27719	122	42	.	.	PUNCT
fbem-27719	123	1	the	the	DET
fbem-27719	123	2	goal	goal	NOUN
fbem-27719	123	3	is	be	AUX
fbem-27719	123	4	to	to	PART
fbem-27719	123	5	minimize	minimize	VERB
fbem-27719	123	6	the	the	DET
fbem-27719	123	7	in	in	ADP
fbem-27719	123	8	-	-	PUNCT
fbem-27719	123	9	sample	sample	NOUN
fbem-27719	123	10	prediction	prediction	NOUN
fbem-27719	123	11	error	error	NOUN
fbem-27719	123	12	,	,	PUNCT
fbem-27719	123	13	typically	typically	ADV
fbem-27719	123	14	operationalized	operationalize	VERB
fbem-27719	123	15	as	as	ADP
fbem-27719	123	16	the	the	DET
fbem-27719	123	17	sum	sum	NOUN
fbem-27719	123	18	of	of	ADP
fbem-27719	123	19	squared	square	VERB
fbem-27719	123	20	residuals	residual	NOUN
fbem-27719	123	21	within	within	ADP
fbem-27719	123	22	each	each	DET
fbem-27719	123	23	terminal	terminal	ADJ
fbem-27719	123	24	node	node	NOUN
fbem-27719	123	25	,	,	PUNCT
fbem-27719	123	26	as	as	SCONJ
fbem-27719	123	27	defined	define	VERB
fbem-27719	123	28	by	by	ADP
fbem-27719	123	29	:	:	PUNCT
fbem-27719	123	30	1	1	NUM
fbem-27719	123	31	ˆ	ˆ	NOUN
fbem-27719	123	32	(	(	PUNCT
fbem-27719	123	33	x	x	SYM
fbem-27719	123	34	)	)	PUNCT
fbem-27719	123	35	m	m	VERB
fbem-27719	123	36	i	i	PRON
fbem-27719	123	37	m	m	VERB
fbem-27719	123	38	i	i	INTJ
fbem-27719	123	39	mm	mm	INTJ
fbem-27719	123	40	y	y	INTJ
fbem-27719	123	41	c	c	NOUN
fbem-27719	124	1	i	i	NOUN
fbem-27719	124	2	r	r	NOUN
fbem-27719	124	3	=	=	SYM
fbem-27719	124	4	=	=	NOUN
fbem-27719	124	5			NOUN
fbem-27719	124	6	where	where	SCONJ
fbem-27719	124	7	ˆiy	ˆiy	NOUN
fbem-27719	124	8	is	be	AUX
fbem-27719	124	9	the	the	DET
fbem-27719	124	10	predicted	predict	VERB
fbem-27719	124	11	return	return	NOUN
fbem-27719	124	12	for	for	ADP
fbem-27719	124	13	stock	stock	NOUN
fbem-27719	124	14	i	i	PRON
fbem-27719	124	15	,	,	PUNCT
fbem-27719	124	16	m	m	VERB
fbem-27719	124	17	denotes	denote	VERB
fbem-27719	124	18	the	the	DET
fbem-27719	124	19	number	number	NOUN
fbem-27719	124	20	of	of	ADP
fbem-27719	124	21	terminal	terminal	ADJ
fbem-27719	124	22	nodes	node	NOUN
fbem-27719	124	23	,	,	PUNCT
fbem-27719	124	24	mc	mc	PROPN
fbem-27719	124	25	represents	represent	VERB
fbem-27719	124	26	the	the	DET
fbem-27719	124	27	mean	mean	ADJ
fbem-27719	124	28	outcome	outcome	NOUN
fbem-27719	124	29	in	in	ADP
fbem-27719	124	30	region	region	PROPN
fbem-27719	124	31	rm	rm	PROPN
fbem-27719	124	32	,	,	PUNCT
fbem-27719	124	33	and	and	CCONJ
fbem-27719	124	34	x	x	X
fbem-27719	124	35	i	i	PRON
fbem-27719	124	36	signifies	signify	VERB
fbem-27719	124	37	the	the	DET
fbem-27719	124	38	vector	vector	NOUN
fbem-27719	124	39	of	of	ADP
fbem-27719	124	40	quantitative	quantitative	ADJ
fbem-27719	124	41	investment	investment	NOUN
fbem-27719	124	42	factors	factor	NOUN
fbem-27719	124	43	for	for	ADP
fbem-27719	124	44	stock	stock	NOUN
fbem-27719	124	45	i.	i.	PROPN
fbem-27719	124	46	catboost	catboost	PROPN
fbem-27719	124	47	refines	refine	VERB
fbem-27719	124	48	the	the	DET
fbem-27719	124	49	approach	approach	NOUN
fbem-27719	124	50	by	by	ADP
fbem-27719	124	51	optimizing	optimize	VERB
fbem-27719	124	52	the	the	DET
fbem-27719	124	53	processing	processing	NOUN
fbem-27719	124	54	of	of	ADP
fbem-27719	124	55	categorical	categorical	ADJ
fbem-27719	124	56	features	feature	NOUN
fbem-27719	124	57	,	,	PUNCT
fbem-27719	124	58	significant	significant	ADJ
fbem-27719	124	59	in	in	ADP
fbem-27719	124	60	the	the	DET
fbem-27719	124	61	chinese	chinese	ADJ
fbem-27719	124	62	financial	financial	ADJ
fbem-27719	124	63	context	context	NOUN
fbem-27719	124	64	.	.	PUNCT
fbem-27719	125	1	it	it	PRON
fbem-27719	125	2	utilizes	utilize	VERB
fbem-27719	125	3	oblivious	oblivious	ADJ
fbem-27719	125	4	trees	tree	NOUN
fbem-27719	125	5	and	and	CCONJ
fbem-27719	125	6	introduces	introduce	VERB
fbem-27719	125	7	an	an	DET
fbem-27719	125	8	innovative	innovative	ADJ
fbem-27719	125	9	gradient	gradient	NOUN
fbem-27719	125	10	-	-	PUNCT
fbem-27719	125	11	boosting	boost	VERB
fbem-27719	125	12	scheme	scheme	NOUN
fbem-27719	125	13	.	.	PUNCT
fbem-27719	126	1	the	the	DET
fbem-27719	126	2	objective	objective	ADJ
fbem-27719	126	3	function	function	NOUN
fbem-27719	126	4	of	of	ADP
fbem-27719	126	5	catboost	catboost	NOUN
fbem-27719	126	6	for	for	ADP
fbem-27719	126	7	a	a	DET
fbem-27719	126	8	given	give	VERB
fbem-27719	126	9	iteration	iteration	NOUN
fbem-27719	126	10	t	t	NOUN
fbem-27719	126	11	involves	involve	VERB
fbem-27719	126	12	minimizing	minimize	VERB
fbem-27719	126	13	:	:	PUNCT
fbem-27719	126	14	(	(	PUNCT
fbem-27719	126	15	1	1	X
fbem-27719	126	16	)	)	PUNCT
fbem-27719	126	17	(	(	PUNCT
fbem-27719	126	18	)	)	PUNCT
fbem-27719	126	19	(	(	PUNCT
fbem-27719	126	20	)	)	PUNCT
fbem-27719	126	21	1	1	NUM
fbem-27719	126	22	ˆ	ˆ	NOUN
fbem-27719	126	23	(	(	PUNCT
fbem-27719	126	24	,	,	PUNCT
fbem-27719	126	25	(	(	PUNCT
fbem-27719	126	26	x	x	INTJ
fbem-27719	126	27	,	,	PUNCT
fbem-27719	126	28	)	)	PUNCT
fbem-27719	126	29	)	)	PUNCT
fbem-27719	127	1	nt	not	PART
fbem-27719	127	2	t	t	PROPN
fbem-27719	127	3	t	t	PROPN
fbem-27719	127	4	t	t	PROPN
fbem-27719	128	1	i	i	PRON
fbem-27719	129	1	i	i	NOUN
fbem-27719	129	2	ii	ii	VERB
fbem-27719	130	1	l	l	NOUN
fbem-27719	130	2	l	l	X
fbem-27719	131	1	y	y	NOUN
fbem-27719	131	2	y	y	PROPN
fbem-27719	131	3	a	a	DET
fbem-27719	131	4	h	h	NOUN
fbem-27719	131	5	a	a	DET
fbem-27719	131	6	−	−	NOUN
fbem-27719	131	7	=	=	SYM
fbem-27719	131	8	=	=	PUNCT
fbem-27719	132	1	+	+	NOUN
fbem-27719	132	2			X
fbem-27719	132	3	where	where	SCONJ
fbem-27719	132	4	l	l	NOUN
fbem-27719	132	5	is	be	AUX
fbem-27719	132	6	the	the	DET
fbem-27719	132	7	loss	loss	NOUN
fbem-27719	132	8	function	function	NOUN
fbem-27719	132	9	,	,	PUNCT
fbem-27719	132	10	(	(	PUNCT
fbem-27719	132	11	1)ˆ	1)ˆ	INTJ
fbem-27719	132	12	t	t	X
fbem-27719	132	13	i	i	PRON
fbem-27719	132	14	y	y	PROPN
fbem-27719	132	15	−	−	PROPN
fbem-27719	132	16	is	be	AUX
fbem-27719	132	17	the	the	DET
fbem-27719	132	18	prediction	prediction	NOUN
fbem-27719	132	19	from	from	ADP
fbem-27719	132	20	the	the	DET
fbem-27719	132	21	previous	previous	ADJ
fbem-27719	132	22	iteration	iteration	NOUN
fbem-27719	132	23	,	,	PUNCT
fbem-27719	132	24	(	(	PUNCT
fbem-27719	132	25	)	)	PUNCT
fbem-27719	132	26	ta	ta	PROPN
fbem-27719	132	27	is	be	AUX
fbem-27719	132	28	the	the	DET
fbem-27719	132	29	step	step	NOUN
fbem-27719	132	30	size	size	NOUN
fbem-27719	132	31	,	,	PUNCT
fbem-27719	132	32	and	and	CCONJ
fbem-27719	132	33	h	h	NOUN
fbem-27719	132	34	is	be	AUX
fbem-27719	132	35	the	the	DET
fbem-27719	132	36	tree	tree	NOUN
fbem-27719	132	37	structure	structure	NOUN
fbem-27719	132	38	determined	determine	VERB
fbem-27719	132	39	by	by	ADP
fbem-27719	132	40	parameters	parameter	NOUN
fbem-27719	132	41	(	(	PUNCT
fbem-27719	132	42	)	)	PUNCT
fbem-27719	132	43	ta	ta	PROPN
fbem-27719	132	44	,	,	PUNCT
fbem-27719	132	45	reflecting	reflect	VERB
fbem-27719	132	46	the	the	DET
fbem-27719	132	47	decision	decision	NOUN
fbem-27719	132	48	rules	rule	NOUN
fbem-27719	132	49	at	at	ADP
fbem-27719	132	50	iteration	iteration	NOUN
fbem-27719	132	51	t	t	PROPN
fbem-27719	132	52	.	.	PUNCT
fbem-27719	133	1	xgboost	xgboost	PROPN
fbem-27719	133	2	elevates	elevate	VERB
fbem-27719	133	3	the	the	DET
fbem-27719	133	4	boosting	boost	VERB
fbem-27719	133	5	framework	framework	NOUN
fbem-27719	133	6	through	through	ADP
fbem-27719	133	7	the	the	DET
fbem-27719	133	8	introduction	introduction	NOUN
fbem-27719	133	9	of	of	ADP
fbem-27719	133	10	a	a	DET
fbem-27719	133	11	regularized	regularize	VERB
fbem-27719	133	12	objective	objective	ADJ
fbem-27719	133	13	function	function	NOUN
fbem-27719	133	14	,	,	PUNCT
fbem-27719	133	15	incorporating	incorporate	VERB
fbem-27719	133	16	both	both	CCONJ
fbem-27719	133	17	the	the	DET
fbem-27719	133	18	loss	loss	NOUN
fbem-27719	133	19	function	function	NOUN
fbem-27719	133	20	and	and	CCONJ
fbem-27719	133	21	a	a	DET
fbem-27719	133	22	penalty	penalty	NOUN
fbem-27719	133	23	term	term	NOUN
fbem-27719	133	24	for	for	ADP
fbem-27719	133	25	the	the	DET
fbem-27719	133	26	complexity	complexity	NOUN
fbem-27719	133	27	of	of	ADP
fbem-27719	133	28	the	the	DET
fbem-27719	133	29	model	model	NOUN
fbem-27719	133	30	:	:	PUNCT
fbem-27719	133	31	(	(	PUNCT
fbem-27719	133	32	1	1	X
fbem-27719	133	33	)	)	SYM
fbem-27719	133	34	1	1	NUM
fbem-27719	133	35	ˆ	ˆ	PROPN
fbem-27719	133	36	(	(	PUNCT
fbem-27719	133	37	,	,	PUNCT
fbem-27719	133	38	(	(	PUNCT
fbem-27719	133	39	)	)	PUNCT
fbem-27719	133	40	)	)	PUNCT
fbem-27719	134	1	(	(	PUNCT
fbem-27719	134	2	)	)	PUNCT
fbem-27719	134	3	nt	not	PART
fbem-27719	134	4	t	t	INTJ
fbem-27719	134	5	i	i	PRON
fbem-27719	135	1	i	i	PRON
fbem-27719	135	2	t	t	VERB
fbem-27719	135	3	i	i	PRON
fbem-27719	135	4	ti	ti	VERB
fbem-27719	135	5	l	l	NOUN
fbem-27719	135	6	l	l	NOUN
fbem-27719	136	1	y	y	NOUN
fbem-27719	136	2	y	y	NOUN
fbem-27719	136	3	f	f	PROPN
fbem-27719	137	1	x	x	X
fbem-27719	137	2	f	f	X
fbem-27719	137	3	−	−	PROPN
fbem-27719	138	1	=	=	PUNCT
fbem-27719	138	2	=	=	PUNCT
fbem-27719	139	1	+	+	PUNCT
fbem-27719	139	2	+	+	NOUN
fbem-27719	139	3			VERB
fbem-27719	139	4	where	where	SCONJ
fbem-27719	139	5	tf	tf	PROPN
fbem-27719	139	6	representing	represent	VERB
fbem-27719	139	7	the	the	DET
fbem-27719	139	8	decision	decision	NOUN
fbem-27719	139	9	tree	tree	NOUN
fbem-27719	139	10	added	add	VERB
fbem-27719	139	11	at	at	ADP
fbem-27719	139	12	the	the	DET
fbem-27719	139	13	t	t	PROPN
fbem-27719	139	14	step	step	NOUN
fbem-27719	139	15	,	,	PUNCT
fbem-27719	139	16	and	and	CCONJ
fbem-27719	139	17	ω	ω	NUM
fbem-27719	139	18	signifying	signify	VERB
fbem-27719	139	19	the	the	DET
fbem-27719	139	20	regularization	regularization	NOUN
fbem-27719	139	21	term	term	NOUN
fbem-27719	139	22	which	which	PRON
fbem-27719	139	23	penalizes	penalize	VERB
fbem-27719	139	24	the	the	DET
fbem-27719	139	25	structural	structural	ADJ
fbem-27719	139	26	complexity	complexity	NOUN
fbem-27719	139	27	of	of	ADP
fbem-27719	139	28	the	the	DET
fbem-27719	139	29	trees	tree	NOUN
fbem-27719	139	30	,	,	PUNCT
fbem-27719	139	31	facilitating	facilitate	VERB
fbem-27719	139	32	the	the	DET
fbem-27719	139	33	control	control	NOUN
fbem-27719	139	34	of	of	ADP
fbem-27719	139	35	overfitting	overfitte	VERB
fbem-27719	139	36	.	.	PUNCT
fbem-27719	140	1	lightgbm	lightgbm	PROPN
fbem-27719	140	2	is	be	AUX
fbem-27719	140	3	tailored	tailor	VERB
fbem-27719	140	4	for	for	ADP
fbem-27719	140	5	efficiency	efficiency	NOUN
fbem-27719	140	6	and	and	CCONJ
fbem-27719	140	7	scalability	scalability	NOUN
fbem-27719	140	8	in	in	ADP
fbem-27719	140	9	highdimensional	highdimensional	ADJ
fbem-27719	140	10	data	datum	NOUN
fbem-27719	140	11	scenarios	scenario	NOUN
fbem-27719	140	12	,	,	PUNCT
fbem-27719	140	13	such	such	ADJ
fbem-27719	140	14	as	as	ADP
fbem-27719	140	15	those	those	PRON
fbem-27719	140	16	presented	present	VERB
fbem-27719	140	17	by	by	ADP
fbem-27719	140	18	the	the	DET
fbem-27719	140	19	chinese	chinese	ADJ
fbem-27719	140	20	financial	financial	ADJ
fbem-27719	140	21	market	market	NOUN
fbem-27719	140	22	.	.	PUNCT
fbem-27719	141	1	it	it	PRON
fbem-27719	141	2	builds	build	VERB
fbem-27719	141	3	trees	tree	NOUN
fbem-27719	141	4	by	by	ADP
fbem-27719	141	5	selecting	select	VERB
fbem-27719	141	6	the	the	DET
fbem-27719	141	7	split	split	NOUN
fbem-27719	141	8	that	that	PRON
fbem-27719	141	9	reduces	reduce	VERB
fbem-27719	141	10	the	the	DET
fbem-27719	141	11	loss	loss	NOUN
fbem-27719	141	12	function	function	NOUN
fbem-27719	141	13	most	most	ADV
fbem-27719	141	14	,	,	PUNCT
fbem-27719	141	15	thereby	thereby	ADV
fbem-27719	141	16	localizing	localize	VERB
fbem-27719	141	17	the	the	DET
fbem-27719	141	18	most	most	ADV
fbem-27719	141	19	significant	significant	ADJ
fbem-27719	141	20	growth	growth	NOUN
fbem-27719	141	21	at	at	ADP
fbem-27719	141	22	the	the	DET
fbem-27719	141	23	iterations	iteration	NOUN
fbem-27719	141	24	where	where	SCONJ
fbem-27719	141	25	it	it	PRON
fbem-27719	141	26	is	be	AUX
fbem-27719	141	27	most	most	ADV
fbem-27719	141	28	required	require	VERB
fbem-27719	141	29	:	:	PUNCT
fbem-27719	141	30	(	(	PUNCT
fbem-27719	141	31	)	)	PUNCT
fbem-27719	141	32	(	(	PUNCT
fbem-27719	141	33	1	1	X
fbem-27719	141	34	)	)	PUNCT
fbem-27719	141	35	(	(	PUNCT
fbem-27719	141	36	)	)	PUNCT
fbem-27719	141	37	ˆ	ˆ	NOUN
fbem-27719	141	38	ˆ	ˆ	ADV
fbem-27719	141	39	.	.	PUNCT
fbem-27719	142	1	(	(	PUNCT
fbem-27719	142	2	x	x	NOUN
fbem-27719	142	3	;	;	PUNCT
fbem-27719	142	4	)	)	PUNCT
fbem-27719	142	5	t	t	NOUN
fbem-27719	142	6	t	t	PROPN
fbem-27719	142	7	t	t	PROPN
fbem-27719	143	1	i	i	PRON
fbem-27719	144	1	i	i	PRON
fbem-27719	145	1	i	i	VERB
fbem-27719	145	2	y	y	VERB
fbem-27719	145	3	y	y	VERB
fbem-27719	145	4	g	g	PUNCT
fbem-27719	146	1	−	−	PROPN
fbem-27719	147	1	=	=	PUNCT
fbem-27719	148	1	+	+	PUNCT
fbem-27719	148	2			NUM
fbem-27719	148	3	where	where	SCONJ
fbem-27719	148	4			NUM
fbem-27719	148	5	is	be	AUX
fbem-27719	148	6	the	the	DET
fbem-27719	148	7	learning	learning	NOUN
fbem-27719	148	8	rate	rate	NOUN
fbem-27719	148	9	,	,	PUNCT
fbem-27719	148	10	and	and	CCONJ
fbem-27719	148	11	(	(	PUNCT
fbem-27719	148	12	)	)	PUNCT
fbem-27719	148	13	t	t	PROPN
fbem-27719	148	14	embodies	embody	VERB
fbem-27719	148	15	the	the	DET
fbem-27719	148	16	parameters	parameter	NOUN
fbem-27719	148	17	defining	define	VERB
fbem-27719	148	18	the	the	DET
fbem-27719	148	19	structure	structure	NOUN
fbem-27719	148	20	of	of	ADP
fbem-27719	148	21	the	the	DET
fbem-27719	148	22	tree	tree	NOUN
fbem-27719	148	23	at	at	ADP
fbem-27719	148	24	iteration	iteration	NOUN
fbem-27719	148	25	t	t	PROPN
fbem-27719	148	26	,	,	PUNCT
fbem-27719	148	27	and	and	CCONJ
fbem-27719	148	28	g	g	PROPN
fbem-27719	148	29	is	be	AUX
fbem-27719	148	30	the	the	DET
fbem-27719	148	31	gradient	gradient	NOUN
fbem-27719	148	32	-	-	PUNCT
fbem-27719	148	33	based	base	VERB
fbem-27719	148	34	learning	learning	NOUN
fbem-27719	148	35	process	process	NOUN
fbem-27719	148	36	that	that	PRON
fbem-27719	148	37	specifies	specify	VERB
fbem-27719	148	38	the	the	DET
fbem-27719	148	39	tree	tree	NOUN
fbem-27719	148	40	growth	growth	NOUN
fbem-27719	148	41	.	.	PUNCT
fbem-27719	149	1	2.2.4	2.2.4	X
fbem-27719	149	2	.	.	X
fbem-27719	149	3	random	random	ADJ
fbem-27719	149	4	forests	forest	NOUN
fbem-27719	149	5	an	an	DET
fbem-27719	149	6	ensemble	ensemble	ADJ
fbem-27719	149	7	learning	learning	NOUN
fbem-27719	149	8	approach	approach	NOUN
fbem-27719	149	9	called	call	VERB
fbem-27719	149	10	random	random	ADJ
fbem-27719	149	11	forests	forest	NOUN
fbem-27719	149	12	creates	create	VERB
fbem-27719	149	13	a	a	DET
fbem-27719	149	14	forest	forest	NOUN
fbem-27719	149	15	of	of	ADP
fbem-27719	149	16	decision	decision	NOUN
fbem-27719	149	17	trees	tree	NOUN
fbem-27719	149	18	to	to	PART
fbem-27719	149	19	help	help	VERB
fbem-27719	149	20	make	make	VERB
fbem-27719	149	21	decisions	decision	NOUN
fbem-27719	149	22	in	in	ADP
fbem-27719	149	23	the	the	DET
fbem-27719	149	24	complex	complex	ADJ
fbem-27719	149	25	chinese	chinese	ADJ
fbem-27719	149	26	financial	financial	ADJ
fbem-27719	149	27	market	market	NOUN
fbem-27719	149	28	.	.	PUNCT
fbem-27719	150	1	mathematically	mathematically	ADV
fbem-27719	150	2	,	,	PUNCT
fbem-27719	150	3	the	the	DET
fbem-27719	150	4	predictive	predictive	ADJ
fbem-27719	150	5	model	model	NOUN
fbem-27719	150	6	for	for	ADP
fbem-27719	150	7	stock	stock	NOUN
fbem-27719	150	8	returns	return	NOUN
fbem-27719	150	9	,	,	PUNCT
fbem-27719	150	10	considering	consider	VERB
fbem-27719	150	11	a	a	DET
fbem-27719	150	12	forest	forest	NOUN
fbem-27719	150	13	of	of	ADP
fbem-27719	150	14	b	b	PROPN
fbem-27719	150	15	trees	tree	NOUN
fbem-27719	150	16	,	,	PUNCT
fbem-27719	150	17	is	be	AUX
fbem-27719	150	18	given	give	VERB
fbem-27719	150	19	by	by	ADP
fbem-27719	150	20	:	:	PUNCT
fbem-27719	150	21	1	1	NUM
fbem-27719	150	22	1	1	NUM
fbem-27719	150	23	(	(	PUNCT
fbem-27719	150	24	)	)	PUNCT
fbem-27719	150	25	(	(	PUNCT
fbem-27719	150	26	;	;	PUNCT
fbem-27719	150	27	)	)	PUNCT
fbem-27719	150	28	b	b	X
fbem-27719	150	29	b	b	X
fbem-27719	150	30	bb	bb	NOUN
fbem-27719	150	31	r	r	NOUN
fbem-27719	150	32	x	x	SYM
fbem-27719	150	33	t	t	NOUN
fbem-27719	150	34	x	x	SYM
fbem-27719	150	35	b	b	X
fbem-27719	150	36	=	=	SYM
fbem-27719	150	37	=	=	SYM
fbem-27719	150	38			PROPN
fbem-27719	150	39	where	where	SCONJ
fbem-27719	150	40	r	r	NOUN
fbem-27719	150	41	is	be	AUX
fbem-27719	150	42	the	the	DET
fbem-27719	150	43	aggregated	aggregated	ADJ
fbem-27719	150	44	prediction	prediction	NOUN
fbem-27719	150	45	,	,	PUNCT
fbem-27719	150	46	x	x	PRON
fbem-27719	150	47	encapsulates	encapsulate	VERB
fbem-27719	150	48	the	the	DET
fbem-27719	150	49	quantitative	quantitative	ADJ
fbem-27719	150	50	investment	investment	NOUN
fbem-27719	150	51	factors	factor	NOUN
fbem-27719	150	52	,	,	PUNCT
fbem-27719	150	53	bt	bt	PROPN
fbem-27719	150	54	represents	represent	VERB
fbem-27719	150	55	the	the	DET
fbem-27719	150	56	b	b	NOUN
fbem-27719	150	57	-	-	PUNCT
fbem-27719	150	58	th	th	VERB
fbem-27719	150	59	tree	tree	NOUN
fbem-27719	150	60	's	's	PART
fbem-27719	150	61	prediction	prediction	NOUN
fbem-27719	150	62	,	,	PUNCT
fbem-27719	150	63	and	and	CCONJ
fbem-27719	150	64	b	b	NOUN
fbem-27719	150	65	embodies	embody	VERB
fbem-27719	150	66	the	the	DET
fbem-27719	150	67	tree	tree	NOUN
fbem-27719	150	68	-	-	PUNCT
fbem-27719	150	69	specific	specific	ADJ
fbem-27719	150	70	parameters	parameter	NOUN
fbem-27719	150	71	,	,	PUNCT
fbem-27719	150	72	incorporating	incorporate	VERB
fbem-27719	150	73	feature	feature	NOUN
fbem-27719	150	74	randomization	randomization	NOUN
fbem-27719	150	75	and	and	CCONJ
fbem-27719	150	76	bootstrapped	bootstrappe	VERB
fbem-27719	150	77	data	datum	NOUN
fbem-27719	150	78	sample	sample	NOUN
fbem-27719	150	79	.	.	PUNCT
fbem-27719	151	1	2.2.5	2.2.5	X
fbem-27719	151	2	.	.	X
fbem-27719	151	3	neural	neural	ADJ
fbem-27719	151	4	networks	network	NOUN
fbem-27719	151	5	the	the	DET
fbem-27719	151	6	neural	neural	ADJ
fbem-27719	151	7	network	network	NOUN
fbem-27719	151	8	architecture	architecture	NOUN
fbem-27719	151	9	designed	design	VERB
fbem-27719	151	10	for	for	ADP
fbem-27719	151	11	this	this	DET
fbem-27719	151	12	research	research	NOUN
fbem-27719	151	13	is	be	AUX
fbem-27719	151	14	inspired	inspire	VERB
fbem-27719	151	15	by	by	ADP
fbem-27719	151	16	the	the	DET
fbem-27719	151	17	human	human	ADJ
fbem-27719	151	18	cognitive	cognitive	ADJ
fbem-27719	151	19	process	process	NOUN
fbem-27719	151	20	and	and	CCONJ
fbem-27719	151	21	consists	consist	VERB
fbem-27719	151	22	of	of	ADP
fbem-27719	151	23	an	an	DET
fbem-27719	151	24	input	input	NOUN
fbem-27719	151	25	layer	layer	NOUN
fbem-27719	151	26	that	that	PRON
fbem-27719	151	27	encodes	encode	VERB
fbem-27719	151	28	stock	stock	NOUN
fbem-27719	151	29	-	-	PUNCT
fbem-27719	151	30	level	level	NOUN
fbem-27719	151	31	characteristics	characteristic	NOUN
fbem-27719	151	32	,	,	PUNCT
fbem-27719	151	33	multiple	multiple	ADJ
fbem-27719	151	34	hidden	hide	VERB
fbem-27719	151	35	layers	layer	NOUN
fbem-27719	151	36	that	that	PRON
fbem-27719	151	37	capture	capture	VERB
fbem-27719	151	38	intricate	intricate	ADJ
fbem-27719	151	39	interactions	interaction	NOUN
fbem-27719	151	40	among	among	ADP
fbem-27719	151	41	predictors	predictor	NOUN
fbem-27719	151	42	,	,	PUNCT
fbem-27719	151	43	and	and	CCONJ
fbem-27719	151	44	an	an	DET
fbem-27719	151	45	output	output	NOUN
fbem-27719	151	46	layer	layer	NOUN
fbem-27719	151	47	that	that	PRON
fbem-27719	151	48	yields	yield	VERB
fbem-27719	151	49	a	a	DET
fbem-27719	151	50	continuous	continuous	ADJ
fbem-27719	151	51	value	value	NOUN
fbem-27719	151	52	indicative	indicative	ADJ
fbem-27719	151	53	of	of	ADP
fbem-27719	151	54	stock	stock	NOUN
fbem-27719	151	55	performance	performance	NOUN
fbem-27719	151	56	.	.	PUNCT
fbem-27719	152	1	,	,	PUNCT
fbem-27719	152	2	1	1	NUM
fbem-27719	152	3	1	1	NUM
fbem-27719	152	4	1	1	NUM
fbem-27719	152	5	2	2	NUM
fbem-27719	152	6	2	2	NUM
fbem-27719	152	7	1	1	NUM
fbem-27719	152	8	1	1	NUM
fbem-27719	152	9	,	,	PUNCT
fbem-27719	152	10	,	,	PUNCT
fbem-27719	152	11	1	1	NUM
fbem-27719	152	12	ˆ	ˆ	NOUN
fbem-27719	152	13	(	(	PUNCT
fbem-27719	152	14	(	(	PUNCT
fbem-27719	152	15	...	...	PUNCT
fbem-27719	152	16	(	(	PUNCT
fbem-27719	152	17	(	(	PUNCT
fbem-27719	152	18	)	)	PUNCT
fbem-27719	152	19	)	)	PUNCT
fbem-27719	152	20	...	...	PUNCT
fbem-27719	152	21	)	)	PUNCT
fbem-27719	152	22	)	)	PUNCT
fbem-27719	153	1	i	i	PRON
fbem-27719	153	2	t	t	VERB
fbem-27719	153	3	l	l	NOUN
fbem-27719	153	4	l	l	X
fbem-27719	154	1	l	l	NOUN
fbem-27719	154	2	l	l	NOUN
fbem-27719	155	1	i	i	PRON
fbem-27719	155	2	t	t	VERB
fbem-27719	156	1	i	i	PRON
fbem-27719	156	2	t	t	PROPN
fbem-27719	156	3	r	r	NOUN
fbem-27719	156	4	a	a	DET
fbem-27719	156	5	w	w	NOUN
fbem-27719	156	6	a	a	DET
fbem-27719	156	7	w	w	NOUN
fbem-27719	156	8	a	a	DET
fbem-27719	156	9	w	w	NOUN
fbem-27719	156	10	a	a	DET
fbem-27719	156	11	w	w	PROPN
fbem-27719	156	12	z	z	ADJ
fbem-27719	156	13			X
fbem-27719	156	14			X
fbem-27719	156	15			PROPN
fbem-27719	156	16			NOUN
fbem-27719	156	17	+	+	CCONJ
fbem-27719	156	18	−	−	PROPN
fbem-27719	156	19	−	−	PROPN
fbem-27719	157	1	+	+	CCONJ
fbem-27719	157	2	=	=	PUNCT
fbem-27719	158	1	+	+	PUNCT
fbem-27719	158	2	+	+	PUNCT
fbem-27719	158	3	+	+	PUNCT
fbem-27719	159	1	+	+	X
fbem-27719	159	2	+	+	CCONJ
fbem-27719	159	3	where	where	SCONJ
fbem-27719	159	4	,	,	PUNCT
fbem-27719	159	5	1î	1î	PROPN
fbem-27719	159	6	tr	tr	VERB
fbem-27719	159	7	+	+	NUM
fbem-27719	159	8	denotes	denote	NOUN
fbem-27719	159	9	the	the	DET
fbem-27719	159	10	predicted	predict	VERB
fbem-27719	159	11	return	return	NOUN
fbem-27719	159	12	of	of	ADP
fbem-27719	159	13	stock	stock	NOUN
fbem-27719	159	14	i	i	PRON
fbem-27719	159	15	at	at	ADP
fbem-27719	159	16	time	time	NOUN
fbem-27719	159	17	1	1	NUM
fbem-27719	159	18	t	t	NOUN
fbem-27719	159	19	+	+	X
fbem-27719	159	20	,	,	PUNCT
fbem-27719	159	21	,	,	PUNCT
fbem-27719	159	22	i	i	PRON
fbem-27719	159	23	tz	tz	VERB
fbem-27719	159	24	is	be	AUX
fbem-27719	159	25	the	the	DET
fbem-27719	159	26	vector	vector	NOUN
fbem-27719	159	27	of	of	ADP
fbem-27719	159	28	quantitative	quantitative	ADJ
fbem-27719	159	29	investment	investment	NOUN
fbem-27719	159	30	factors	factor	NOUN
fbem-27719	159	31	,	,	PUNCT
fbem-27719	159	32			PROPN
fbem-27719	159	33	represents	represent	VERB
fbem-27719	159	34	the	the	DET
fbem-27719	159	35	rectified	rectified	ADJ
fbem-27719	159	36	linear	linear	NOUN
fbem-27719	159	37	nnit	nnit	NOUN
fbem-27719	159	38	(	(	PUNCT
fbem-27719	159	39	reln	reln	NOUN
fbem-27719	159	40	)	)	PUNCT
fbem-27719	159	41	activation	activation	NOUN
fbem-27719	159	42	function	function	NOUN
fbem-27719	159	43	applied	apply	VERB
fbem-27719	159	44	element	element	NOUN
fbem-27719	159	45	-	-	ADJ
fbem-27719	159	46	wise	wise	ADJ
fbem-27719	159	47	,	,	PUNCT
fbem-27719	159	48	ka	ka	PROPN
fbem-27719	159	49	and	and	CCONJ
fbem-27719	159	50	kw	kw	PROPN
fbem-27719	159	51	denote	denote	VERB
fbem-27719	159	52	the	the	DET
fbem-27719	159	53	bias	bias	NOUN
fbem-27719	159	54	and	and	CCONJ
fbem-27719	159	55	weight	weight	NOUN
fbem-27719	159	56	parameters	parameter	NOUN
fbem-27719	159	57	for	for	ADP
fbem-27719	159	58	layer	layer	NOUN
fbem-27719	159	59	k	k	PROPN
fbem-27719	159	60	respectively	respectively	ADV
fbem-27719	159	61	,	,	PUNCT
fbem-27719	159	62	and	and	CCONJ
fbem-27719	159	63	,	,	PUNCT
fbem-27719	159	64	1i	1i	NOUN
fbem-27719	159	65	t	t	PROPN
fbem-27719	159	66	+	+	CCONJ
fbem-27719	159	67	is	be	AUX
fbem-27719	159	68	the	the	DET
fbem-27719	159	69	error	error	NOUN
fbem-27719	159	70	term	term	NOUN
fbem-27719	159	71	.	.	PUNCT
fbem-27719	160	1	data	datum	NOUN
fbem-27719	160	2	collection	collection	NOUN
fbem-27719	160	3	involves	involve	VERB
fbem-27719	160	4	training	train	VERB
fbem-27719	160	5	neural	neural	ADJ
fbem-27719	160	6	network	network	NOUN
fbem-27719	160	7	models	model	NOUN
fbem-27719	160	8	,	,	PUNCT
fbem-27719	160	9	which	which	PRON
fbem-27719	160	10	vary	vary	VERB
fbem-27719	160	11	in	in	ADP
fbem-27719	160	12	complexity	complexity	NOUN
fbem-27719	160	13	depending	depend	VERB
fbem-27719	160	14	to	to	ADP
fbem-27719	160	15	the	the	DET
fbem-27719	160	16	number	number	NOUN
fbem-27719	160	17	of	of	ADP
fbem-27719	160	18	hidden	hidden	ADJ
fbem-27719	160	19	layers	layer	NOUN
fbem-27719	160	20	and	and	CCONJ
fbem-27719	160	21	neurons	neuron	NOUN
fbem-27719	160	22	.	.	PUNCT
fbem-27719	161	1	the	the	DET
fbem-27719	161	2	methodology	methodology	NOUN
fbem-27719	161	3	corresponds	correspond	VERB
fbem-27719	161	4	with	with	ADP
fbem-27719	161	5	the	the	DET
fbem-27719	161	6	analysis	analysis	NOUN
fbem-27719	161	7	of	of	ADP
fbem-27719	161	8	the	the	DET
fbem-27719	161	9	multi	multi	ADJ
fbem-27719	161	10	-	-	ADJ
fbem-27719	161	11	dimensional	dimensional	ADJ
fbem-27719	161	12	characteristic	characteristic	NOUN
fbem-27719	161	13	of	of	ADP
fbem-27719	161	14	financial	financial	ADJ
fbem-27719	161	15	market	market	NOUN
fbem-27719	161	16	predictors	predictor	NOUN
fbem-27719	161	17	and	and	CCONJ
fbem-27719	161	18	their	their	PRON
fbem-27719	161	19	joint	joint	ADJ
fbem-27719	161	20	influence	influence	NOUN
fbem-27719	161	21	on	on	ADP
fbem-27719	161	22	stock	stock	NOUN
fbem-27719	161	23	returns	return	NOUN
fbem-27719	161	24	.	.	PUNCT
fbem-27719	162	1	3	3	X
fbem-27719	162	2	.	.	X
fbem-27719	162	3	results	result	NOUN
fbem-27719	162	4	&	&	CCONJ
fbem-27719	162	5	discussions	discussion	NOUN
fbem-27719	162	6	3.1	3.1	NUM
fbem-27719	162	7	.	.	PUNCT
fbem-27719	163	1	out	out	ADP
fbem-27719	163	2	-	-	PUNCT
fbem-27719	163	3	of	of	ADP
fbem-27719	163	4	-	-	PUNCT
fbem-27719	163	5	sample	sample	NOUN
fbem-27719	163	6	performance	performance	NOUN
fbem-27719	163	7	analysis	analysis	NOUN
fbem-27719	163	8	:	:	PUNCT
fbem-27719	163	9	evaluating	evaluate	VERB
fbem-27719	163	10	the	the	DET
fbem-27719	163	11	multi	multi	ADJ
fbem-27719	163	12	-	-	ADJ
fbem-27719	163	13	factor	factor	NOUN
fbem-27719	163	14	machine	machine	NOUN
fbem-27719	163	15	learning	learning	NOUN
fbem-27719	163	16	model	model	NOUN
fbem-27719	163	17	through	through	ADP
fbem-27719	163	18	out	out	ADV
fbem-27719	163	19	-	-	PUNCT
fbem-27719	163	20	of	of	ADP
fbem-27719	163	21	-	-	PUNCT
fbem-27719	163	22	sample	sample	NOUN
fbem-27719	163	23	performance	performance	NOUN
fbem-27719	163	24	assessment	assessment	NOUN
fbem-27719	163	25	,	,	PUNCT
fbem-27719	163	26	the	the	DET
fbem-27719	163	27	usefulness	usefulness	NOUN
fbem-27719	163	28	of	of	ADP
fbem-27719	163	29	the	the	DET
fbem-27719	163	30	machine	machine	NOUN
fbem-27719	163	31	learning	learning	NOUN
fbem-27719	163	32	-	-	PUNCT
fbem-27719	163	33	based	base	VERB
fbem-27719	163	34	multi	multi	ADJ
fbem-27719	163	35	-	-	ADJ
fbem-27719	163	36	factor	factor	NOUN
fbem-27719	163	37	model	model	NOUN
fbem-27719	163	38	is	be	AUX
fbem-27719	163	39	determined	determine	VERB
fbem-27719	163	40	compared	compare	VERB
fbem-27719	163	41	to	to	ADP
fbem-27719	163	42	the	the	DET
fbem-27719	163	43	traditional	traditional	ADJ
fbem-27719	163	44	stock	stock	NOUN
fbem-27719	163	45	selection	selection	NOUN
fbem-27719	163	46	methods	method	NOUN
fbem-27719	163	47	.	.	PUNCT
fbem-27719	164	1	the	the	DET
fbem-27719	164	2	models	model	NOUN
fbem-27719	164	3	'	'	PART
fbem-27719	164	4	ability	ability	NOUN
fbem-27719	164	5	to	to	PART
fbem-27719	164	6	forecast	forecast	VERB
fbem-27719	164	7	for	for	ADP
fbem-27719	164	8	the	the	DET
fbem-27719	164	9	complete	complete	ADJ
fbem-27719	164	10	dataset	dataset	NOUN
fbem-27719	164	11	's	's	PART
fbem-27719	164	12	categories	category	NOUN
fbem-27719	164	13	,	,	PUNCT
fbem-27719	164	14	random	random	ADJ
fbem-27719	164	15	samples	sample	NOUN
fbem-27719	164	16	based	base	VERB
fbem-27719	164	17	on	on	ADP
fbem-27719	164	18	market	market	NOUN
fbem-27719	164	19	capitalization	capitalization	NOUN
fbem-27719	164	20	,	,	PUNCT
fbem-27719	164	21	and	and	CCONJ
fbem-27719	164	22	state	state	NOUN
fbem-27719	164	23	-	-	PUNCT
fbem-27719	164	24	owned	own	VERB
fbem-27719	164	25	and	and	CCONJ
fbem-27719	164	26	non	non	ADJ
fbem-27719	164	27	-	-	NOUN
fbem-27719	164	28	soes	soe	NOUN
fbem-27719	164	29	and	and	CCONJ
fbem-27719	164	30	non	non	NOUN
fbem-27719	164	31	-	-	ADJ
fbem-27719	164	32	soes	soe	NOUN
fbem-27719	164	33	is	be	AUX
fbem-27719	164	34	assessed	assess	VERB
fbem-27719	164	35	here	here	ADV
fbem-27719	164	36	.	.	PUNCT
fbem-27719	165	1	table	table	NOUN
fbem-27719	165	2	1	1	NUM
fbem-27719	165	3	shows	show	VERB
fbem-27719	165	4	that	that	SCONJ
fbem-27719	165	5	machine	machine	NOUN
fbem-27719	165	6	learning	learning	NOUN
fbem-27719	165	7	can	can	AUX
fbem-27719	165	8	explain	explain	VERB
fbem-27719	165	9	the	the	DET
fbem-27719	165	10	complicated	complicated	ADJ
fbem-27719	165	11	chinese	chinese	ADJ
fbem-27719	165	12	financial	financial	ADJ
fbem-27719	165	13	sector	sector	NOUN
fbem-27719	165	14	better	well	ADV
fbem-27719	165	15	than	than	ADP
fbem-27719	165	16	state	state	NOUN
fbem-27719	165	17	-	-	PUNCT
fbem-27719	165	18	of	of	ADP
fbem-27719	165	19	-	-	PUNCT
fbem-27719	165	20	the	the	DET
fbem-27719	165	21	-	-	PUNCT
fbem-27719	165	22	art	art	NOUN
fbem-27719	165	23	methods	method	NOUN
fbem-27719	165	24	.	.	PUNCT
fbem-27719	166	1	384	384	NUM
fbem-27719	166	2	table	table	NOUN
fbem-27719	166	3	1	1	NUM
fbem-27719	166	4	.	.	PUNCT
fbem-27719	166	5	monthly	monthly	ADJ
fbem-27719	166	6	out	out	ADV
fbem-27719	166	7	-	-	PUNCT
fbem-27719	166	8	of	of	ADP
fbem-27719	166	9	-	-	PUNCT
fbem-27719	166	10	sample	sample	NOUN
fbem-27719	166	11	prediction	prediction	NOUN
fbem-27719	166	12	r²	r²	NOUN
fbem-27719	166	13	(	(	PUNCT
fbem-27719	166	14	%	%	INTJ
fbem-27719	166	15	)	)	PUNCT
fbem-27719	166	16	category	category	NOUN
fbem-27719	166	17	ols-3	ols-3	DET
fbem-27719	166	18	lasso	lasso	NOUN
fbem-27719	166	19	gbrt	gbrt	NOUN
fbem-27719	166	20	rf	rf	NOUN
fbem-27719	166	21	nn	nn	INTJ
fbem-27719	166	22	all	all	DET
fbem-27719	166	23	0.74	0.74	NUM
fbem-27719	166	24	1.46	1.46	NUM
fbem-27719	166	25	2.76	2.76	NUM
fbem-27719	166	26	2.43	2.43	NUM
fbem-27719	166	27	2.06	2.06	NUM
fbem-27719	166	28	top	top	NOUN
fbem-27719	166	29	65	65	NUM
fbem-27719	166	30	%	%	NOUN
fbem-27719	166	31	0.22	0.22	NUM
fbem-27719	166	32	0.58	0.58	NUM
fbem-27719	166	33	-0.37	-0.37	NUM
fbem-27719	166	34	-0.05	-0.05	NUM
fbem-27719	166	35	0.42	0.42	NUM
fbem-27719	166	36	bottom	bottom	ADJ
fbem-27719	166	37	35	35	NUM
fbem-27719	166	38	%	%	NOUN
fbem-27719	166	39	1.46	1.46	NUM
fbem-27719	166	40	2.73	2.73	NUM
fbem-27719	166	41	7.26	7.26	NUM
fbem-27719	166	42	6.09	6.09	NUM
fbem-27719	166	43	4.53	4.53	NUM
fbem-27719	166	44	soe	soe	PROPN
fbem-27719	166	45	0.51	0.51	NUM
fbem-27719	166	46	0.86	0.86	NUM
fbem-27719	166	47	0.01	0.01	NUM
fbem-27719	166	48	0.81	0.81	NUM
fbem-27719	166	49	1.12	1.12	NUM
fbem-27719	166	50	non	non	ADJ
fbem-27719	166	51	-	-	ADJ
fbem-27719	166	52	soe	soe	ADJ
fbem-27719	166	53	0.86	0.86	NUM
fbem-27719	166	54	1.65	1.65	NUM
fbem-27719	166	55	3.69	3.69	NUM
fbem-27719	166	56	3.03	3.03	NUM
fbem-27719	166	57	2.43	2.43	NUM
fbem-27719	166	58	3.1.1	3.1.1	NUM
fbem-27719	166	59	.	.	PUNCT
fbem-27719	167	1	full	full	ADJ
fbem-27719	167	2	sample	sample	NOUN
fbem-27719	167	3	analysis	analysis	NOUN
fbem-27719	167	4	thinking	thinking	NOUN
fbem-27719	167	5	of	of	ADP
fbem-27719	167	6	the	the	DET
fbem-27719	167	7	dataset	dataset	NOUN
fbem-27719	167	8	as	as	ADP
fbem-27719	167	9	a	a	DET
fbem-27719	167	10	whole	whole	NOUN
fbem-27719	167	11	helps	help	VERB
fbem-27719	167	12	to	to	PART
fbem-27719	167	13	have	have	VERB
fbem-27719	167	14	a	a	DET
fbem-27719	167	15	rough	rough	ADJ
fbem-27719	167	16	idea	idea	NOUN
fbem-27719	167	17	of	of	ADP
fbem-27719	167	18	the	the	DET
fbem-27719	167	19	performance	performance	NOUN
fbem-27719	167	20	of	of	ADP
fbem-27719	167	21	the	the	DET
fbem-27719	167	22	model	model	NOUN
fbem-27719	167	23	as	as	ADP
fbem-27719	167	24	a	a	DET
fbem-27719	167	25	complete	complete	ADJ
fbem-27719	167	26	entity	entity	NOUN
fbem-27719	167	27	.	.	PUNCT
fbem-27719	168	1	the	the	DET
fbem-27719	168	2	data	datum	NOUN
fbem-27719	168	3	suggest	suggest	VERB
fbem-27719	168	4	that	that	SCONJ
fbem-27719	168	5	machine	machine	NOUN
fbem-27719	168	6	learning	learning	NOUN
fbem-27719	168	7	models	model	NOUN
fbem-27719	168	8	are	be	AUX
fbem-27719	168	9	always	always	ADV
fbem-27719	168	10	superior	superior	ADJ
fbem-27719	168	11	to	to	PART
fbem-27719	168	12	linear	linear	VERB
fbem-27719	168	13	regression	regression	NOUN
fbem-27719	168	14	approaches	approach	NOUN
fbem-27719	168	15	in	in	ADP
fbem-27719	168	16	stock	stock	NOUN
fbem-27719	168	17	returns	return	NOUN
fbem-27719	168	18	forecasting	forecast	VERB
fbem-27719	168	19	.	.	PUNCT
fbem-27719	169	1	in	in	ADP
fbem-27719	169	2	contrast	contrast	NOUN
fbem-27719	169	3	,	,	PUNCT
fbem-27719	169	4	the	the	DET
fbem-27719	169	5	out	out	ADV
fbem-27719	169	6	-	-	PUNCT
fbem-27719	169	7	of	of	ADP
fbem-27719	169	8	-	-	PUNCT
fbem-27719	169	9	sample	sample	NOUN
fbem-27719	169	10	r	r	NOUN
fbem-27719	169	11	-	-	PUNCT
fbem-27719	169	12	squared	square	VERB
fbem-27719	169	13	(	(	PUNCT
fbem-27719	169	14	r²	r²	NOUN
fbem-27719	169	15	)	)	PUNCT
fbem-27719	169	16	values	value	NOUN
fbem-27719	169	17	of	of	ADP
fbem-27719	169	18	models	model	NOUN
fbem-27719	169	19	like	like	ADP
fbem-27719	169	20	lasso	lasso	NOUN
fbem-27719	169	21	,	,	PUNCT
fbem-27719	169	22	gradient	gradient	NOUN
fbem-27719	169	23	boosted	boost	VERB
fbem-27719	169	24	regression	regression	NOUN
fbem-27719	169	25	trees	tree	NOUN
fbem-27719	169	26	(	(	PUNCT
fbem-27719	169	27	gbrt	gbrt	NOUN
fbem-27719	169	28	)	)	PUNCT
fbem-27719	169	29	,	,	PUNCT
fbem-27719	169	30	random	random	ADJ
fbem-27719	169	31	forests	forest	NOUN
fbem-27719	169	32	(	(	PUNCT
fbem-27719	169	33	rf	rf	NOUN
fbem-27719	169	34	)	)	PUNCT
fbem-27719	169	35	,	,	PUNCT
fbem-27719	169	36	and	and	CCONJ
fbem-27719	169	37	neural	neural	ADJ
fbem-27719	169	38	networks	network	NOUN
fbem-27719	169	39	(	(	PUNCT
fbem-27719	169	40	nn	nn	NOUN
fbem-27719	169	41	)	)	PUNCT
fbem-27719	169	42	are	be	AUX
fbem-27719	169	43	much	much	ADV
fbem-27719	169	44	greater	great	ADJ
fbem-27719	169	45	than	than	ADP
fbem-27719	169	46	the	the	DET
fbem-27719	169	47	ols-3	ols-3	ADJ
fbem-27719	169	48	model	model	NOUN
fbem-27719	169	49	.	.	PUNCT
fbem-27719	170	1	in	in	ADP
fbem-27719	170	2	this	this	DET
fbem-27719	170	3	case	case	NOUN
fbem-27719	170	4	,	,	PUNCT
fbem-27719	170	5	the	the	DET
fbem-27719	170	6	point	point	NOUN
fbem-27719	170	7	is	be	AUX
fbem-27719	170	8	that	that	SCONJ
fbem-27719	170	9	gbrt	gbrt	NOUN
fbem-27719	170	10	is	be	AUX
fbem-27719	170	11	the	the	DET
fbem-27719	170	12	one	one	NOUN
fbem-27719	170	13	that	that	PRON
fbem-27719	170	14	has	have	VERB
fbem-27719	170	15	the	the	DET
fbem-27719	170	16	best	good	ADJ
fbem-27719	170	17	performance	performance	NOUN
fbem-27719	170	18	with	with	ADP
fbem-27719	170	19	a	a	DET
fbem-27719	170	20	maximum	maximum	ADJ
fbem-27719	170	21	r²	r²	NOUN
fbem-27719	170	22	value	value	NOUN
fbem-27719	170	23	of	of	ADP
fbem-27719	170	24	2.76	2.76	NUM
fbem-27719	170	25	%	%	NOUN
fbem-27719	170	26	,	,	PUNCT
fbem-27719	170	27	which	which	PRON
fbem-27719	170	28	shows	show	VERB
fbem-27719	170	29	that	that	SCONJ
fbem-27719	170	30	it	it	PRON
fbem-27719	170	31	is	be	AUX
fbem-27719	170	32	much	much	ADV
fbem-27719	170	33	better	well	ADJ
fbem-27719	170	34	than	than	ADP
fbem-27719	170	35	the	the	DET
fbem-27719	170	36	linear	linear	ADJ
fbem-27719	170	37	regression	regression	NOUN
fbem-27719	170	38	models	model	NOUN
fbem-27719	170	39	.	.	PUNCT
fbem-27719	171	1	this	this	DET
fbem-27719	171	2	result	result	NOUN
fbem-27719	171	3	is	be	AUX
fbem-27719	171	4	consistent	consistent	ADJ
fbem-27719	171	5	with	with	ADP
fbem-27719	171	6	research	research	NOUN
fbem-27719	171	7	by	by	ADP
fbem-27719	171	8	henrique	henrique	PROPN
fbem-27719	171	9	,	,	PUNCT
fbem-27719	171	10	sobreiro	sobreiro	NOUN
fbem-27719	171	11	,	,	PUNCT
fbem-27719	171	12	and	and	CCONJ
fbem-27719	171	13	kimura	kimura	NOUN
fbem-27719	171	14	(	(	PUNCT
fbem-27719	171	15	2019	2019	NUM
fbem-27719	171	16	)	)	PUNCT
fbem-27719	171	17	,	,	PUNCT
fbem-27719	171	18	who	who	PRON
fbem-27719	171	19	found	find	VERB
fbem-27719	171	20	that	that	SCONJ
fbem-27719	171	21	machine	machine	NOUN
fbem-27719	171	22	learning	learning	NOUN
fbem-27719	171	23	models	model	NOUN
fbem-27719	171	24	outperform	outperform	VERB
fbem-27719	171	25	conventional	conventional	ADJ
fbem-27719	171	26	techniques	technique	NOUN
fbem-27719	171	27	in	in	ADP
fbem-27719	171	28	handling	handle	VERB
fbem-27719	171	29	the	the	DET
fbem-27719	171	30	nonlinearities	nonlinearitie	NOUN
fbem-27719	171	31	present	present	ADJ
fbem-27719	171	32	in	in	ADP
fbem-27719	171	33	financial	financial	ADJ
fbem-27719	171	34	data	datum	NOUN
fbem-27719	171	35	.	.	PUNCT
fbem-27719	172	1	through	through	ADP
fbem-27719	172	2	the	the	DET
fbem-27719	172	3	use	use	NOUN
fbem-27719	172	4	of	of	ADP
fbem-27719	172	5	tree	tree	NOUN
fbem-27719	172	6	-	-	PUNCT
fbem-27719	172	7	based	base	VERB
fbem-27719	172	8	models	model	NOUN
fbem-27719	172	9	such	such	ADJ
fbem-27719	172	10	as	as	ADP
fbem-27719	172	11	gbrt	gbrt	NOUN
fbem-27719	172	12	and	and	CCONJ
fbem-27719	172	13	rf	rf	NOUN
fbem-27719	172	14	,	,	PUNCT
fbem-27719	172	15	it	it	PRON
fbem-27719	172	16	can	can	AUX
fbem-27719	172	17	be	be	AUX
fbem-27719	172	18	demonstrated	demonstrate	VERB
fbem-27719	172	19	that	that	SCONJ
fbem-27719	172	20	these	these	DET
fbem-27719	172	21	models	model	NOUN
fbem-27719	172	22	are	be	AUX
fbem-27719	172	23	able	able	ADJ
fbem-27719	172	24	to	to	PART
fbem-27719	172	25	interact	interact	VERB
fbem-27719	172	26	with	with	ADP
fbem-27719	172	27	the	the	DET
fbem-27719	172	28	data	datum	NOUN
fbem-27719	172	29	,	,	PUNCT
fbem-27719	172	30	where	where	SCONJ
fbem-27719	172	31	rf	rf	PRON
fbem-27719	172	32	has	have	VERB
fbem-27719	172	33	an	an	DET
fbem-27719	172	34	r²	r²	ADJ
fbem-27719	172	35	value	value	NOUN
fbem-27719	172	36	of	of	ADP
fbem-27719	172	37	2.43	2.43	NUM
fbem-27719	172	38	%	%	NOUN
fbem-27719	172	39	and	and	CCONJ
fbem-27719	172	40	nn	nn	PROPN
fbem-27719	172	41	has	have	VERB
fbem-27719	172	42	a	a	DET
fbem-27719	172	43	value	value	NOUN
fbem-27719	172	44	of	of	ADP
fbem-27719	172	45	2.06	2.06	NUM
fbem-27719	172	46	%	%	NOUN
fbem-27719	172	47	.	.	PUNCT
fbem-27719	173	1	these	these	DET
fbem-27719	173	2	successes	success	NOUN
fbem-27719	173	3	demonstrate	demonstrate	VERB
fbem-27719	173	4	how	how	SCONJ
fbem-27719	173	5	well	well	ADV
fbem-27719	173	6	machine	machine	NOUN
fbem-27719	173	7	learning	learn	VERB
fbem-27719	173	8	algorithms	algorithm	NOUN
fbem-27719	173	9	can	can	AUX
fbem-27719	173	10	comprehend	comprehend	VERB
fbem-27719	173	11	the	the	DET
fbem-27719	173	12	intricate	intricate	ADJ
fbem-27719	173	13	dynamics	dynamic	NOUN
fbem-27719	173	14	of	of	ADP
fbem-27719	173	15	the	the	DET
fbem-27719	173	16	financial	financial	ADJ
fbem-27719	173	17	market	market	NOUN
fbem-27719	173	18	,	,	PUNCT
fbem-27719	173	19	which	which	PRON
fbem-27719	173	20	is	be	AUX
fbem-27719	173	21	beyond	beyond	ADP
fbem-27719	173	22	the	the	DET
fbem-27719	173	23	scope	scope	NOUN
fbem-27719	173	24	of	of	ADP
fbem-27719	173	25	conventional	conventional	ADJ
fbem-27719	173	26	models	model	NOUN
fbem-27719	173	27	(	(	PUNCT
fbem-27719	173	28	gandhmal	gandhmal	PROPN
fbem-27719	173	29	&	&	CCONJ
fbem-27719	173	30	kumar	kumar	PROPN
fbem-27719	173	31	,	,	PUNCT
fbem-27719	173	32	2019	2019	NUM
fbem-27719	173	33	)	)	PUNCT
fbem-27719	173	34	.	.	PUNCT
fbem-27719	174	1	3.1.2	3.1.2	X
fbem-27719	174	2	.	.	PUNCT
fbem-27719	174	3	sub	sub	ADJ
fbem-27719	174	4	-	-	ADJ
fbem-27719	174	5	sample	sample	ADJ
fbem-27719	174	6	analysis	analysis	NOUN
fbem-27719	174	7	based	base	VERB
fbem-27719	174	8	on	on	ADP
fbem-27719	174	9	market	market	NOUN
fbem-27719	174	10	capitalization	capitalization	NOUN
fbem-27719	174	11	in	in	ADP
fbem-27719	174	12	respect	respect	NOUN
fbem-27719	174	13	to	to	ADP
fbem-27719	174	14	the	the	DET
fbem-27719	174	15	diverse	diverse	ADJ
fbem-27719	174	16	group	group	NOUN
fbem-27719	174	17	of	of	ADP
fbem-27719	174	18	investors	investor	NOUN
fbem-27719	174	19	in	in	ADP
fbem-27719	174	20	china	china	PROPN
fbem-27719	174	21	,	,	PUNCT
fbem-27719	174	22	a	a	DET
fbem-27719	174	23	mix	mix	NOUN
fbem-27719	174	24	of	of	ADP
fbem-27719	174	25	retail	retail	ADJ
fbem-27719	174	26	investors	investor	NOUN
fbem-27719	174	27	and	and	CCONJ
fbem-27719	174	28	major	major	ADJ
fbem-27719	174	29	state	state	NOUN
fbem-27719	174	30	-	-	PUNCT
fbem-27719	174	31	owned	own	VERB
fbem-27719	174	32	enterprises	enterprise	NOUN
fbem-27719	174	33	,	,	PUNCT
fbem-27719	174	34	the	the	DET
fbem-27719	174	35	model	model	NOUN
fbem-27719	174	36	is	be	AUX
fbem-27719	174	37	important	important	ADJ
fbem-27719	174	38	to	to	PART
fbem-27719	174	39	be	be	AUX
fbem-27719	174	40	studied	study	VERB
fbem-27719	174	41	how	how	SCONJ
fbem-27719	174	42	it	it	PRON
fbem-27719	174	43	works	work	VERB
fbem-27719	174	44	in	in	ADP
fbem-27719	174	45	different	different	ADJ
fbem-27719	174	46	market	market	NOUN
fbem-27719	174	47	-	-	PUNCT
fbem-27719	174	48	cap	cap	NOUN
fbem-27719	174	49	segments	segment	NOUN
fbem-27719	174	50	.	.	PUNCT
fbem-27719	175	1	to	to	PART
fbem-27719	175	2	analyze	analyze	VERB
fbem-27719	175	3	the	the	DET
fbem-27719	175	4	model	model	NOUN
fbem-27719	175	5	's	's	PART
fbem-27719	175	6	performance	performance	NOUN
fbem-27719	175	7	with	with	ADP
fbem-27719	175	8	respect	respect	NOUN
fbem-27719	175	9	to	to	ADP
fbem-27719	175	10	market	market	NOUN
fbem-27719	175	11	size	size	NOUN
fbem-27719	175	12	,	,	PUNCT
fbem-27719	175	13	stocks	stock	NOUN
fbem-27719	175	14	in	in	ADP
fbem-27719	175	15	the	the	DET
fbem-27719	175	16	study	study	NOUN
fbem-27719	175	17	are	be	AUX
fbem-27719	175	18	divided	divide	VERB
fbem-27719	175	19	into	into	ADP
fbem-27719	175	20	large	large	ADJ
fbem-27719	175	21	-	-	PUNCT
fbem-27719	175	22	cap	cap	NOUN
fbem-27719	175	23	(	(	PUNCT
fbem-27719	175	24	top	top	NOUN
fbem-27719	175	25	65	65	NUM
fbem-27719	175	26	%	%	NOUN
fbem-27719	175	27	)	)	PUNCT
fbem-27719	175	28	and	and	CCONJ
fbem-27719	175	29	small	small	ADJ
fbem-27719	175	30	-	-	PUNCT
fbem-27719	175	31	cap	cap	NOUN
fbem-27719	175	32	(	(	PUNCT
fbem-27719	175	33	bottom	bottom	ADJ
fbem-27719	175	34	35	35	NUM
fbem-27719	175	35	%	%	NOUN
fbem-27719	175	36	)	)	PUNCT
fbem-27719	175	37	groups	group	NOUN
fbem-27719	175	38	.	.	PUNCT
fbem-27719	176	1	the	the	DET
fbem-27719	176	2	study	study	NOUN
fbem-27719	176	3	reveals	reveal	VERB
fbem-27719	176	4	that	that	SCONJ
fbem-27719	176	5	the	the	DET
fbem-27719	176	6	use	use	NOUN
fbem-27719	176	7	of	of	ADP
fbem-27719	176	8	machine	machine	NOUN
fbem-27719	176	9	learning	learning	NOUN
fbem-27719	176	10	methods	method	NOUN
fbem-27719	176	11	,	,	PUNCT
fbem-27719	176	12	in	in	ADP
fbem-27719	176	13	particular	particular	ADJ
fbem-27719	176	14	gbrt	gbrt	NOUN
fbem-27719	176	15	and	and	CCONJ
fbem-27719	176	16	rf	rf	NOUN
fbem-27719	176	17	,	,	PUNCT
fbem-27719	176	18	has	have	VERB
fbem-27719	176	19	a	a	DET
fbem-27719	176	20	clear	clear	ADJ
fbem-27719	176	21	advantage	advantage	NOUN
fbem-27719	176	22	over	over	ADP
fbem-27719	176	23	the	the	DET
fbem-27719	176	24	methods	method	NOUN
fbem-27719	176	25	based	base	VERB
fbem-27719	176	26	on	on	ADP
fbem-27719	176	27	traditional	traditional	ADJ
fbem-27719	176	28	approaches	approach	NOUN
fbem-27719	176	29	in	in	ADP
fbem-27719	176	30	forecasting	forecast	VERB
fbem-27719	176	31	smallcap	smallcap	NOUN
fbem-27719	176	32	stock	stock	NOUN
fbem-27719	176	33	prices	price	NOUN
fbem-27719	176	34	.	.	PUNCT
fbem-27719	177	1	for	for	ADP
fbem-27719	177	2	instance	instance	NOUN
fbem-27719	177	3	,	,	PUNCT
fbem-27719	177	4	gbrt	gbrt	PROPN
fbem-27719	177	5	has	have	VERB
fbem-27719	177	6	a	a	DET
fbem-27719	177	7	remarkable	remarkable	ADJ
fbem-27719	177	8	r²	r²	NOUN
fbem-27719	177	9	of	of	ADP
fbem-27719	177	10	7.26	7.26	NUM
fbem-27719	177	11	%	%	NOUN
fbem-27719	177	12	for	for	ADP
fbem-27719	177	13	the	the	DET
fbem-27719	177	14	small	small	ADJ
fbem-27719	177	15	-	-	PUNCT
fbem-27719	177	16	cap	cap	NOUN
fbem-27719	177	17	class	class	NOUN
fbem-27719	177	18	which	which	PRON
fbem-27719	177	19	is	be	AUX
fbem-27719	177	20	much	much	ADV
fbem-27719	177	21	higher	high	ADJ
fbem-27719	177	22	than	than	ADP
fbem-27719	177	23	the	the	DET
fbem-27719	177	24	large	large	ADJ
fbem-27719	177	25	-	-	PUNCT
fbem-27719	177	26	cap	cap	NOUN
fbem-27719	177	27	group	group	NOUN
fbem-27719	177	28	.	.	PUNCT
fbem-27719	178	1	this	this	PRON
fbem-27719	178	2	is	be	AUX
fbem-27719	178	3	in	in	ADP
fbem-27719	178	4	accordance	accordance	NOUN
fbem-27719	178	5	with	with	ADP
fbem-27719	178	6	liu	liu	PROPN
fbem-27719	178	7	,	,	PUNCT
fbem-27719	178	8	wang	wang	PROPN
fbem-27719	178	9	,	,	PUNCT
fbem-27719	178	10	and	and	CCONJ
fbem-27719	178	11	cheng	cheng	PROPN
fbem-27719	178	12	(	(	PUNCT
fbem-27719	178	13	2019	2019	NUM
fbem-27719	178	14	)	)	PUNCT
fbem-27719	178	15	who	who	PRON
fbem-27719	178	16	were	be	AUX
fbem-27719	178	17	of	of	ADP
fbem-27719	178	18	the	the	DET
fbem-27719	178	19	opinion	opinion	NOUN
fbem-27719	178	20	that	that	SCONJ
fbem-27719	178	21	small	small	ADJ
fbem-27719	178	22	-	-	PUNCT
fbem-27719	178	23	cap	cap	NOUN
fbem-27719	178	24	stocks	stock	NOUN
fbem-27719	178	25	being	be	AUX
fbem-27719	178	26	more	more	ADV
fbem-27719	178	27	volatile	volatile	ADJ
fbem-27719	178	28	and	and	CCONJ
fbem-27719	178	29	having	have	VERB
fbem-27719	178	30	less	less	ADJ
fbem-27719	178	31	analyst	analyst	NOUN
fbem-27719	178	32	coverage	coverage	NOUN
fbem-27719	178	33	,	,	PUNCT
fbem-27719	178	34	make	make	VERB
fbem-27719	178	35	it	it	PRON
fbem-27719	178	36	possible	possible	ADJ
fbem-27719	178	37	for	for	SCONJ
fbem-27719	178	38	machine	machine	NOUN
fbem-27719	178	39	learning	learning	NOUN
fbem-27719	178	40	models	model	NOUN
fbem-27719	178	41	to	to	PART
fbem-27719	178	42	discover	discover	VERB
fbem-27719	178	43	hidden	hidden	ADJ
fbem-27719	178	44	patterns	pattern	NOUN
fbem-27719	178	45	in	in	ADP
fbem-27719	178	46	the	the	DET
fbem-27719	178	47	data	datum	NOUN
fbem-27719	178	48	.	.	PUNCT
fbem-27719	179	1	the	the	DET
fbem-27719	179	2	astounding	astounding	ADJ
fbem-27719	179	3	capacity	capacity	NOUN
fbem-27719	179	4	of	of	ADP
fbem-27719	179	5	these	these	DET
fbem-27719	179	6	models	model	NOUN
fbem-27719	179	7	to	to	PART
fbem-27719	179	8	learn	learn	VERB
fbem-27719	179	9	from	from	ADP
fbem-27719	179	10	the	the	DET
fbem-27719	179	11	minutiae	minutia	NOUN
fbem-27719	179	12	of	of	ADP
fbem-27719	179	13	the	the	DET
fbem-27719	179	14	market	market	NOUN
fbem-27719	179	15	's	's	PART
fbem-27719	179	16	movement	movement	NOUN
fbem-27719	179	17	is	be	AUX
fbem-27719	179	18	evidence	evidence	NOUN
fbem-27719	179	19	of	of	ADP
fbem-27719	179	20	their	their	PRON
fbem-27719	179	21	adaptability	adaptability	NOUN
fbem-27719	179	22	to	to	ADP
fbem-27719	179	23	intricate	intricate	ADJ
fbem-27719	179	24	financial	financial	ADJ
fbem-27719	179	25	settings	setting	NOUN
fbem-27719	179	26	.	.	PUNCT
fbem-27719	180	1	correspondingly	correspondingly	ADV
fbem-27719	180	2	,	,	PUNCT
fbem-27719	180	3	tree	tree	NOUN
fbem-27719	180	4	-	-	PUNCT
fbem-27719	180	5	based	base	VERB
fbem-27719	180	6	models	model	NOUN
fbem-27719	180	7	have	have	AUX
fbem-27719	180	8	proven	prove	VERB
fbem-27719	180	9	to	to	PART
fbem-27719	180	10	outperform	outperform	VERB
fbem-27719	180	11	classic	classic	ADJ
fbem-27719	180	12	regression	regression	NOUN
fbem-27719	180	13	techniques	technique	NOUN
fbem-27719	180	14	in	in	ADP
fbem-27719	180	15	both	both	DET
fbem-27719	180	16	market	market	NOUN
fbem-27719	180	17	-	-	PUNCT
fbem-27719	180	18	cap	cap	NOUN
fbem-27719	180	19	segments	segment	NOUN
fbem-27719	180	20	.	.	PUNCT
fbem-27719	181	1	the	the	DET
fbem-27719	181	2	rf	rf	NOUN
fbem-27719	181	3	model	model	NOUN
fbem-27719	181	4	having	have	VERB
fbem-27719	181	5	the	the	DET
fbem-27719	181	6	small	small	ADJ
fbem-27719	181	7	-	-	PUNCT
fbem-27719	181	8	cap	cap	NOUN
fbem-27719	181	9	category	category	NOUN
fbem-27719	181	10	r²	r²	NOUN
fbem-27719	181	11	of	of	ADP
fbem-27719	181	12	6.09	6.09	NUM
fbem-27719	181	13	%	%	NOUN
fbem-27719	181	14	indicates	indicate	VERB
fbem-27719	181	15	its	its	PRON
fbem-27719	181	16	effectiveness	effectiveness	NOUN
fbem-27719	181	17	in	in	ADP
fbem-27719	181	18	the	the	DET
fbem-27719	181	19	market	market	NOUN
fbem-27719	181	20	inefficiencies	inefficiency	NOUN
fbem-27719	181	21	exploitation	exploitation	NOUN
fbem-27719	181	22	(	(	PUNCT
fbem-27719	181	23	fama	fama	PROPN
fbem-27719	181	24	&	&	CCONJ
fbem-27719	181	25	french	french	PROPN
fbem-27719	181	26	,	,	PUNCT
fbem-27719	181	27	2020	2020	NUM
fbem-27719	181	28	)	)	PUNCT
fbem-27719	181	29	.	.	PUNCT
fbem-27719	182	1	this	this	DET
fbem-27719	182	2	strength	strength	NOUN
fbem-27719	182	3	stems	stem	VERB
fbem-27719	182	4	from	from	ADP
fbem-27719	182	5	the	the	DET
fbem-27719	182	6	model	model	NOUN
fbem-27719	182	7	's	's	PART
fbem-27719	182	8	capacity	capacity	NOUN
fbem-27719	182	9	to	to	PART
fbem-27719	182	10	analyze	analyze	VERB
fbem-27719	182	11	vast	vast	ADJ
fbem-27719	182	12	volumes	volume	NOUN
fbem-27719	182	13	of	of	ADP
fbem-27719	182	14	data	datum	NOUN
fbem-27719	182	15	and	and	CCONJ
fbem-27719	182	16	uncover	uncover	NOUN
fbem-27719	182	17	patterns	pattern	NOUN
fbem-27719	182	18	that	that	SCONJ
fbem-27719	182	19	linear	linear	PROPN
fbem-27719	182	20	models	model	NOUN
fbem-27719	182	21	often	often	ADV
fbem-27719	182	22	miss	miss	VERB
fbem-27719	182	23	,	,	PUNCT
fbem-27719	182	24	demonstrating	demonstrate	VERB
fbem-27719	182	25	the	the	DET
fbem-27719	182	26	applicability	applicability	NOUN
fbem-27719	182	27	of	of	ADP
fbem-27719	182	28	machine	machine	NOUN
fbem-27719	182	29	learning	learn	VERB
fbem-27719	182	30	in	in	ADP
fbem-27719	182	31	quantitative	quantitative	ADJ
fbem-27719	182	32	investing	investing	NOUN
fbem-27719	182	33	.	.	PUNCT
fbem-27719	183	1	3.1.3	3.1.3	X
fbem-27719	183	2	.	.	PUNCT
fbem-27719	184	1	analysis	analysis	NOUN
fbem-27719	184	2	of	of	ADP
fbem-27719	184	3	state	state	NOUN
fbem-27719	184	4	-	-	PUNCT
fbem-27719	184	5	owned	own	VERB
fbem-27719	184	6	vs.	vs.	ADP
fbem-27719	184	7	non	non	ADJ
fbem-27719	184	8	-	-	ADJ
fbem-27719	184	9	state	state	NOUN
fbem-27719	184	10	-	-	PUNCT
fbem-27719	184	11	owned	own	VERB
fbem-27719	184	12	enterprises	enterprise	NOUN
fbem-27719	184	13	when	when	SCONJ
fbem-27719	184	14	we	we	PRON
fbem-27719	184	15	think	think	VERB
fbem-27719	184	16	about	about	ADP
fbem-27719	184	17	the	the	DET
fbem-27719	184	18	economic	economic	ADJ
fbem-27719	184	19	function	function	NOUN
fbem-27719	184	20	of	of	ADP
fbem-27719	184	21	soes	soe	NOUN
fbem-27719	184	22	in	in	ADP
fbem-27719	184	23	china	china	PROPN
fbem-27719	184	24	we	we	PRON
fbem-27719	184	25	can	can	AUX
fbem-27719	184	26	say	say	VERB
fbem-27719	184	27	that	that	SCONJ
fbem-27719	184	28	we	we	PRON
fbem-27719	184	29	need	need	VERB
fbem-27719	184	30	to	to	PART
fbem-27719	184	31	know	know	VERB
fbem-27719	184	32	exactly	exactly	ADV
fbem-27719	184	33	how	how	SCONJ
fbem-27719	184	34	the	the	DET
fbem-27719	184	35	type	type	NOUN
fbem-27719	184	36	of	of	ADP
fbem-27719	184	37	ownership	ownership	NOUN
fbem-27719	184	38	affects	affect	VERB
fbem-27719	184	39	the	the	DET
fbem-27719	184	40	quality	quality	NOUN
fbem-27719	184	41	of	of	ADP
fbem-27719	184	42	the	the	DET
fbem-27719	184	43	model	model	NOUN
fbem-27719	184	44	.	.	PUNCT
fbem-27719	185	1	the	the	DET
fbem-27719	185	2	study	study	NOUN
fbem-27719	185	3	conducts	conduct	VERB
fbem-27719	185	4	a	a	DET
fbem-27719	185	5	differential	differential	ADJ
fbem-27719	185	6	evaluation	evaluation	NOUN
fbem-27719	185	7	of	of	ADP
fbem-27719	185	8	predictive	predictive	ADJ
fbem-27719	185	9	accuracy	accuracy	NOUN
fbem-27719	185	10	by	by	ADP
fbem-27719	185	11	segregating	segregate	VERB
fbem-27719	185	12	the	the	DET
fbem-27719	185	13	stock	stock	NOUN
fbem-27719	185	14	sample	sample	NOUN
fbem-27719	185	15	into	into	ADP
fbem-27719	185	16	soes	soe	NOUN
fbem-27719	185	17	and	and	CCONJ
fbem-27719	185	18	non	non	NOUN
fbem-27719	185	19	-	-	NOUN
fbem-27719	185	20	soes	soe	NOUN
fbem-27719	185	21	,	,	PUNCT
fbem-27719	185	22	which	which	PRON
fbem-27719	185	23	evaluates	evaluate	VERB
fbem-27719	185	24	the	the	DET
fbem-27719	185	25	respective	respective	ADJ
fbem-27719	185	26	contributions	contribution	NOUN
fbem-27719	185	27	of	of	ADP
fbem-27719	185	28	these	these	DET
fbem-27719	185	29	entities	entity	NOUN
fbem-27719	185	30	to	to	ADP
fbem-27719	185	31	predictive	predictive	ADJ
fbem-27719	185	32	accuracy	accuracy	NOUN
fbem-27719	185	33	.	.	PUNCT
fbem-27719	186	1	the	the	DET
fbem-27719	186	2	analysis	analysis	NOUN
fbem-27719	186	3	hints	hint	VERB
fbem-27719	186	4	that	that	SCONJ
fbem-27719	186	5	non	non	ADJ
fbem-27719	186	6	-	-	NOUN
fbem-27719	186	7	soes	soe	NOUN
fbem-27719	186	8	are	be	AUX
fbem-27719	186	9	the	the	DET
fbem-27719	186	10	ones	one	NOUN
fbem-27719	186	11	that	that	PRON
fbem-27719	186	12	have	have	VERB
fbem-27719	186	13	more	more	ADJ
fbem-27719	186	14	flexibility	flexibility	NOUN
fbem-27719	186	15	and	and	CCONJ
fbem-27719	186	16	adaptability	adaptability	NOUN
fbem-27719	186	17	and	and	CCONJ
fbem-27719	186	18	their	their	PRON
fbem-27719	186	19	style	style	NOUN
fbem-27719	186	20	is	be	AUX
fbem-27719	186	21	more	more	ADV
fbem-27719	186	22	aligned	aligned	ADJ
fbem-27719	186	23	with	with	ADP
fbem-27719	186	24	machine	machine	NOUN
fbem-27719	186	25	learning	learning	NOUN
fbem-27719	186	26	models	model	NOUN
fbem-27719	186	27	compared	compare	VERB
fbem-27719	186	28	to	to	ADP
fbem-27719	186	29	soes	soe	NOUN
fbem-27719	186	30	.	.	PUNCT
fbem-27719	187	1	for	for	ADP
fbem-27719	187	2	example	example	NOUN
fbem-27719	187	3	,	,	PUNCT
fbem-27719	187	4	gbrt	gbrt	NOUN
fbem-27719	187	5	gets	get	VERB
fbem-27719	187	6	3.69	3.69	NUM
fbem-27719	187	7	%	%	NOUN
fbem-27719	187	8	for	for	ADP
fbem-27719	187	9	non	non	ADJ
fbem-27719	187	10	-	-	ADJ
fbem-27719	187	11	soes	soe	NOUN
fbem-27719	187	12	while	while	SCONJ
fbem-27719	187	13	nn	nn	PROPN
fbem-27719	187	14	gets	get	VERB
fbem-27719	187	15	2.43	2.43	NUM
fbem-27719	187	16	%	%	NOUN
fbem-27719	187	17	so	so	SCONJ
fbem-27719	187	18	it	it	PRON
fbem-27719	187	19	can	can	AUX
fbem-27719	187	20	be	be	AUX
fbem-27719	187	21	said	say	VERB
fbem-27719	187	22	that	that	SCONJ
fbem-27719	187	23	these	these	DET
fbem-27719	187	24	models	model	NOUN
fbem-27719	187	25	can	can	AUX
fbem-27719	187	26	capture	capture	VERB
fbem-27719	187	27	the	the	DET
fbem-27719	187	28	dynamics	dynamic	NOUN
fbem-27719	187	29	of	of	ADP
fbem-27719	187	30	non	non	ADJ
fbem-27719	187	31	-	-	ADJ
fbem-27719	187	32	state	state	ADJ
fbem-27719	187	33	entities	entity	NOUN
fbem-27719	187	34	(	(	PUNCT
fbem-27719	187	35	blitz	blitz	PROPN
fbem-27719	187	36	&	&	CCONJ
fbem-27719	187	37	hanauer	hanauer	PROPN
fbem-27719	187	38	,	,	PUNCT
fbem-27719	187	39	2020	2020	NUM
fbem-27719	187	40	)	)	PUNCT
fbem-27719	187	41	.	.	PUNCT
fbem-27719	188	1	apart	apart	ADV
fbem-27719	188	2	from	from	ADP
fbem-27719	188	3	that	that	PRON
fbem-27719	188	4	,	,	PUNCT
fbem-27719	188	5	soes	soe	NOUN
fbem-27719	188	6	have	have	AUX
fbem-27719	188	7	r²	r²	VERB
fbem-27719	188	8	values	value	NOUN
fbem-27719	188	9	that	that	PRON
fbem-27719	188	10	are	be	AUX
fbem-27719	188	11	not	not	PART
fbem-27719	188	12	as	as	ADV
fbem-27719	188	13	high	high	ADJ
fbem-27719	188	14	as	as	ADP
fbem-27719	188	15	those	those	PRON
fbem-27719	188	16	of	of	ADP
fbem-27719	188	17	other	other	ADJ
fbem-27719	188	18	companies	company	NOUN
fbem-27719	188	19	,	,	PUNCT
fbem-27719	188	20	for	for	ADP
fbem-27719	188	21	example	example	NOUN
fbem-27719	188	22	,	,	PUNCT
fbem-27719	188	23	the	the	DET
fbem-27719	188	24	0.01	0.01	NUM
fbem-27719	188	25	%	%	NOUN
fbem-27719	188	26	score	score	NOUN
fbem-27719	188	27	of	of	ADP
fbem-27719	188	28	gbrt	gbrt	NOUN
fbem-27719	188	29	which	which	PRON
fbem-27719	188	30	shows	show	VERB
fbem-27719	188	31	that	that	SCONJ
fbem-27719	188	32	their	their	PRON
fbem-27719	188	33	more	more	ADV
fbem-27719	188	34	stable	stable	ADJ
fbem-27719	188	35	and	and	CCONJ
fbem-27719	188	36	predictable	predictable	ADJ
fbem-27719	188	37	performance	performance	NOUN
fbem-27719	188	38	is	be	AUX
fbem-27719	188	39	the	the	DET
fbem-27719	188	40	reason	reason	NOUN
fbem-27719	188	41	for	for	ADP
fbem-27719	188	42	them	they	PRON
fbem-27719	188	43	being	be	AUX
fbem-27719	188	44	better	well	ADV
fbem-27719	188	45	fit	fit	ADJ
fbem-27719	188	46	to	to	ADP
fbem-27719	188	47	the	the	DET
fbem-27719	188	48	traditional	traditional	ADJ
fbem-27719	188	49	models	model	NOUN
fbem-27719	188	50	like	like	ADP
fbem-27719	188	51	ols-3	ols-3	ADP
fbem-27719	188	52	(	(	PUNCT
fbem-27719	188	53	zhang	zhang	PROPN
fbem-27719	188	54	&	&	CCONJ
fbem-27719	188	55	wu	wu	PROPN
fbem-27719	188	56	,	,	PUNCT
fbem-27719	188	57	2021	2021	NUM
fbem-27719	188	58	)	)	PUNCT
fbem-27719	188	59	.	.	PUNCT
fbem-27719	189	1	3.2	3.2	NUM
fbem-27719	189	2	.	.	X
fbem-27719	189	3	enhancing	enhance	VERB
fbem-27719	189	4	factor	factor	NOUN
fbem-27719	189	5	integration	integration	NOUN
fbem-27719	189	6	and	and	CCONJ
fbem-27719	189	7	nonlinear	nonlinear	NOUN
fbem-27719	189	8	learning	learning	NOUN
fbem-27719	189	9	through	through	ADP
fbem-27719	189	10	adaptive	adaptive	ADJ
fbem-27719	189	11	training	training	NOUN
fbem-27719	189	12	techniques	technique	NOUN
fbem-27719	189	13	this	this	DET
fbem-27719	189	14	section	section	NOUN
fbem-27719	189	15	examines	examine	VERB
fbem-27719	189	16	how	how	SCONJ
fbem-27719	189	17	machine	machine	NOUN
fbem-27719	189	18	learning	learning	NOUN
fbem-27719	189	19	models	model	NOUN
fbem-27719	189	20	can	can	AUX
fbem-27719	189	21	be	be	AUX
fbem-27719	189	22	adjusted	adjust	VERB
fbem-27719	189	23	to	to	PART
fbem-27719	189	24	deal	deal	VERB
fbem-27719	189	25	with	with	ADP
fbem-27719	189	26	unpredictable	unpredictable	ADJ
fbem-27719	189	27	market	market	NOUN
fbem-27719	189	28	conditions	condition	NOUN
fbem-27719	189	29	by	by	ADP
fbem-27719	189	30	adding	add	VERB
fbem-27719	189	31	dynamic	dynamic	ADJ
fbem-27719	189	32	relationships	relationship	NOUN
fbem-27719	189	33	between	between	ADP
fbem-27719	189	34	quantitative	quantitative	ADJ
fbem-27719	189	35	investment	investment	NOUN
fbem-27719	189	36	factors	factor	NOUN
fbem-27719	189	37	.	.	PUNCT
fbem-27719	190	1	the	the	DET
fbem-27719	190	2	research	research	NOUN
fbem-27719	190	3	demonstrates	demonstrate	VERB
fbem-27719	190	4	that	that	SCONJ
fbem-27719	190	5	machine	machine	NOUN
fbem-27719	190	6	learning	learning	NOUN
fbem-27719	190	7	models	model	NOUN
fbem-27719	190	8	can	can	AUX
fbem-27719	190	9	enhance	enhance	VERB
fbem-27719	190	10	their	their	PRON
fbem-27719	190	11	capacity	capacity	NOUN
fbem-27719	190	12	to	to	PART
fbem-27719	190	13	consider	consider	VERB
fbem-27719	190	14	both	both	DET
fbem-27719	190	15	nonlinear	nonlinear	ADJ
fbem-27719	190	16	relationships	relationship	NOUN
fbem-27719	190	17	and	and	CCONJ
fbem-27719	190	18	temporal	temporal	ADJ
fbem-27719	190	19	shifts	shift	NOUN
fbem-27719	190	20	in	in	ADP
fbem-27719	190	21	the	the	DET
fbem-27719	190	22	chinese	chinese	ADJ
fbem-27719	190	23	financial	financial	ADJ
fbem-27719	190	24	market	market	NOUN
fbem-27719	190	25	through	through	ADP
fbem-27719	190	26	the	the	DET
fbem-27719	190	27	use	use	NOUN
fbem-27719	190	28	of	of	ADP
fbem-27719	190	29	adaptive	adaptive	ADJ
fbem-27719	190	30	training	training	NOUN
fbem-27719	190	31	techniques	technique	NOUN
fbem-27719	190	32	,	,	PUNCT
fbem-27719	190	33	particularly	particularly	ADV
fbem-27719	190	34	rolling	rolling	ADJ
fbem-27719	190	35	window	window	NOUN
fbem-27719	190	36	strategies	strategy	NOUN
fbem-27719	190	37	.	.	PUNCT
fbem-27719	191	1	figure	figure	NOUN
fbem-27719	191	2	1	1	NUM
fbem-27719	191	3	.	.	X
fbem-27719	191	4	rolling	roll	VERB
fbem-27719	191	5	prediction	prediction	NOUN
fbem-27719	191	6	model	model	NOUN
fbem-27719	191	7	this	this	DET
fbem-27719	191	8	study	study	NOUN
fbem-27719	191	9	introduces	introduce	VERB
fbem-27719	191	10	a	a	DET
fbem-27719	191	11	time	time	NOUN
fbem-27719	191	12	-	-	PUNCT
fbem-27719	191	13	window	window	NOUN
fbem-27719	191	14	method	method	NOUN
fbem-27719	191	15	that	that	PRON
fbem-27719	191	16	is	be	AUX
fbem-27719	191	17	essential	essential	ADJ
fbem-27719	191	18	for	for	SCONJ
fbem-27719	191	19	financial	financial	ADJ
fbem-27719	191	20	markets	market	NOUN
fbem-27719	191	21	to	to	PART
fbem-27719	191	22	train	train	VERB
fbem-27719	191	23	ml	ml	NOUN
fbem-27719	191	24	,	,	PUNCT
fbem-27719	191	25	i.e.	i.e.	X
fbem-27719	191	26	,	,	PUNCT
fbem-27719	191	27	to	to	PART
fbem-27719	191	28	machine	machine	NOUN
fbem-27719	191	29	learn	learn	VERB
fbem-27719	191	30	with	with	ADP
fbem-27719	191	31	this	this	DET
fbem-27719	191	32	type	type	NOUN
fbem-27719	191	33	of	of	ADP
fbem-27719	191	34	data	datum	NOUN
fbem-27719	191	35	.	.	PUNCT
fbem-27719	192	1	the	the	DET
fbem-27719	192	2	rolling	rolling	ADJ
fbem-27719	192	3	window	window	NOUN
fbem-27719	192	4	method	method	NOUN
fbem-27719	192	5	sometimes	sometimes	ADV
fbem-27719	192	6	sends	send	VERB
fbem-27719	192	7	the	the	DET
fbem-27719	192	8	training	training	NOUN
fbem-27719	192	9	dataset	dataset	NOUN
fbem-27719	192	10	,	,	PUNCT
fbem-27719	192	11	thus	thus	ADV
fbem-27719	192	12	allowing	allow	VERB
fbem-27719	192	13	the	the	DET
fbem-27719	192	14	models	model	NOUN
fbem-27719	192	15	to	to	PART
fbem-27719	192	16	"	"	PUNCT
fbem-27719	192	17	forget	forget	VERB
fbem-27719	192	18	"	"	PUNCT
fbem-27719	192	19	old	old	ADJ
fbem-27719	192	20	data	datum	NOUN
fbem-27719	192	21	,	,	PUNCT
fbem-27719	192	22	and	and	CCONJ
fbem-27719	192	23	adapt	adapt	VERB
fbem-27719	192	24	more	more	ADJ
fbem-27719	192	25	to	to	ADP
fbem-27719	192	26	the	the	DET
fbem-27719	192	27	timevarying	timevarye	VERB
fbem-27719	192	28	relationships	relationship	NOUN
fbem-27719	192	29	to	to	ADP
fbem-27719	192	30	changing	change	VERB
fbem-27719	192	31	investment	investment	NOUN
fbem-27719	192	32	factors	factor	NOUN
fbem-27719	192	33	.	.	PUNCT
fbem-27719	193	1	the	the	DET
fbem-27719	193	2	primary	primary	ADJ
fbem-27719	193	3	attribute	attribute	NOUN
fbem-27719	193	4	of	of	ADP
fbem-27719	193	5	the	the	DET
fbem-27719	193	6	rolling	rolling	ADJ
fbem-27719	193	7	window	window	NOUN
fbem-27719	193	8	method	method	NOUN
fbem-27719	193	9	is	be	AUX
fbem-27719	193	10	its	its	PRON
fbem-27719	193	11	capacity	capacity	NOUN
fbem-27719	193	12	for	for	ADP
fbem-27719	193	13	frequent	frequent	ADJ
fbem-27719	193	14	model	model	NOUN
fbem-27719	193	15	parameter	parameter	NOUN
fbem-27719	193	16	adjustments	adjustment	NOUN
fbem-27719	193	17	in	in	ADP
fbem-27719	193	18	accordance	accordance	NOUN
fbem-27719	193	19	with	with	ADP
fbem-27719	193	20	385	385	NUM
fbem-27719	193	21	the	the	DET
fbem-27719	193	22	most	most	ADV
fbem-27719	193	23	recent	recent	ADJ
fbem-27719	193	24	market	market	NOUN
fbem-27719	193	25	situation	situation	NOUN
fbem-27719	193	26	.	.	PUNCT
fbem-27719	194	1	through	through	ADP
fbem-27719	194	2	the	the	DET
fbem-27719	194	3	tutorial	tutorial	NOUN
fbem-27719	194	4	technique	technique	NOUN
fbem-27719	194	5	of	of	ADP
fbem-27719	194	6	momentum	momentum	NOUN
fbem-27719	194	7	transfer	transfer	NOUN
fbem-27719	194	8	,	,	PUNCT
fbem-27719	194	9	the	the	DET
fbem-27719	194	10	training	training	NOUN
fbem-27719	194	11	window	window	NOUN
fbem-27719	194	12	moves	move	VERB
fbem-27719	194	13	forward	forward	ADV
fbem-27719	194	14	over	over	ADP
fbem-27719	194	15	time	time	NOUN
fbem-27719	194	16	and	and	CCONJ
fbem-27719	194	17	adds	add	VERB
fbem-27719	194	18	the	the	DET
fbem-27719	194	19	new	new	ADJ
fbem-27719	194	20	data	datum	NOUN
fbem-27719	194	21	as	as	SCONJ
fbem-27719	194	22	the	the	DET
fbem-27719	194	23	older	old	ADJ
fbem-27719	194	24	one	one	PRON
fbem-27719	194	25	might	might	AUX
fbem-27719	194	26	be	be	AUX
fbem-27719	194	27	irrelevant	irrelevant	ADJ
fbem-27719	194	28	anymore	anymore	ADV
fbem-27719	194	29	.	.	PUNCT
fbem-27719	195	1	this	this	DET
fbem-27719	195	2	constant	constant	ADJ
fbem-27719	195	3	updating	updating	NOUN
fbem-27719	195	4	is	be	AUX
fbem-27719	195	5	what	what	PRON
fbem-27719	195	6	keeps	keep	VERB
fbem-27719	195	7	the	the	DET
fbem-27719	195	8	model	model	NOUN
fbem-27719	195	9	on	on	ADP
fbem-27719	195	10	its	its	PRON
fbem-27719	195	11	toes	toe	NOUN
fbem-27719	195	12	and	and	CCONJ
fbem-27719	195	13	thus	thus	ADV
fbem-27719	195	14	it	it	PRON
fbem-27719	195	15	is	be	AUX
fbem-27719	195	16	not	not	PART
fbem-27719	195	17	thrown	throw	VERB
fbem-27719	195	18	by	by	ADP
fbem-27719	195	19	low	low	ADJ
fbem-27719	195	20	predictive	predictive	ADJ
fbem-27719	195	21	accuracy	accuracy	NOUN
fbem-27719	195	22	as	as	SCONJ
fbem-27719	195	23	it	it	PRON
fbem-27719	195	24	is	be	AUX
fbem-27719	195	25	able	able	ADJ
fbem-27719	195	26	to	to	PART
fbem-27719	195	27	follow	follow	VERB
fbem-27719	195	28	the	the	DET
fbem-27719	195	29	emerging	emerge	VERB
fbem-27719	195	30	trends	trend	NOUN
fbem-27719	195	31	in	in	ADP
fbem-27719	195	32	the	the	DET
fbem-27719	195	33	market	market	NOUN
fbem-27719	195	34	.	.	PUNCT
fbem-27719	196	1	for	for	ADP
fbem-27719	196	2	example	example	NOUN
fbem-27719	196	3	,	,	PUNCT
fbem-27719	196	4	the	the	DET
fbem-27719	196	5	first	first	ADJ
fbem-27719	196	6	period	period	NOUN
fbem-27719	196	7	of	of	ADP
fbem-27719	196	8	this	this	DET
fbem-27719	196	9	study	study	NOUN
fbem-27719	196	10	involved	involve	VERB
fbem-27719	196	11	pre	pre	ADJ
fbem-27719	196	12	-	-	ADJ
fbem-27719	196	13	training	training	ADJ
fbem-27719	196	14	machine	machine	NOUN
fbem-27719	196	15	learning	learning	NOUN
fbem-27719	196	16	models	model	NOUN
fbem-27719	196	17	with	with	ADP
fbem-27719	196	18	historical	historical	ADJ
fbem-27719	196	19	data	datum	NOUN
fbem-27719	196	20	between	between	ADP
fbem-27719	196	21	january	january	PROPN
fbem-27719	196	22	1	1	NUM
fbem-27719	196	23	,	,	PUNCT
fbem-27719	196	24	2007	2007	NUM
fbem-27719	196	25	,	,	PUNCT
fbem-27719	196	26	and	and	CCONJ
fbem-27719	196	27	december	december	PROPN
fbem-27719	196	28	31	31	NUM
fbem-27719	196	29	,	,	PUNCT
fbem-27719	196	30	2018	2018	NUM
fbem-27719	196	31	.	.	PUNCT
fbem-27719	197	1	calibrated	calibrate	VERB
fbem-27719	197	2	periodically	periodically	ADV
fbem-27719	197	3	,	,	PUNCT
fbem-27719	197	4	the	the	DET
fbem-27719	197	5	rolling	rolling	ADJ
fbem-27719	197	6	window	window	NOUN
fbem-27719	197	7	technique	technique	NOUN
fbem-27719	197	8	was	be	AUX
fbem-27719	197	9	then	then	ADV
fbem-27719	197	10	employed	employ	VERB
fbem-27719	197	11	,	,	PUNCT
fbem-27719	197	12	where	where	SCONJ
fbem-27719	197	13	the	the	DET
fbem-27719	197	14	data	datum	NOUN
fbem-27719	197	15	was	be	AUX
fbem-27719	197	16	updated	update	VERB
fbem-27719	197	17	periodically	periodically	ADV
fbem-27719	197	18	to	to	PART
fbem-27719	197	19	come	come	VERB
fbem-27719	197	20	up	up	ADP
fbem-27719	197	21	with	with	ADP
fbem-27719	197	22	new	new	ADJ
fbem-27719	197	23	data	datum	NOUN
fbem-27719	197	24	points	point	NOUN
fbem-27719	197	25	while	while	SCONJ
fbem-27719	197	26	the	the	DET
fbem-27719	197	27	old	old	ADJ
fbem-27719	197	28	ones	one	NOUN
fbem-27719	197	29	were	be	AUX
fbem-27719	197	30	removed	remove	VERB
fbem-27719	197	31	.	.	PUNCT
fbem-27719	198	1	the	the	DET
fbem-27719	198	2	models	model	NOUN
fbem-27719	198	3	maintained	maintain	VERB
fbem-27719	198	4	a	a	DET
fbem-27719	198	5	sensitivity	sensitivity	NOUN
fbem-27719	198	6	to	to	ADP
fbem-27719	198	7	the	the	DET
fbem-27719	198	8	current	current	ADJ
fbem-27719	198	9	market	market	NOUN
fbem-27719	198	10	which	which	PRON
fbem-27719	198	11	made	make	VERB
fbem-27719	198	12	them	they	PRON
fbem-27719	198	13	more	more	ADV
fbem-27719	198	14	effective	effective	ADJ
fbem-27719	198	15	in	in	ADP
fbem-27719	198	16	the	the	DET
fbem-27719	198	17	prediction	prediction	NOUN
fbem-27719	198	18	of	of	ADP
fbem-27719	198	19	future	future	ADJ
fbem-27719	198	20	trends	trend	NOUN
fbem-27719	198	21	,	,	PUNCT
fbem-27719	198	22	as	as	SCONJ
fbem-27719	198	23	we	we	PRON
fbem-27719	198	24	find	find	VERB
fbem-27719	198	25	in	in	ADP
fbem-27719	198	26	arnott	arnott	PROPN
fbem-27719	198	27	et	et	PROPN
fbem-27719	198	28	al	al	PROPN
fbem-27719	198	29	.	.	PROPN
fbem-27719	198	30	,	,	PUNCT
fbem-27719	198	31	2019	2019	NUM
fbem-27719	198	32	.	.	PUNCT
fbem-27719	199	1	the	the	DET
fbem-27719	199	2	results	result	NOUN
fbem-27719	199	3	showed	show	VERB
fbem-27719	199	4	that	that	SCONJ
fbem-27719	199	5	rolling	rolling	ADJ
fbem-27719	199	6	window	window	NOUN
fbem-27719	199	7	strategy	strategy	NOUN
fbem-27719	199	8	-	-	PUNCT
fbem-27719	199	9	trained	train	VERB
fbem-27719	199	10	machine	machine	NOUN
fbem-27719	199	11	learning	learning	NOUN
fbem-27719	199	12	models	model	NOUN
fbem-27719	199	13	were	be	AUX
fbem-27719	199	14	generally	generally	ADV
fbem-27719	199	15	better	well	ADJ
fbem-27719	199	16	than	than	ADP
fbem-27719	199	17	fixed	fix	VERB
fbem-27719	199	18	time	time	NOUN
fbem-27719	199	19	window	window	NOUN
fbem-27719	199	20	static	static	ADJ
fbem-27719	199	21	trained	train	VERB
fbem-27719	199	22	models	model	NOUN
fbem-27719	199	23	.	.	PUNCT
fbem-27719	200	1	the	the	DET
fbem-27719	200	2	change	change	NOUN
fbem-27719	200	3	was	be	AUX
fbem-27719	200	4	significant	significant	ADJ
fbem-27719	200	5	,	,	PUNCT
fbem-27719	200	6	having	have	VERB
fbem-27719	200	7	the	the	DET
fbem-27719	200	8	xgboost	xgboost	PROPN
fbem-27719	200	9	model	model	NOUN
fbem-27719	200	10	scoring	score	VERB
fbem-27719	200	11	very	very	ADV
fbem-27719	200	12	well	well	ADV
fbem-27719	200	13	with	with	ADP
fbem-27719	200	14	marked	mark	VERB
fbem-27719	200	15	tendency	tendency	NOUN
fbem-27719	200	16	to	to	PART
fbem-27719	200	17	quickly	quickly	ADV
fbem-27719	200	18	capture	capture	VERB
fbem-27719	200	19	the	the	DET
fbem-27719	200	20	moving	move	VERB
fbem-27719	200	21	market	market	NOUN
fbem-27719	200	22	,	,	PUNCT
fbem-27719	200	23	supported	support	VERB
fbem-27719	200	24	by	by	ADP
fbem-27719	200	25	the	the	DET
fbem-27719	200	26	cumulative	cumulative	ADJ
fbem-27719	200	27	net	net	ADJ
fbem-27719	200	28	value	value	NOUN
fbem-27719	200	29	of	of	ADP
fbem-27719	200	30	3.89	3.89	NUM
fbem-27719	200	31	and	and	CCONJ
fbem-27719	200	32	annualized	annualize	VERB
fbem-27719	200	33	return	return	NOUN
fbem-27719	200	34	of	of	ADP
fbem-27719	200	35	37.89	37.89	NUM
fbem-27719	200	36	%	%	NOUN
fbem-27719	200	37	(	(	PUNCT
fbem-27719	200	38	see	see	VERB
fbem-27719	200	39	table	table	NOUN
fbem-27719	200	40	6	6	NUM
fbem-27719	200	41	)	)	PUNCT
fbem-27719	200	42	.	.	PUNCT
fbem-27719	201	1	these	these	DET
fbem-27719	201	2	data	datum	NOUN
fbem-27719	201	3	point	point	VERB
fbem-27719	201	4	out	out	ADP
fbem-27719	201	5	the	the	DET
fbem-27719	201	6	fact	fact	NOUN
fbem-27719	201	7	that	that	SCONJ
fbem-27719	201	8	the	the	DET
fbem-27719	201	9	model	model	NOUN
fbem-27719	201	10	's	's	PART
fbem-27719	201	11	reaction	reaction	NOUN
fbem-27719	201	12	to	to	ADP
fbem-27719	201	13	new	new	ADJ
fbem-27719	201	14	data	datum	NOUN
fbem-27719	201	15	is	be	AUX
fbem-27719	201	16	rapid	rapid	ADJ
fbem-27719	201	17	and	and	CCONJ
fbem-27719	201	18	it	it	PRON
fbem-27719	201	19	is	be	AUX
fbem-27719	201	20	one	one	NUM
fbem-27719	201	21	of	of	ADP
fbem-27719	201	22	the	the	DET
fbem-27719	201	23	important	important	ADJ
fbem-27719	201	24	properties	property	NOUN
fbem-27719	201	25	in	in	ADP
fbem-27719	201	26	success	success	NOUN
fbem-27719	201	27	in	in	ADP
fbem-27719	201	28	the	the	DET
fbem-27719	201	29	volatile	volatile	ADJ
fbem-27719	201	30	financial	financial	ADJ
fbem-27719	201	31	markets	market	NOUN
fbem-27719	201	32	(	(	PUNCT
fbem-27719	201	33	gao	gao	PROPN
fbem-27719	201	34	et	et	PROPN
fbem-27719	201	35	al	al	PROPN
fbem-27719	201	36	.	.	PROPN
fbem-27719	201	37	,	,	PUNCT
fbem-27719	201	38	2022	2022	NUM
fbem-27719	201	39	)	)	PUNCT
fbem-27719	201	40	.	.	PUNCT
fbem-27719	202	1	table	table	NOUN
fbem-27719	202	2	2	2	NUM
fbem-27719	202	3	.	.	PUNCT
fbem-27719	202	4	comparison	comparison	NOUN
fbem-27719	202	5	of	of	ADP
fbem-27719	202	6	model	model	NOUN
fbem-27719	202	7	performance	performance	NOUN
fbem-27719	202	8	using	use	VERB
fbem-27719	202	9	a	a	DET
fbem-27719	202	10	rolling	rolling	ADJ
fbem-27719	202	11	time	time	NOUN
fbem-27719	202	12	window	window	NOUN
fbem-27719	203	1	dt	dt	PROPN
fbem-27719	203	2	xgboost	xgboost	X
fbem-27719	203	3	lightgbm	lightgbm	PROPN
fbem-27719	203	4	rf	rf	NOUN
fbem-27719	203	5	nn	nn	PROPN
fbem-27719	203	6	cumulative	cumulative	ADJ
fbem-27719	203	7	net	net	ADJ
fbem-27719	203	8	value	value	NOUN
fbem-27719	203	9	1.94	1.94	NUM
fbem-27719	203	10	3.89	3.89	NUM
fbem-27719	203	11	3.39	3.39	NUM
fbem-27719	203	12	3.09	3.09	NUM
fbem-27719	203	13	3.12	3.12	NUM
fbem-27719	203	14	annualized	annualize	VERB
fbem-27719	203	15	return	return	NOUN
fbem-27719	203	16	16.68	16.68	NUM
fbem-27719	203	17	%	%	NOUN
fbem-27719	203	18	37.89	37.89	NUM
fbem-27719	203	19	%	%	NOUN
fbem-27719	203	20	33.4	33.4	NUM
fbem-27719	203	21	%	%	NOUN
fbem-27719	203	22	30.69	30.69	NUM
fbem-27719	203	23	%	%	NOUN
fbem-27719	203	24	30.68	30.68	NUM
fbem-27719	203	25	%	%	NOUN
fbem-27719	203	26	sharpe	sharpe	PROPN
fbem-27719	203	27	ratio	ratio	NOUN
fbem-27719	203	28	0.66	0.66	NUM
fbem-27719	203	29	1.61	1.61	NUM
fbem-27719	203	30	1.42	1.42	NUM
fbem-27719	203	31	1.312	1.312	NUM
fbem-27719	203	32	1.42	1.42	NUM
fbem-27719	203	33	maximum	maximum	ADJ
fbem-27719	203	34	drawdown	drawdown	ADJ
fbem-27719	203	35	-28.02	-28.02	NOUN
fbem-27719	204	1	%	%	NOUN
fbem-27719	204	2	-22.29	-22.29	NOUN
fbem-27719	204	3	%	%	NOUN
fbem-27719	204	4	-21.56	-21.56	NUM
fbem-27719	204	5	%	%	NOUN
fbem-27719	204	6	-22.53	-22.53	NOUN
fbem-27719	204	7	%	%	NOUN
fbem-27719	204	8	-21.68	-21.68	PROPN
fbem-27719	204	9	%	%	NOUN
fbem-27719	204	10	annualized	annualize	VERB
fbem-27719	204	11	return	return	NOUN
fbem-27719	204	12	-	-	PUNCT
fbem-27719	204	13	to	to	ADP
fbem-27719	204	14	-	-	PUNCT
fbem-27719	204	15	drawdown	drawdown	ADJ
fbem-27719	204	16	ratio	ratio	NOUN
fbem-27719	204	17	0.59	0.59	NUM
fbem-27719	204	18	1.70	1.70	NUM
fbem-27719	204	19	1.54	1.54	NUM
fbem-27719	204	20	1.36	1.36	NUM
fbem-27719	204	21	1.42	1.42	NUM
fbem-27719	204	22	cumulative	cumulative	ADJ
fbem-27719	204	23	excess	excess	ADJ
fbem-27719	204	24	return	return	NOUN
fbem-27719	204	25	40.76	40.76	NUM
fbem-27719	204	26	%	%	NOUN
fbem-27719	204	27	228.81	228.81	NUM
fbem-27719	204	28	%	%	NOUN
fbem-27719	204	29	178.86	178.86	NUM
fbem-27719	204	30	%	%	NOUN
fbem-27719	204	31	157.16	157.16	NUM
fbem-27719	204	32	%	%	NOUN
fbem-27719	204	33	161.86	161.86	NUM
fbem-27719	204	34	%	%	NOUN
fbem-27719	204	35	annualized	annualize	VERB
fbem-27719	204	36	excess	excess	ADJ
fbem-27719	204	37	return	return	NOUN
fbem-27719	204	38	8.49	8.49	NUM
fbem-27719	204	39	%	%	NOUN
fbem-27719	204	40	32.41	32.41	NUM
fbem-27719	204	41	%	%	NOUN
fbem-27719	204	42	27.28	27.28	NUM
fbem-27719	204	43	%	%	NOUN
fbem-27719	204	44	24.93	24.93	NUM
fbem-27719	204	45	%	%	NOUN
fbem-27719	204	46	25.38	25.38	NUM
fbem-27719	204	47	%	%	NOUN
fbem-27719	204	48	xgboost	xgboost	ADV
fbem-27719	204	49	in	in	ADP
fbem-27719	204	50	terms	term	NOUN
fbem-27719	204	51	of	of	ADP
fbem-27719	204	52	the	the	DET
fbem-27719	204	53	sharpe	sharpe	PROPN
fbem-27719	204	54	ratio	ratio	NOUN
fbem-27719	204	55	which	which	PRON
fbem-27719	204	56	is	be	AUX
fbem-27719	204	57	a	a	DET
fbem-27719	204	58	riskadjusted	riskadjuste	VERB
fbem-27719	204	59	return	return	NOUN
fbem-27719	204	60	measure	measure	NOUN
fbem-27719	204	61	was	be	AUX
fbem-27719	204	62	its	its	PRON
fbem-27719	204	63	performance	performance	NOUN
fbem-27719	204	64	with	with	ADP
fbem-27719	204	65	1.61	1.61	NUM
fbem-27719	204	66	and	and	CCONJ
fbem-27719	204	67	that	that	PRON
fbem-27719	204	68	shows	show	VERB
fbem-27719	204	69	that	that	SCONJ
fbem-27719	204	70	it	it	PRON
fbem-27719	204	71	was	be	AUX
fbem-27719	204	72	able	able	ADJ
fbem-27719	204	73	to	to	PART
fbem-27719	204	74	balance	balance	VERB
fbem-27719	204	75	the	the	DET
fbem-27719	204	76	risk	risk	NOUN
fbem-27719	204	77	and	and	CCONJ
fbem-27719	204	78	reward	reward	VERB
fbem-27719	204	79	more	more	ADV
fbem-27719	204	80	efficiently	efficiently	ADV
fbem-27719	204	81	.	.	PUNCT
fbem-27719	205	1	the	the	DET
fbem-27719	205	2	model	model	NOUN
fbem-27719	205	3	's	's	PART
fbem-27719	205	4	lower	low	ADJ
fbem-27719	205	5	maximum	maximum	ADJ
fbem-27719	205	6	drawdown	drawdown	NOUN
fbem-27719	205	7	of	of	ADP
fbem-27719	205	8	22.29	22.29	NUM
fbem-27719	205	9	%	%	NOUN
fbem-27719	205	10	relative	relative	ADJ
fbem-27719	205	11	to	to	ADP
fbem-27719	205	12	others	other	NOUN
fbem-27719	205	13	also	also	ADV
fbem-27719	205	14	emphasized	emphasize	VERB
fbem-27719	205	15	its	its	PRON
fbem-27719	205	16	strong	strong	ADJ
fbem-27719	205	17	risk	risk	NOUN
fbem-27719	205	18	management	management	NOUN
fbem-27719	205	19	skills	skill	NOUN
fbem-27719	205	20	,	,	PUNCT
fbem-27719	205	21	which	which	PRON
fbem-27719	205	22	kept	keep	VERB
fbem-27719	205	23	the	the	DET
fbem-27719	205	24	team	team	NOUN
fbem-27719	205	25	from	from	ADP
fbem-27719	205	26	losing	lose	VERB
fbem-27719	205	27	a	a	DET
fbem-27719	205	28	large	large	ADJ
fbem-27719	205	29	part	part	NOUN
fbem-27719	205	30	of	of	ADP
fbem-27719	205	31	the	the	DET
fbem-27719	205	32	portfolio	portfolio	NOUN
fbem-27719	205	33	during	during	ADP
fbem-27719	205	34	the	the	DET
fbem-27719	205	35	bad	bad	ADJ
fbem-27719	205	36	market	market	NOUN
fbem-27719	205	37	conditions	condition	NOUN
fbem-27719	205	38	.	.	PUNCT
fbem-27719	206	1	thus	thus	ADV
fbem-27719	206	2	,	,	PUNCT
fbem-27719	206	3	it	it	PRON
fbem-27719	206	4	is	be	AUX
fbem-27719	206	5	evident	evident	ADJ
fbem-27719	206	6	that	that	SCONJ
fbem-27719	206	7	asness	asness	PROPN
fbem-27719	206	8	et	et	PROPN
fbem-27719	206	9	al	al	PROPN
fbem-27719	206	10	.	.	PROPN
fbem-27719	206	11	's	's	PART
fbem-27719	206	12	(	(	PUNCT
fbem-27719	206	13	2022	2022	NUM
fbem-27719	206	14	)	)	PUNCT
fbem-27719	206	15	argument	argument	NOUN
fbem-27719	206	16	on	on	ADP
fbem-27719	206	17	the	the	DET
fbem-27719	206	18	dynamic	dynamic	ADJ
fbem-27719	206	19	model	model	NOUN
fbem-27719	206	20	's	's	PART
fbem-27719	206	21	ability	ability	NOUN
fbem-27719	206	22	to	to	PART
fbem-27719	206	23	adapt	adapt	VERB
fbem-27719	206	24	in	in	ADP
fbem-27719	206	25	order	order	NOUN
fbem-27719	206	26	to	to	PART
fbem-27719	206	27	avoid	avoid	VERB
fbem-27719	206	28	drawdown	drawdown	ADJ
fbem-27719	206	29	risks	risk	NOUN
fbem-27719	206	30	is	be	AUX
fbem-27719	206	31	reasonable	reasonable	ADJ
fbem-27719	206	32	.	.	PUNCT
fbem-27719	207	1	table	table	NOUN
fbem-27719	207	2	3	3	NUM
fbem-27719	207	3	.	.	PUNCT
fbem-27719	207	4	comparison	comparison	NOUN
fbem-27719	207	5	of	of	ADP
fbem-27719	207	6	model	model	NOUN
fbem-27719	207	7	efficiency	efficiency	NOUN
fbem-27719	207	8	using	use	VERB
fbem-27719	207	9	a	a	DET
fbem-27719	207	10	rolling	rolling	ADJ
fbem-27719	207	11	time	time	NOUN
fbem-27719	207	12	window	window	NOUN
fbem-27719	207	13	dt	dt	AUX
fbem-27719	207	14	xgbo	xgbo	VERB
fbem-27719	207	15	ost	ost	PROPN
fbem-27719	207	16	lightg	lightg	PROPN
fbem-27719	207	17	bm	bm	PROPN
fbem-27719	207	18	rf	rf	PROPN
fbem-27719	207	19	nn	nn	PROPN
fbem-27719	207	20	out	out	ADV
fbem-27719	207	21	-	-	PUNCT
fbem-27719	207	22	of	of	ADP
fbem-27719	207	23	-	-	PUNCT
fbem-27719	207	24	sample	sample	NOUN
fbem-27719	207	25	ic	ic	PROPN
fbem-27719	207	26	0.01	0.01	NUM
fbem-27719	207	27	0.05	0.05	NUM
fbem-27719	207	28	0.05	0.05	NUM
fbem-27719	207	29	0.05	0.05	NUM
fbem-27719	207	30	0.05	0.05	NUM
fbem-27719	207	31	out	out	ADP
fbem-27719	207	32	-	-	PUNCT
fbem-27719	207	33	of	of	ADP
fbem-27719	207	34	-	-	PUNCT
fbem-27719	207	35	sample	sample	NOUN
fbem-27719	207	36	ir	ir	NOUN
fbem-27719	207	37	0.22	0.22	NUM
fbem-27719	207	38	0.58	0.58	NUM
fbem-27719	207	39	0.59	0.59	NUM
fbem-27719	207	40	0.55	0.55	NUM
fbem-27719	207	41	0.52	0.52	NUM
fbem-27719	207	42	out	out	ADP
fbem-27719	207	43	-	-	PUNCT
fbem-27719	207	44	of	of	ADP
fbem-27719	207	45	-	-	PUNCT
fbem-27719	207	46	sample	sample	NOUN
fbem-27719	207	47	positive	positive	ADJ
fbem-27719	207	48	ic	ic	INTJ
fbem-27719	207	49	proportion	proportion	NOUN
fbem-27719	207	50	0.62	0.62	NUM
fbem-27719	207	51	0.75	0.75	NUM
fbem-27719	207	52	0.74	0.74	NUM
fbem-27719	207	53	0.75	0.75	NUM
fbem-27719	207	54	0.71	0.71	NUM
fbem-27719	207	55	in	in	ADP
fbem-27719	207	56	terms	term	NOUN
fbem-27719	207	57	of	of	ADP
fbem-27719	207	58	ic	ic	PROPN
fbem-27719	207	59	and	and	CCONJ
fbem-27719	207	60	ir	ir	PROPN
fbem-27719	207	61	indexes	index	NOUN
fbem-27719	207	62	,	,	PUNCT
fbem-27719	207	63	the	the	DET
fbem-27719	207	64	factor	factor	NOUN
fbem-27719	207	65	integration	integration	NOUN
fbem-27719	207	66	adaptive	adaptive	ADJ
fbem-27719	207	67	nature	nature	NOUN
fbem-27719	207	68	was	be	AUX
fbem-27719	207	69	the	the	DET
fbem-27719	207	70	variable	variable	NOUN
fbem-27719	207	71	which	which	PRON
fbem-27719	207	72	was	be	AUX
fbem-27719	207	73	measured	measure	VERB
fbem-27719	207	74	.	.	PUNCT
fbem-27719	208	1	the	the	DET
fbem-27719	208	2	models	model	NOUN
fbem-27719	208	3	trained	train	VERB
fbem-27719	208	4	with	with	ADP
fbem-27719	208	5	rolling	rolling	ADJ
fbem-27719	208	6	window	window	NOUN
fbem-27719	208	7	conditions	condition	NOUN
fbem-27719	208	8	were	be	AUX
fbem-27719	208	9	lightgbm	lightgbm	ADJ
fbem-27719	208	10	and	and	CCONJ
fbem-27719	208	11	catboost	catboost	VERB
fbem-27719	208	12	which	which	PRON
fbem-27719	208	13	unlike	unlike	ADP
fbem-27719	208	14	fixed	fix	VERB
fbem-27719	208	15	-	-	PUNCT
fbem-27719	208	16	window	window	NOUN
fbem-27719	208	17	counterparts	counterpart	NOUN
fbem-27719	208	18	had	have	VERB
fbem-27719	208	19	consistently	consistently	ADV
fbem-27719	208	20	ic	ic	PROPN
fbem-27719	208	21	values	value	NOUN
fbem-27719	208	22	over	over	ADP
fbem-27719	208	23	one	one	NUM
fbem-27719	208	24	or	or	CCONJ
fbem-27719	208	25	another	another	PRON
fbem-27719	208	26	.	.	PUNCT
fbem-27719	209	1	this	this	PRON
fbem-27719	209	2	illustrates	illustrate	VERB
fbem-27719	209	3	that	that	SCONJ
fbem-27719	209	4	rolling	roll	VERB
fbem-27719	209	5	window	window	NOUN
fbem-27719	209	6	training	training	NOUN
fbem-27719	209	7	served	serve	VERB
fbem-27719	209	8	the	the	DET
fbem-27719	209	9	purpose	purpose	NOUN
fbem-27719	209	10	of	of	ADP
fbem-27719	209	11	beating	beat	VERB
fbem-27719	209	12	the	the	DET
fbem-27719	209	13	models	model	NOUN
fbem-27719	209	14	in	in	ADP
fbem-27719	209	15	finding	find	VERB
fbem-27719	209	16	the	the	DET
fbem-27719	209	17	predictive	predictive	ADJ
fbem-27719	209	18	relationship	relationship	NOUN
fbem-27719	209	19	between	between	ADP
fbem-27719	209	20	factors	factor	NOUN
fbem-27719	209	21	and	and	CCONJ
fbem-27719	209	22	asset	asset	NOUN
fbem-27719	209	23	returns	return	NOUN
fbem-27719	209	24	in	in	ADP
fbem-27719	209	25	the	the	DET
fbem-27719	209	26	case	case	NOUN
fbem-27719	209	27	illustrated	illustrate	VERB
fbem-27719	209	28	in	in	ADP
fbem-27719	209	29	table	table	NOUN
fbem-27719	209	30	7	7	NUM
fbem-27719	209	31	.	.	PUNCT
fbem-27719	210	1	the	the	DET
fbem-27719	210	2	evidence	evidence	NOUN
fbem-27719	210	3	is	be	AUX
fbem-27719	210	4	backed	back	VERB
fbem-27719	210	5	up	up	ADP
fbem-27719	210	6	by	by	ADP
fbem-27719	210	7	the	the	DET
fbem-27719	210	8	results	result	NOUN
fbem-27719	210	9	of	of	ADP
fbem-27719	210	10	nti	nti	PROPN
fbem-27719	210	11	et	et	PROPN
fbem-27719	210	12	al	al	PROPN
fbem-27719	210	13	.	.	PROPN
fbem-27719	211	1	(	(	PUNCT
fbem-27719	211	2	2020	2020	NUM
fbem-27719	211	3	)	)	PUNCT
fbem-27719	211	4	,	,	PUNCT
fbem-27719	211	5	who	who	PRON
fbem-27719	211	6	found	find	VERB
fbem-27719	211	7	that	that	SCONJ
fbem-27719	211	8	adaptive	adaptive	ADJ
fbem-27719	211	9	machine	machine	NOUN
fbem-27719	211	10	learning	learning	NOUN
fbem-27719	211	11	models	model	NOUN
fbem-27719	211	12	outperform	outperform	VERB
fbem-27719	211	13	other	other	ADJ
fbem-27719	211	14	machines	machine	NOUN
fbem-27719	211	15	in	in	ADP
fbem-27719	211	16	high	high	ADJ
fbem-27719	211	17	volatile	volatile	ADJ
fbem-27719	211	18	financial	financial	ADJ
fbem-27719	211	19	cases	case	NOUN
fbem-27719	211	20	.	.	PUNCT
fbem-27719	212	1	3.3	3.3	NUM
fbem-27719	212	2	.	.	PUNCT
fbem-27719	213	1	comparative	comparative	ADJ
fbem-27719	213	2	analysis	analysis	NOUN
fbem-27719	213	3	of	of	ADP
fbem-27719	213	4	machine	machine	NOUN
fbem-27719	213	5	learning	learning	NOUN
fbem-27719	213	6	and	and	CCONJ
fbem-27719	213	7	traditional	traditional	ADJ
fbem-27719	213	8	models	model	NOUN
fbem-27719	213	9	this	this	DET
fbem-27719	213	10	paper	paper	NOUN
fbem-27719	213	11	section	section	NOUN
fbem-27719	213	12	is	be	AUX
fbem-27719	213	13	analyzing	analyze	VERB
fbem-27719	213	14	the	the	DET
fbem-27719	213	15	abilities	ability	NOUN
fbem-27719	213	16	of	of	ADP
fbem-27719	213	17	machine	machine	NOUN
fbem-27719	213	18	learning	learning	NOUN
fbem-27719	213	19	models	model	NOUN
fbem-27719	213	20	to	to	PART
fbem-27719	213	21	predict	predict	VERB
fbem-27719	213	22	,	,	PUNCT
fbem-27719	213	23	particularly	particularly	ADV
fbem-27719	213	24	the	the	DET
fbem-27719	213	25	xgboost	xgboost	X
fbem-27719	213	26	model	model	NOUN
fbem-27719	213	27	and	and	CCONJ
fbem-27719	213	28	compare	compare	VERB
fbem-27719	213	29	it	it	PRON
fbem-27719	213	30	with	with	ADP
fbem-27719	213	31	the	the	DET
fbem-27719	213	32	traditional	traditional	ADJ
fbem-27719	213	33	multi	multi	ADJ
fbem-27719	213	34	-	-	ADJ
fbem-27719	213	35	factor	factor	NOUN
fbem-27719	213	36	models	model	NOUN
fbem-27719	213	37	in	in	ADP
fbem-27719	213	38	the	the	DET
fbem-27719	213	39	context	context	NOUN
fbem-27719	213	40	of	of	ADP
fbem-27719	213	41	the	the	DET
fbem-27719	213	42	chinese	chinese	ADJ
fbem-27719	213	43	financial	financial	ADJ
fbem-27719	213	44	market	market	NOUN
fbem-27719	213	45	.	.	PUNCT
fbem-27719	214	1	throughout	throughout	ADP
fbem-27719	214	2	the	the	DET
fbem-27719	214	3	paper	paper	NOUN
fbem-27719	214	4	,	,	PUNCT
fbem-27719	214	5	the	the	DET
fbem-27719	214	6	objective	objective	NOUN
fbem-27719	214	7	will	will	AUX
fbem-27719	214	8	be	be	AUX
fbem-27719	214	9	the	the	DET
fbem-27719	214	10	investment	investment	NOUN
fbem-27719	214	11	strategies	strategy	NOUN
fbem-27719	214	12	optimization	optimization	NOUN
fbem-27719	214	13	by	by	ADP
fbem-27719	214	14	utilizing	utilize	VERB
fbem-27719	214	15	the	the	DET
fbem-27719	214	16	xgboost	xgboost	PROPN
fbem-27719	214	17	model	model	PROPN
fbem-27719	214	18	's	's	PART
fbem-27719	214	19	predictions	prediction	NOUN
fbem-27719	214	20	and	and	CCONJ
fbem-27719	214	21	the	the	DET
fbem-27719	214	22	meanvariance	meanvariance	NOUN
fbem-27719	214	23	optimization	optimization	NOUN
fbem-27719	214	24	framework	framework	NOUN
fbem-27719	214	25	to	to	PART
fbem-27719	214	26	enhance	enhance	VERB
fbem-27719	214	27	the	the	DET
fbem-27719	214	28	portfolio	portfolio	NOUN
fbem-27719	214	29	performance	performance	NOUN
fbem-27719	214	30	and	and	CCONJ
fbem-27719	214	31	at	at	ADP
fbem-27719	214	32	the	the	DET
fbem-27719	214	33	same	same	ADJ
fbem-27719	214	34	time	time	NOUN
fbem-27719	214	35	to	to	PART
fbem-27719	214	36	have	have	VERB
fbem-27719	214	37	efficient	efficient	ADJ
fbem-27719	214	38	risk	risk	NOUN
fbem-27719	214	39	management	management	NOUN
fbem-27719	214	40	.	.	PUNCT
fbem-27719	215	1	the	the	DET
fbem-27719	215	2	core	core	ADJ
fbem-27719	215	3	discussion	discussion	NOUN
fbem-27719	215	4	surrounds	surround	VERB
fbem-27719	215	5	the	the	DET
fbem-27719	215	6	amalgamation	amalgamation	NOUN
fbem-27719	215	7	of	of	ADP
fbem-27719	215	8	the	the	DET
fbem-27719	215	9	machine	machine	NOUN
fbem-27719	215	10	learning	learning	NOUN
fbem-27719	215	11	-	-	PUNCT
fbem-27719	215	12	based	base	VERB
fbem-27719	215	13	predictions	prediction	NOUN
fbem-27719	215	14	from	from	ADP
fbem-27719	215	15	the	the	DET
fbem-27719	215	16	xgboost	xgboost	PROPN
fbem-27719	215	17	model	model	NOUN
fbem-27719	215	18	and	and	CCONJ
fbem-27719	215	19	the	the	DET
fbem-27719	215	20	markowitz	markowitz	PROPN
fbem-27719	215	21	mean	mean	ADJ
fbem-27719	215	22	-	-	PUNCT
fbem-27719	215	23	variance	variance	NOUN
fbem-27719	215	24	optimization	optimization	NOUN
fbem-27719	215	25	technique	technique	NOUN
fbem-27719	215	26	.	.	PUNCT
fbem-27719	216	1	this	this	DET
fbem-27719	216	2	approach	approach	NOUN
fbem-27719	216	3	,	,	PUNCT
fbem-27719	216	4	which	which	PRON
fbem-27719	216	5	is	be	AUX
fbem-27719	216	6	based	base	VERB
fbem-27719	216	7	on	on	ADP
fbem-27719	216	8	contemporary	contemporary	ADJ
fbem-27719	216	9	portfolio	portfolio	NOUN
fbem-27719	216	10	theory	theory	NOUN
fbem-27719	216	11	,	,	PUNCT
fbem-27719	216	12	uses	use	VERB
fbem-27719	216	13	a	a	DET
fbem-27719	216	14	portfolio	portfolio	NOUN
fbem-27719	216	15	with	with	ADP
fbem-27719	216	16	the	the	DET
fbem-27719	216	17	lowest	low	ADJ
fbem-27719	216	18	risk	risk	NOUN
fbem-27719	216	19	for	for	ADP
fbem-27719	216	20	a	a	DET
fbem-27719	216	21	given	give	VERB
fbem-27719	216	22	amount	amount	NOUN
fbem-27719	216	23	of	of	ADP
fbem-27719	216	24	projected	project	VERB
fbem-27719	216	25	return	return	NOUN
fbem-27719	216	26	in	in	ADP
fbem-27719	216	27	order	order	NOUN
fbem-27719	216	28	to	to	PART
fbem-27719	216	29	achieve	achieve	VERB
fbem-27719	216	30	the	the	DET
fbem-27719	216	31	best	good	ADJ
fbem-27719	216	32	possible	possible	ADJ
fbem-27719	216	33	balance	balance	NOUN
fbem-27719	216	34	between	between	ADP
fbem-27719	216	35	risk	risk	NOUN
fbem-27719	216	36	and	and	CCONJ
fbem-27719	216	37	return	return	NOUN
fbem-27719	216	38	(	(	PUNCT
fbem-27719	216	39	esakia	esakia	NOUN
fbem-27719	216	40	et	et	PROPN
fbem-27719	216	41	al	al	PROPN
fbem-27719	216	42	.	.	PROPN
fbem-27719	216	43	,	,	PUNCT
fbem-27719	216	44	2020	2020	NUM
fbem-27719	216	45	)	)	PUNCT
fbem-27719	216	46	.	.	PUNCT
fbem-27719	217	1	the	the	DET
fbem-27719	217	2	predictions	prediction	NOUN
fbem-27719	217	3	of	of	ADP
fbem-27719	217	4	the	the	DET
fbem-27719	217	5	xgboost	xgboost	PROPN
fbem-27719	217	6	model	model	NOUN
fbem-27719	217	7	are	be	AUX
fbem-27719	217	8	then	then	ADV
fbem-27719	217	9	used	use	VERB
fbem-27719	217	10	to	to	PART
fbem-27719	217	11	optimize	optimize	VERB
fbem-27719	217	12	this	this	PRON
fbem-27719	217	13	,	,	PUNCT
fbem-27719	217	14	so	so	SCONJ
fbem-27719	217	15	that	that	SCONJ
fbem-27719	217	16	the	the	DET
fbem-27719	217	17	excess	excess	ADJ
fbem-27719	217	18	returns	return	NOUN
fbem-27719	217	19	are	be	AUX
fbem-27719	217	20	maximized	maximize	VERB
fbem-27719	217	21	and	and	CCONJ
fbem-27719	217	22	the	the	DET
fbem-27719	217	23	tracking	tracking	NOUN
fbem-27719	217	24	error	error	NOUN
fbem-27719	217	25	is	be	AUX
fbem-27719	217	26	kept	keep	VERB
fbem-27719	217	27	at	at	ADP
fbem-27719	217	28	a	a	DET
fbem-27719	217	29	controlled	control	VERB
fbem-27719	217	30	level	level	NOUN
fbem-27719	217	31	with	with	ADP
fbem-27719	217	32	respect	respect	NOUN
fbem-27719	217	33	to	to	ADP
fbem-27719	217	34	the	the	DET
fbem-27719	217	35	benchmark	benchmark	NOUN
fbem-27719	217	36	.	.	PUNCT
fbem-27719	218	1	the	the	DET
fbem-27719	218	2	empirical	empirical	ADJ
fbem-27719	218	3	analysis	analysis	NOUN
fbem-27719	218	4	uses	use	VERB
fbem-27719	218	5	a	a	DET
fbem-27719	218	6	back	back	ADJ
fbem-27719	218	7	-	-	PUNCT
fbem-27719	218	8	testing	testing	NOUN
fbem-27719	218	9	period	period	NOUN
fbem-27719	218	10	from	from	ADP
fbem-27719	218	11	february	february	PROPN
fbem-27719	218	12	1	1	NUM
fbem-27719	218	13	,	,	PUNCT
fbem-27719	218	14	2015	2015	NUM
fbem-27719	218	15	,	,	PUNCT
fbem-27719	218	16	to	to	ADP
fbem-27719	218	17	october	october	PROPN
fbem-27719	218	18	31	31	NUM
fbem-27719	218	19	,	,	PUNCT
fbem-27719	218	20	2023	2023	NUM
fbem-27719	218	21	.	.	PUNCT
fbem-27719	219	1	in	in	ADP
fbem-27719	219	2	the	the	DET
fbem-27719	219	3	first	first	ADJ
fbem-27719	219	4	five	five	NUM
fbem-27719	219	5	years	year	NOUN
fbem-27719	219	6	,	,	PUNCT
fbem-27719	219	7	there	there	PRON
fbem-27719	219	8	was	be	VERB
fbem-27719	219	9	a	a	DET
fbem-27719	219	10	monthly	monthly	ADJ
fbem-27719	219	11	rebalancing	rebalancing	NOUN
fbem-27719	219	12	period	period	NOUN
fbem-27719	219	13	where	where	SCONJ
fbem-27719	219	14	the	the	DET
fbem-27719	219	15	weights	weight	NOUN
fbem-27719	219	16	of	of	ADP
fbem-27719	219	17	each	each	DET
fbem-27719	219	18	asset	asset	NOUN
fbem-27719	219	19	were	be	AUX
fbem-27719	219	20	adjusted	adjust	VERB
fbem-27719	219	21	according	accord	VERB
fbem-27719	219	22	to	to	ADP
fbem-27719	219	23	the	the	DET
fbem-27719	219	24	returns	return	NOUN
fbem-27719	219	25	predicted	predict	VERB
fbem-27719	219	26	by	by	ADP
fbem-27719	219	27	the	the	DET
fbem-27719	219	28	xgboost	xgboost	PROPN
fbem-27719	219	29	model	model	PROPN
fbem-27719	219	30	.	.	PUNCT
fbem-27719	220	1	this	this	DET
fbem-27719	220	2	frequent	frequent	ADJ
fbem-27719	220	3	portfolio	portfolio	NOUN
fbem-27719	220	4	weights	weight	NOUN
fbem-27719	220	5	adjustment	adjustment	NOUN
fbem-27719	220	6	gives	give	VERB
fbem-27719	220	7	a	a	DET
fbem-27719	220	8	more	more	ADV
fbem-27719	220	9	flexible	flexible	ADJ
fbem-27719	220	10	response	response	NOUN
fbem-27719	220	11	to	to	ADP
fbem-27719	220	12	market	market	NOUN
fbem-27719	220	13	developments	development	NOUN
fbem-27719	220	14	which	which	PRON
fbem-27719	220	15	theoretically	theoretically	ADV
fbem-27719	220	16	results	result	VERB
fbem-27719	220	17	in	in	ADP
fbem-27719	220	18	higher	high	ADJ
fbem-27719	220	19	risk	risk	NOUN
fbem-27719	220	20	-	-	PUNCT
fbem-27719	220	21	adjusted	adjust	VERB
fbem-27719	220	22	returns	return	NOUN
fbem-27719	220	23	of	of	ADP
fbem-27719	220	24	the	the	DET
fbem-27719	220	25	portfolio	portfolio	NOUN
fbem-27719	220	26	(	(	PUNCT
fbem-27719	220	27	zhang	zhang	PROPN
fbem-27719	220	28	&	&	CCONJ
fbem-27719	220	29	huang	huang	PROPN
fbem-27719	220	30	,	,	PUNCT
fbem-27719	220	31	2022	2022	NUM
fbem-27719	220	32	)	)	PUNCT
fbem-27719	220	33	.	.	PUNCT
fbem-27719	221	1	the	the	DET
fbem-27719	221	2	transaction	transaction	NOUN
fbem-27719	221	3	costs	cost	NOUN
fbem-27719	221	4	were	be	AUX
fbem-27719	221	5	included	include	VERB
fbem-27719	221	6	at	at	ADP
fbem-27719	221	7	0.12	0.12	NUM
fbem-27719	221	8	%	%	NOUN
fbem-27719	221	9	per	per	ADP
fbem-27719	221	10	side	side	NOUN
fbem-27719	221	11	to	to	PART
fbem-27719	221	12	create	create	VERB
fbem-27719	221	13	a	a	DET
fbem-27719	221	14	realistic	realistic	ADJ
fbem-27719	221	15	trading	trading	NOUN
fbem-27719	221	16	environment	environment	NOUN
fbem-27719	221	17	.	.	PUNCT
fbem-27719	222	1	table	table	NOUN
fbem-27719	222	2	4	4	NUM
fbem-27719	222	3	.	.	PUNCT
fbem-27719	222	4	comparative	comparative	ADJ
fbem-27719	222	5	analysis	analysis	NOUN
fbem-27719	222	6	of	of	ADP
fbem-27719	222	7	annual	annual	ADJ
fbem-27719	222	8	returns	return	NOUN
fbem-27719	222	9	between	between	ADP
fbem-27719	222	10	the	the	DET
fbem-27719	222	11	optimized	optimize	VERB
fbem-27719	222	12	model	model	NOUN
fbem-27719	222	13	and	and	CCONJ
fbem-27719	222	14	traditional	traditional	ADJ
fbem-27719	222	15	model	model	NOUN
fbem-27719	222	16	year	year	NOUN
fbem-27719	222	17	optimized	optimize	VERB
fbem-27719	222	18	model	model	NOUN
fbem-27719	222	19	traditional	traditional	ADJ
fbem-27719	222	20	model	model	NOUN
fbem-27719	222	21	2015	2015	NUM
fbem-27719	222	22	155.56	155.56	NUM
fbem-27719	222	23	%	%	NOUN
fbem-27719	222	24	62.41	62.41	NUM
fbem-27719	222	25	%	%	NOUN
fbem-27719	222	26	2016	2016	NUM
fbem-27719	222	27	13.08	13.08	NUM
fbem-27719	222	28	%	%	NOUN
fbem-27719	222	29	-20.04	-20.04	PROPN
fbem-27719	222	30	%	%	NOUN
fbem-27719	222	31	2017	2017	NUM
fbem-27719	222	32	3.26	3.26	NUM
fbem-27719	222	33	%	%	NOUN
fbem-27719	222	34	-17.36	-17.36	ADP
fbem-27719	222	35	%	%	NOUN
fbem-27719	222	36	2018	2018	NUM
fbem-27719	222	37	-11.68	-11.68	PROPN
fbem-27719	222	38	%	%	NOUN
fbem-27719	222	39	-36.97	-36.97	PRON
fbem-27719	222	40	%	%	NOUN
fbem-27719	222	41	2019	2019	NUM
fbem-27719	222	42	53.39	53.39	NUM
fbem-27719	222	43	%	%	NOUN
fbem-27719	222	44	25.17	25.17	NUM
fbem-27719	222	45	%	%	NOUN
fbem-27719	222	46	2020	2020	NUM
fbem-27719	222	47	44.68	44.68	NUM
fbem-27719	222	48	%	%	NOUN
fbem-27719	222	49	19.26	19.26	NUM
fbem-27719	222	50	%	%	NOUN
fbem-27719	222	51	2021	2021	NUM
fbem-27719	222	52	60.78	60.78	NUM
fbem-27719	222	53	%	%	NOUN
fbem-27719	222	54	20.49	20.49	NUM
fbem-27719	222	55	%	%	NOUN
fbem-27719	222	56	2022	2022	NUM
fbem-27719	222	57	3.79	3.79	NUM
fbem-27719	222	58	%	%	NOUN
fbem-27719	222	59	-21.56	-21.56	NUM
fbem-27719	222	60	%	%	NOUN
fbem-27719	222	61	2023	2023	NUM
fbem-27719	222	62	17.67	17.67	NUM
fbem-27719	222	63	%	%	NOUN
fbem-27719	222	64	-3.28	-3.28	NUM
fbem-27719	222	65	%	%	NOUN
fbem-27719	222	66	386	386	NUM
fbem-27719	222	67	a	a	DET
fbem-27719	222	68	comparison	comparison	NOUN
fbem-27719	222	69	of	of	ADP
fbem-27719	222	70	the	the	DET
fbem-27719	222	71	results	result	NOUN
fbem-27719	222	72	of	of	ADP
fbem-27719	222	73	the	the	DET
fbem-27719	222	74	intelligent	intelligent	ADJ
fbem-27719	222	75	machine	machine	NOUN
fbem-27719	222	76	learning	learning	NOUN
fbem-27719	222	77	model	model	NOUN
fbem-27719	222	78	and	and	CCONJ
fbem-27719	222	79	classical	classical	ADJ
fbem-27719	222	80	multi	multi	ADJ
fbem-27719	222	81	-	-	ADJ
fbem-27719	222	82	factor	factor	NOUN
fbem-27719	222	83	models	model	NOUN
fbem-27719	222	84	,	,	PUNCT
fbem-27719	222	85	as	as	SCONJ
fbem-27719	222	86	presented	present	VERB
fbem-27719	222	87	in	in	ADP
fbem-27719	222	88	tables	table	NOUN
fbem-27719	222	89	4	4	NUM
fbem-27719	222	90	and	and	CCONJ
fbem-27719	222	91	5	5	NUM
fbem-27719	222	92	,	,	PUNCT
fbem-27719	222	93	shows	show	VERB
fbem-27719	222	94	the	the	DET
fbem-27719	222	95	considerable	considerable	ADJ
fbem-27719	222	96	performance	performance	NOUN
fbem-27719	222	97	difference	difference	NOUN
fbem-27719	222	98	.	.	PUNCT
fbem-27719	223	1	the	the	DET
fbem-27719	223	2	xgboost	xgboost	PROPN
fbem-27719	223	3	model	model	NOUN
fbem-27719	223	4	was	be	AUX
fbem-27719	223	5	always	always	ADV
fbem-27719	223	6	the	the	DET
fbem-27719	223	7	best	good	ADJ
fbem-27719	223	8	one	one	NUM
fbem-27719	223	9	with	with	ADP
fbem-27719	223	10	higher	high	ADJ
fbem-27719	223	11	returns	return	NOUN
fbem-27719	223	12	when	when	SCONJ
fbem-27719	223	13	compared	compare	VERB
fbem-27719	223	14	to	to	ADP
fbem-27719	223	15	traditional	traditional	ADJ
fbem-27719	223	16	models	model	NOUN
fbem-27719	223	17	.	.	PUNCT
fbem-27719	224	1	the	the	DET
fbem-27719	224	2	xgboost	xgboost	PROPN
fbem-27719	224	3	model	model	NOUN
fbem-27719	224	4	was	be	AUX
fbem-27719	224	5	especially	especially	ADV
fbem-27719	224	6	good	good	ADJ
fbem-27719	224	7	at	at	ADP
fbem-27719	224	8	some	some	DET
fbem-27719	224	9	times	time	NOUN
fbem-27719	224	10	,	,	PUNCT
fbem-27719	224	11	e.g.	e.g.	ADV
fbem-27719	224	12	,	,	PUNCT
fbem-27719	224	13	2015	2015	NUM
fbem-27719	224	14	(	(	PUNCT
fbem-27719	224	15	155.56	155.56	NUM
fbem-27719	224	16	%	%	NOUN
fbem-27719	224	17	vs.	vs.	ADP
fbem-27719	224	18	62.41	62.41	NUM
fbem-27719	224	19	%	%	NOUN
fbem-27719	224	20	)	)	PUNCT
fbem-27719	224	21	and	and	CCONJ
fbem-27719	224	22	2019	2019	NUM
fbem-27719	224	23	(	(	PUNCT
fbem-27719	224	24	53.39	53.39	NUM
fbem-27719	224	25	%	%	NOUN
fbem-27719	224	26	vs.	vs.	ADP
fbem-27719	224	27	25.17	25.17	NUM
fbem-27719	224	28	%	%	NOUN
fbem-27719	224	29	)	)	PUNCT
fbem-27719	224	30	.	.	PUNCT
fbem-27719	225	1	even	even	ADV
fbem-27719	225	2	though	though	SCONJ
fbem-27719	225	3	the	the	DET
fbem-27719	225	4	economy	economy	NOUN
fbem-27719	225	5	was	be	AUX
fbem-27719	225	6	in	in	ADP
fbem-27719	225	7	a	a	DET
fbem-27719	225	8	recession	recession	NOUN
fbem-27719	225	9	in	in	ADP
fbem-27719	225	10	2018	2018	NUM
fbem-27719	225	11	,	,	PUNCT
fbem-27719	225	12	the	the	DET
fbem-27719	225	13	machine	machine	NOUN
fbem-27719	225	14	learning	learning	NOUN
fbem-27719	225	15	model	model	NOUN
fbem-27719	225	16	was	be	AUX
fbem-27719	225	17	more	more	ADV
fbem-27719	225	18	stable	stable	ADJ
fbem-27719	225	19	than	than	ADP
fbem-27719	225	20	the	the	DET
fbem-27719	225	21	classical	classical	ADJ
fbem-27719	225	22	one	one	NOUN
fbem-27719	225	23	,	,	PUNCT
fbem-27719	225	24	as	as	SCONJ
fbem-27719	225	25	it	it	PRON
fbem-27719	225	26	had	have	VERB
fbem-27719	225	27	a	a	DET
fbem-27719	225	28	much	much	ADV
fbem-27719	225	29	lower	low	ADJ
fbem-27719	225	30	drawdown	drawdown	NOUN
fbem-27719	225	31	of	of	ADP
fbem-27719	225	32	-11.68	-11.68	NOUN
fbem-27719	225	33	%	%	NOUN
fbem-27719	225	34	compared	compare	VERB
fbem-27719	225	35	to	to	ADP
fbem-27719	225	36	the	the	DET
fbem-27719	225	37	traditional	traditional	ADJ
fbem-27719	225	38	model	model	NOUN
fbem-27719	225	39	's	's	PART
fbem-27719	225	40	-36.97	-36.97	NOUN
fbem-27719	225	41	%	%	NOUN
fbem-27719	225	42	.	.	PUNCT
fbem-27719	226	1	this	this	PRON
fbem-27719	226	2	implies	imply	VERB
fbem-27719	226	3	that	that	SCONJ
fbem-27719	226	4	the	the	DET
fbem-27719	226	5	machine	machine	NOUN
fbem-27719	226	6	learning	learning	NOUN
fbem-27719	226	7	method	method	NOUN
fbem-27719	226	8	is	be	AUX
fbem-27719	226	9	better	well	ADJ
fbem-27719	226	10	at	at	ADP
fbem-27719	226	11	adapting	adapt	VERB
fbem-27719	226	12	to	to	ADP
fbem-27719	226	13	market	market	NOUN
fbem-27719	226	14	fluctuations	fluctuation	NOUN
fbem-27719	226	15	and	and	CCONJ
fbem-27719	226	16	avoiding	avoid	VERB
fbem-27719	226	17	risks	risk	NOUN
fbem-27719	226	18	during	during	ADP
fbem-27719	226	19	periods	period	NOUN
fbem-27719	226	20	of	of	ADP
fbem-27719	226	21	instability	instability	NOUN
fbem-27719	226	22	(	(	PUNCT
fbem-27719	226	23	liu	liu	PROPN
fbem-27719	226	24	et	et	PROPN
fbem-27719	226	25	al	al	PROPN
fbem-27719	226	26	.	.	PROPN
fbem-27719	226	27	,	,	PUNCT
fbem-27719	226	28	2019	2019	NUM
fbem-27719	226	29	)	)	PUNCT
fbem-27719	226	30	.	.	PUNCT
fbem-27719	227	1	also	also	ADV
fbem-27719	227	2	,	,	PUNCT
fbem-27719	227	3	displaying	display	VERB
fbem-27719	227	4	the	the	DET
fbem-27719	227	5	blend	blend	NOUN
fbem-27719	227	6	of	of	ADP
fbem-27719	227	7	machine	machine	NOUN
fbem-27719	227	8	learning	learn	VERB
fbem-27719	227	9	along	along	ADP
fbem-27719	227	10	with	with	ADP
fbem-27719	227	11	mean	mean	ADJ
fbem-27719	227	12	-	-	PUNCT
fbem-27719	227	13	variance	variance	NOUN
fbem-27719	227	14	optimization	optimization	NOUN
fbem-27719	227	15	has	have	AUX
fbem-27719	227	16	proven	prove	VERB
fbem-27719	227	17	to	to	PART
fbem-27719	227	18	be	be	AUX
fbem-27719	227	19	effective	effective	ADJ
fbem-27719	227	20	in	in	ADP
fbem-27719	227	21	the	the	DET
fbem-27719	227	22	reduction	reduction	NOUN
fbem-27719	227	23	of	of	ADP
fbem-27719	227	24	tracking	tracking	NOUN
fbem-27719	227	25	error	error	NOUN
fbem-27719	227	26	and	and	CCONJ
fbem-27719	227	27	the	the	DET
fbem-27719	227	28	increase	increase	NOUN
fbem-27719	227	29	of	of	ADP
fbem-27719	227	30	portfolio	portfolio	NOUN
fbem-27719	227	31	returns	return	NOUN
fbem-27719	227	32	.	.	PUNCT
fbem-27719	228	1	the	the	DET
fbem-27719	228	2	sharpe	sharpe	PROPN
fbem-27719	228	3	ratio	ratio	PROPN
fbem-27719	228	4	and	and	CCONJ
fbem-27719	228	5	information	information	NOUN
fbem-27719	228	6	ratio	ratio	NOUN
fbem-27719	228	7	of	of	ADP
fbem-27719	228	8	the	the	DET
fbem-27719	228	9	xgboost	xgboost	ADV
fbem-27719	228	10	-	-	PUNCT
fbem-27719	228	11	optimized	optimize	VERB
fbem-27719	228	12	portfolio	portfolio	NOUN
fbem-27719	228	13	have	have	AUX
fbem-27719	228	14	always	always	ADV
fbem-27719	228	15	been	be	AUX
fbem-27719	228	16	greater	great	ADJ
fbem-27719	228	17	than	than	ADP
fbem-27719	228	18	those	those	PRON
fbem-27719	228	19	of	of	ADP
fbem-27719	228	20	the	the	DET
fbem-27719	228	21	traditional	traditional	ADJ
fbem-27719	228	22	models	model	NOUN
fbem-27719	228	23	,	,	PUNCT
fbem-27719	228	24	which	which	PRON
fbem-27719	228	25	indicates	indicate	VERB
fbem-27719	228	26	that	that	SCONJ
fbem-27719	228	27	the	the	DET
fbem-27719	228	28	optimized	optimize	VERB
fbem-27719	228	29	portfolio	portfolio	NOUN
fbem-27719	228	30	had	have	VERB
fbem-27719	228	31	a	a	DET
fbem-27719	228	32	higher	high	ADJ
fbem-27719	228	33	riskadjusted	riskadjuste	VERB
fbem-27719	228	34	performance	performance	NOUN
fbem-27719	228	35	.	.	PUNCT
fbem-27719	229	1	the	the	DET
fbem-27719	229	2	findings	finding	NOUN
fbem-27719	229	3	support	support	VERB
fbem-27719	229	4	the	the	DET
fbem-27719	229	5	claim	claim	NOUN
fbem-27719	229	6	made	make	VERB
fbem-27719	229	7	by	by	ADP
fbem-27719	229	8	gupta	gupta	PROPN
fbem-27719	229	9	and	and	CCONJ
fbem-27719	229	10	kelly	kelly	PROPN
fbem-27719	229	11	(	(	PUNCT
fbem-27719	229	12	2019	2019	NUM
fbem-27719	229	13	)	)	PUNCT
fbem-27719	229	14	that	that	SCONJ
fbem-27719	229	15	the	the	DET
fbem-27719	229	16	risk	risk	NOUN
fbem-27719	229	17	-	-	PUNCT
fbem-27719	229	18	return	return	NOUN
fbem-27719	229	19	trade	trade	NOUN
fbem-27719	229	20	-	-	PUNCT
fbem-27719	229	21	off	off	NOUN
fbem-27719	229	22	would	would	AUX
fbem-27719	229	23	be	be	AUX
fbem-27719	229	24	improved	improve	VERB
fbem-27719	229	25	by	by	ADP
fbem-27719	229	26	using	use	VERB
fbem-27719	229	27	sophisticated	sophisticated	ADJ
fbem-27719	229	28	machine	machine	NOUN
fbem-27719	229	29	learning	learning	NOUN
fbem-27719	229	30	methods	method	NOUN
fbem-27719	229	31	when	when	SCONJ
fbem-27719	229	32	building	build	VERB
fbem-27719	229	33	a	a	DET
fbem-27719	229	34	portfolio	portfolio	NOUN
fbem-27719	229	35	.	.	PUNCT
fbem-27719	230	1	table	table	NOUN
fbem-27719	230	2	5	5	NUM
fbem-27719	230	3	.	.	X
fbem-27719	230	4	hypothesis	hypothesis	NOUN
fbem-27719	230	5	testing	testing	NOUN
fbem-27719	230	6	results	result	NOUN
fbem-27719	230	7	test	test	NOUN
fbem-27719	230	8	test	test	NOUN
fbem-27719	230	9	statistic	statistic	NOUN
fbem-27719	230	10	p	p	NOUN
fbem-27719	230	11	-	-	PUNCT
fbem-27719	230	12	value	value	NOUN
fbem-27719	230	13	paired	pair	VERB
fbem-27719	230	14	t	t	PROPN
fbem-27719	230	15	-	-	PUNCT
fbem-27719	230	16	test	test	NOUN
fbem-27719	230	17	4.551	4.551	NUM
fbem-27719	230	18	0.00187	0.00187	NUM
fbem-27719	230	19	wilcoxon	wilcoxon	ADJ
fbem-27719	230	20	signed	sign	VERB
fbem-27719	230	21	-	-	PUNCT
fbem-27719	230	22	rank	rank	NOUN
fbem-27719	230	23	test	test	NOUN
fbem-27719	230	24	0	0	NUM
fbem-27719	231	1	0.00390	0.00390	NUM
fbem-27719	231	2	in	in	ADP
fbem-27719	231	3	order	order	NOUN
fbem-27719	231	4	to	to	PART
fbem-27719	231	5	confirm	confirm	VERB
fbem-27719	231	6	the	the	DET
fbem-27719	231	7	statistical	statistical	ADJ
fbem-27719	231	8	performance	performance	NOUN
fbem-27719	231	9	improvement	improvement	NOUN
fbem-27719	231	10	each	each	DET
fbem-27719	231	11	method	method	NOUN
fbem-27719	231	12	was	be	AUX
fbem-27719	231	13	verified	verify	VERB
fbem-27719	231	14	by	by	ADP
fbem-27719	231	15	using	use	VERB
fbem-27719	231	16	a	a	DET
fbem-27719	231	17	paired	pair	VERB
fbem-27719	231	18	ttest	ttest	NOUN
fbem-27719	231	19	and	and	CCONJ
fbem-27719	231	20	wilcoxon	wilcoxon	VERB
fbem-27719	231	21	signed	sign	VERB
fbem-27719	231	22	-	-	PUNCT
fbem-27719	231	23	rank	rank	NOUN
fbem-27719	231	24	test	test	NOUN
fbem-27719	231	25	.	.	PUNCT
fbem-27719	232	1	these	these	DET
fbem-27719	232	2	tests	test	NOUN
fbem-27719	232	3	were	be	AUX
fbem-27719	232	4	supposed	suppose	VERB
fbem-27719	232	5	to	to	PART
fbem-27719	232	6	measure	measure	VERB
fbem-27719	232	7	the	the	DET
fbem-27719	232	8	difference	difference	NOUN
fbem-27719	232	9	in	in	ADP
fbem-27719	232	10	the	the	DET
fbem-27719	232	11	predictive	predictive	ADJ
fbem-27719	232	12	accuracy	accuracy	NOUN
fbem-27719	232	13	of	of	ADP
fbem-27719	232	14	the	the	DET
fbem-27719	232	15	machine	machine	NOUN
fbem-27719	232	16	learning	learning	NOUN
fbem-27719	232	17	model	model	NOUN
fbem-27719	232	18	and	and	CCONJ
fbem-27719	232	19	the	the	DET
fbem-27719	232	20	multi	multi	ADJ
fbem-27719	232	21	-	-	ADJ
fbem-27719	232	22	factor	factor	NOUN
fbem-27719	232	23	models	model	NOUN
fbem-27719	232	24	.	.	PUNCT
fbem-27719	233	1	the	the	DET
fbem-27719	233	2	paired	pair	VERB
fbem-27719	233	3	t	t	NOUN
fbem-27719	233	4	-	-	PUNCT
fbem-27719	233	5	test	test	NOUN
fbem-27719	233	6	equaled	equal	VERB
fbem-27719	233	7	a	a	DET
fbem-27719	233	8	test	test	NOUN
fbem-27719	233	9	statistic	statistic	NOUN
fbem-27719	233	10	value	value	NOUN
fbem-27719	233	11	of	of	ADP
fbem-27719	233	12	4.551	4.551	NUM
fbem-27719	233	13	and	and	CCONJ
fbem-27719	233	14	a	a	DET
fbem-27719	233	15	pvalue	pvalue	NOUN
fbem-27719	233	16	of	of	ADP
fbem-27719	233	17	0.00187	0.00187	NUM
fbem-27719	233	18	which	which	PRON
fbem-27719	233	19	means	mean	VERB
fbem-27719	233	20	that	that	SCONJ
fbem-27719	233	21	there	there	PRON
fbem-27719	233	22	is	be	VERB
fbem-27719	233	23	a	a	DET
fbem-27719	233	24	statistically	statistically	ADV
fbem-27719	233	25	significant	significant	ADJ
fbem-27719	233	26	increase	increase	NOUN
fbem-27719	233	27	in	in	ADP
fbem-27719	233	28	the	the	DET
fbem-27719	233	29	predictive	predictive	ADJ
fbem-27719	233	30	accuracy	accuracy	NOUN
fbem-27719	233	31	of	of	ADP
fbem-27719	233	32	the	the	DET
fbem-27719	233	33	machine	machine	NOUN
fbem-27719	233	34	learning	learning	NOUN
fbem-27719	233	35	model	model	NOUN
fbem-27719	233	36	at	at	ADP
fbem-27719	233	37	the	the	DET
fbem-27719	233	38	1	1	NUM
fbem-27719	233	39	%	%	NOUN
fbem-27719	233	40	significance	significance	NOUN
fbem-27719	233	41	level	level	NOUN
fbem-27719	233	42	.	.	PUNCT
fbem-27719	234	1	this	this	DET
fbem-27719	234	2	result	result	NOUN
fbem-27719	234	3	provides	provide	VERB
fbem-27719	234	4	a	a	DET
fbem-27719	234	5	strong	strong	ADJ
fbem-27719	234	6	support	support	NOUN
fbem-27719	234	7	for	for	ADP
fbem-27719	234	8	the	the	DET
fbem-27719	234	9	view	view	NOUN
fbem-27719	234	10	that	that	SCONJ
fbem-27719	234	11	certain	certain	ADJ
fbem-27719	234	12	machine	machine	NOUN
fbem-27719	234	13	learning	learning	NOUN
fbem-27719	234	14	models	model	NOUN
fbem-27719	234	15	xgboost	xgboost	ADP
fbem-27719	234	16	models	model	NOUN
fbem-27719	234	17	in	in	ADP
fbem-27719	234	18	particular	particular	ADJ
fbem-27719	234	19	are	be	AUX
fbem-27719	234	20	superior	superior	ADJ
fbem-27719	234	21	to	to	ADP
fbem-27719	234	22	traditional	traditional	ADJ
fbem-27719	234	23	models	model	NOUN
fbem-27719	234	24	when	when	SCONJ
fbem-27719	234	25	it	it	PRON
fbem-27719	234	26	comes	come	VERB
fbem-27719	234	27	to	to	ADP
fbem-27719	234	28	predicting	predict	VERB
fbem-27719	234	29	asset	asset	NOUN
fbem-27719	234	30	returns	return	NOUN
fbem-27719	234	31	(	(	PUNCT
fbem-27719	234	32	chen	chen	PROPN
fbem-27719	234	33	&	&	CCONJ
fbem-27719	234	34	mohan	mohan	PROPN
fbem-27719	234	35	,	,	PUNCT
fbem-27719	234	36	2021	2021	NUM
fbem-27719	234	37	)	)	PUNCT
fbem-27719	234	38	.	.	PUNCT
fbem-27719	235	1	not	not	PART
fbem-27719	235	2	only	only	ADV
fbem-27719	235	3	that	that	PRON
fbem-27719	235	4	,	,	PUNCT
fbem-27719	235	5	the	the	DET
fbem-27719	235	6	wilcoxon	wilcoxon	PROPN
fbem-27719	235	7	signedrank	signedrank	PROPN
fbem-27719	235	8	test	test	NOUN
fbem-27719	235	9	definitely	definitely	ADV
fbem-27719	235	10	confirmed	confirm	VERB
fbem-27719	235	11	these	these	DET
fbem-27719	235	12	results	result	NOUN
fbem-27719	235	13	with	with	ADP
fbem-27719	235	14	a	a	DET
fbem-27719	235	15	p	p	NOUN
fbem-27719	235	16	-	-	PUNCT
fbem-27719	235	17	value	value	NOUN
fbem-27719	235	18	of	of	ADP
fbem-27719	235	19	0.00390	0.00390	NUM
fbem-27719	235	20	,	,	PUNCT
fbem-27719	235	21	which	which	PRON
fbem-27719	235	22	demonstrates	demonstrate	VERB
fbem-27719	235	23	that	that	SCONJ
fbem-27719	235	24	the	the	DET
fbem-27719	235	25	results	result	NOUN
fbem-27719	235	26	are	be	AUX
fbem-27719	235	27	still	still	ADV
fbem-27719	235	28	robust	robust	ADJ
fbem-27719	235	29	even	even	ADV
fbem-27719	235	30	with	with	ADP
fbem-27719	235	31	the	the	DET
fbem-27719	235	32	presence	presence	NOUN
fbem-27719	235	33	of	of	ADP
fbem-27719	235	34	non	non	ADJ
fbem-27719	235	35	-	-	ADJ
fbem-27719	235	36	normal	normal	ADJ
fbem-27719	235	37	distributions	distribution	NOUN
fbem-27719	235	38	or	or	CCONJ
fbem-27719	235	39	outliers	outlier	NOUN
fbem-27719	235	40	.	.	PUNCT
fbem-27719	236	1	this	this	DET
fbem-27719	236	2	non	non	ADJ
fbem-27719	236	3	-	-	ADJ
fbem-27719	236	4	parametric	parametric	ADJ
fbem-27719	236	5	test	test	NOUN
fbem-27719	236	6	provides	provide	VERB
fbem-27719	236	7	more	more	ADJ
fbem-27719	236	8	confidence	confidence	NOUN
fbem-27719	236	9	in	in	ADP
fbem-27719	236	10	the	the	DET
fbem-27719	236	11	reliability	reliability	NOUN
fbem-27719	236	12	of	of	ADP
fbem-27719	236	13	the	the	DET
fbem-27719	236	14	comparative	comparative	ADJ
fbem-27719	236	15	analysis	analysis	NOUN
fbem-27719	236	16	and	and	CCONJ
fbem-27719	236	17	emphasizes	emphasize	VERB
fbem-27719	236	18	the	the	DET
fbem-27719	236	19	greater	great	ADJ
fbem-27719	236	20	flexibility	flexibility	NOUN
fbem-27719	236	21	of	of	ADP
fbem-27719	236	22	machine	machine	NOUN
fbem-27719	236	23	learning	learn	VERB
fbem-27719	236	24	approaches	approach	NOUN
fbem-27719	236	25	in	in	ADP
fbem-27719	236	26	coping	cope	VERB
fbem-27719	236	27	with	with	ADP
fbem-27719	236	28	complex	complex	ADJ
fbem-27719	236	29	market	market	NOUN
fbem-27719	236	30	situations	situation	NOUN
fbem-27719	236	31	(	(	PUNCT
fbem-27719	236	32	hoang	hoang	PROPN
fbem-27719	236	33	&	&	CCONJ
fbem-27719	236	34	wiegratz	wiegratz	PROPN
fbem-27719	236	35	,	,	PUNCT
fbem-27719	236	36	2023	2023	NUM
fbem-27719	236	37	)	)	PUNCT
fbem-27719	236	38	.	.	PUNCT
fbem-27719	237	1	3.4	3.4	NUM
fbem-27719	237	2	.	.	PUNCT
fbem-27719	237	3	proposed	propose	VERB
fbem-27719	237	4	navigation	navigation	NOUN
fbem-27719	237	5	tool	tool	NOUN
fbem-27719	237	6	for	for	ADP
fbem-27719	237	7	the	the	DET
fbem-27719	237	8	chinese	chinese	ADJ
fbem-27719	237	9	financial	financial	ADJ
fbem-27719	237	10	market	market	NOUN
fbem-27719	237	11	the	the	DET
fbem-27719	237	12	workflow	workflow	NOUN
fbem-27719	237	13	of	of	ADP
fbem-27719	237	14	the	the	DET
fbem-27719	237	15	suggested	suggest	VERB
fbem-27719	237	16	model	model	NOUN
fbem-27719	237	17	consists	consist	VERB
fbem-27719	237	18	of	of	ADP
fbem-27719	237	19	a	a	DET
fbem-27719	237	20	few	few	ADJ
fbem-27719	237	21	basic	basic	ADJ
fbem-27719	237	22	steps	step	NOUN
fbem-27719	237	23	,	,	PUNCT
fbem-27719	237	24	which	which	PRON
fbem-27719	237	25	are	be	AUX
fbem-27719	237	26	aimed	aim	VERB
fbem-27719	237	27	at	at	ADP
fbem-27719	237	28	achieving	achieve	VERB
fbem-27719	237	29	the	the	DET
fbem-27719	237	30	better	well	ADJ
fbem-27719	237	31	accuracy	accuracy	NOUN
fbem-27719	237	32	of	of	ADP
fbem-27719	237	33	the	the	DET
fbem-27719	237	34	predictions	prediction	NOUN
fbem-27719	237	35	through	through	ADP
fbem-27719	237	36	the	the	DET
fbem-27719	237	37	iterative	iterative	NOUN
fbem-27719	237	38	process	process	NOUN
fbem-27719	237	39	.	.	PUNCT
fbem-27719	238	1	the	the	DET
fbem-27719	238	2	iterative	iterative	NOUN
fbem-27719	238	3	method	method	NOUN
fbem-27719	238	4	is	be	AUX
fbem-27719	238	5	explained	explain	VERB
fbem-27719	238	6	in	in	ADP
fbem-27719	238	7	the	the	DET
fbem-27719	238	8	following	following	ADJ
fbem-27719	238	9	way	way	NOUN
fbem-27719	238	10	:	:	PUNCT
fbem-27719	238	11	(	(	PUNCT
fbem-27719	238	12	1	1	X
fbem-27719	238	13	)	)	PUNCT
fbem-27719	238	14	initialization	initialization	NOUN
fbem-27719	238	15	:	:	PUNCT
fbem-27719	238	16	start	start	VERB
fbem-27719	238	17	with	with	ADP
fbem-27719	238	18	a	a	DET
fbem-27719	238	19	first	first	ADJ
fbem-27719	238	20	forecast	forecast	NOUN
fbem-27719	238	21	that	that	PRON
fbem-27719	238	22	is	be	AUX
fbem-27719	238	23	just	just	ADV
fbem-27719	238	24	a	a	DET
fbem-27719	238	25	simple	simple	ADJ
fbem-27719	238	26	constant	constant	ADJ
fbem-27719	238	27	,	,	PUNCT
fbem-27719	238	28	like	like	ADP
fbem-27719	238	29	for	for	ADP
fbem-27719	238	30	instance	instance	NOUN
fbem-27719	238	31	,	,	PUNCT
fbem-27719	238	32	the	the	DET
fbem-27719	238	33	mean	mean	NOUN
fbem-27719	238	34	of	of	ADP
fbem-27719	238	35	the	the	DET
fbem-27719	238	36	target	target	NOUN
fbem-27719	238	37	variable	variable	NOUN
fbem-27719	238	38	:	:	PUNCT
fbem-27719	238	39	0	0	NUM
fbem-27719	238	40	0	0	NUM
fbem-27719	238	41	ˆ	ˆ	PROPN
fbem-27719	238	42	(	(	PUNCT
fbem-27719	238	43	)	)	PUNCT
fbem-27719	238	44	0	0	NUM
fbem-27719	239	1	l	l	NOUN
fbem-27719	240	1	i	i	PRON
fbem-27719	240	2	y	y	NOUN
fbem-27719	240	3	f	f	PROPN
fbem-27719	240	4	x=	x=	PUNCT
fbem-27719	241	1	=	=	PUNCT
fbem-27719	241	2	(	(	PUNCT
fbem-27719	241	3	2	2	X
fbem-27719	241	4	)	)	PUNCT
fbem-27719	241	5	sequential	sequential	ADJ
fbem-27719	241	6	tree	tree	NOUN
fbem-27719	241	7	building	building	NOUN
fbem-27719	241	8	:	:	PUNCT
fbem-27719	241	9	in	in	ADP
fbem-27719	241	10	respect	respect	NOUN
fbem-27719	241	11	to	to	ADP
fbem-27719	241	12	each	each	PRON
fbem-27719	241	13	of	of	ADP
fbem-27719	241	14	the	the	DET
fbem-27719	241	15	iterative	iterative	NOUN
fbem-27719	241	16	processes	process	NOUN
fbem-27719	241	17	t	t	NOUN
fbem-27719	241	18	,	,	PUNCT
fbem-27719	241	19	tf	tf	PROPN
fbem-27719	241	20	is	be	AUX
fbem-27719	241	21	a	a	DET
fbem-27719	241	22	newly	newly	ADV
fbem-27719	241	23	constructed	construct	VERB
fbem-27719	241	24	tree	tree	NOUN
fbem-27719	241	25	added	add	VERB
fbem-27719	241	26	to	to	ADP
fbem-27719	241	27	the	the	DET
fbem-27719	241	28	model	model	NOUN
fbem-27719	241	29	to	to	PART
fbem-27719	241	30	compensate	compensate	VERB
fbem-27719	241	31	for	for	ADP
fbem-27719	241	32	the	the	DET
fbem-27719	241	33	residuals	residual	NOUN
fbem-27719	241	34	of	of	ADP
fbem-27719	241	35	the	the	DET
fbem-27719	241	36	previous	previous	ADJ
fbem-27719	241	37	prediction	prediction	NOUN
fbem-27719	241	38	:	:	PUNCT
fbem-27719	241	39	1	1	NUM
fbem-27719	241	40	1	1	NUM
fbem-27719	241	41	ˆ	ˆ	NOUN
fbem-27719	241	42	ˆ	ˆ	PROPN
fbem-27719	241	43	(	(	PUNCT
fbem-27719	241	44	)	)	PUNCT
fbem-27719	241	45	(	(	PUNCT
fbem-27719	241	46	)	)	PUNCT
fbem-27719	241	47	tt	tt	PROPN
fbem-27719	241	48	t	t	PROPN
fbem-27719	242	1	l	l	PROPN
fbem-27719	243	1	k	k	PROPN
fbem-27719	244	1	i	i	PRON
fbem-27719	244	2	l	l	PROPN
fbem-27719	244	3	t	t	X
fbem-27719	244	4	ik	ik	PROPN
fbem-27719	244	5	y	y	PROPN
fbem-27719	244	6	f	f	PROPN
fbem-27719	244	7	x	x	PROPN
fbem-27719	244	8	y	y	NOUN
fbem-27719	244	9	f	f	NOUN
fbem-27719	244	10	x	x	X
fbem-27719	244	11	−	−	PROPN
fbem-27719	245	1	=	=	PUNCT
fbem-27719	245	2	=	=	PUNCT
fbem-27719	246	1	=	=	PUNCT
fbem-27719	246	2	+	+	NOUN
fbem-27719	246	3			X
fbem-27719	246	4	(	(	PUNCT
fbem-27719	246	5	3	3	X
fbem-27719	246	6	)	)	PUNCT
fbem-27719	246	7	objective	objective	ADJ
fbem-27719	246	8	function	function	NOUN
fbem-27719	246	9	expansion	expansion	NOUN
fbem-27719	246	10	:	:	PUNCT
fbem-27719	246	11	the	the	DET
fbem-27719	246	12	second	second	ADJ
fbem-27719	246	13	-	-	PUNCT
fbem-27719	246	14	order	order	NOUN
fbem-27719	246	15	objective	objective	ADJ
fbem-27719	246	16	function	function	NOUN
fbem-27719	246	17	is	be	AUX
fbem-27719	246	18	approximated	approximate	VERB
fbem-27719	246	19	using	use	VERB
fbem-27719	246	20	the	the	DET
fbem-27719	246	21	taylor	taylor	PROPN
fbem-27719	246	22	expansion	expansion	NOUN
fbem-27719	246	23	in	in	ADP
fbem-27719	246	24	order	order	NOUN
fbem-27719	246	25	to	to	PART
fbem-27719	246	26	optimize	optimize	VERB
fbem-27719	246	27	the	the	DET
fbem-27719	246	28	objective	objective	ADJ
fbem-27719	246	29	function	function	NOUN
fbem-27719	246	30	at	at	ADP
fbem-27719	246	31	the	the	DET
fbem-27719	246	32	t	t	PROPN
fbem-27719	246	33	step	step	NOUN
fbem-27719	246	34	:	:	PUNCT
fbem-27719	246	35	2	2	NUM
fbem-27719	246	36	1	1	NUM
fbem-27719	246	37	1	1	NUM
fbem-27719	246	38	[	[	PUNCT
fbem-27719	246	39	(	(	PUNCT
fbem-27719	246	40	)	)	PUNCT
fbem-27719	246	41	(	(	PUNCT
fbem-27719	246	42	)	)	PUNCT
fbem-27719	246	43	]	]	PUNCT
fbem-27719	246	44	(	(	PUNCT
fbem-27719	246	45	)	)	PUNCT
fbem-27719	246	46	2	2	NUM
fbem-27719	247	1	nt	not	PART
fbem-27719	248	1	i	i	PRON
fbem-27719	248	2	t	t	VERB
fbem-27719	249	1	i	i	PRON
fbem-27719	250	1	i	i	PRON
fbem-27719	250	2	t	t	VERB
fbem-27719	251	1	i	i	PRON
fbem-27719	251	2	ti	ti	VERB
fbem-27719	252	1	obj	obj	PROPN
fbem-27719	252	2	g	g	PROPN
fbem-27719	253	1	f	f	PROPN
fbem-27719	253	2	x	x	PROPN
fbem-27719	254	1	h	h	NOUN
fbem-27719	254	2	f	f	NOUN
fbem-27719	254	3	x	x	X
fbem-27719	254	4	f	f	PROPN
fbem-27719	254	5	=	=	SYM
fbem-27719	254	6	=	=	PROPN
fbem-27719	255	1	+	+	CCONJ
fbem-27719	255	2	+	+	ADJ
fbem-27719	255	3			X
fbem-27719	255	4	2	2	NUM
fbem-27719	255	5	2	2	NUM
fbem-27719	255	6	1	1	NUM
fbem-27719	255	7	1	1	NUM
fbem-27719	255	8	1	1	NUM
fbem-27719	255	9	1	1	NUM
fbem-27719	255	10	[	[	PUNCT
fbem-27719	255	11	(	(	PUNCT
fbem-27719	255	12	)	)	PUNCT
fbem-27719	255	13	(	(	PUNCT
fbem-27719	255	14	)	)	PUNCT
fbem-27719	255	15	]	]	PUNCT
fbem-27719	255	16	2	2	NUM
fbem-27719	255	17	2	2	NUM
fbem-27719	255	18	n	n	ADP
fbem-27719	255	19	t	t	NOUN
fbem-27719	256	1	i	i	PRON
fbem-27719	256	2	t	t	VERB
fbem-27719	257	1	i	i	PRON
fbem-27719	258	1	i	i	PRON
fbem-27719	258	2	t	t	VERB
fbem-27719	259	1	i	i	PRON
fbem-27719	260	1	ji	ji	INTJ
fbem-27719	261	1	j	j	PROPN
fbem-27719	261	2	g	g	PROPN
fbem-27719	261	3	f	f	PROPN
fbem-27719	262	1	x	x	PROPN
fbem-27719	262	2	h	h	NOUN
fbem-27719	263	1	f	f	NOUN
fbem-27719	263	2	x	x	SYM
fbem-27719	263	3	t	t	PROPN
fbem-27719	263	4	w	w	PROPN
fbem-27719	263	5			X
fbem-27719	263	6	=	=	PUNCT
fbem-27719	263	7	=	=	SYM
fbem-27719	263	8	=	=	PUNCT
fbem-27719	264	1	+	+	PUNCT
fbem-27719	264	2	+	+	CCONJ
fbem-27719	264	3	+	+	ADJ
fbem-27719	264	4			X
fbem-27719	264	5			X
fbem-27719	264	6	(	(	PUNCT
fbem-27719	264	7	)	)	PUNCT
fbem-27719	264	8	(	(	PUNCT
fbem-27719	264	9	)	)	PUNCT
fbem-27719	264	10	21	21	NUM
fbem-27719	264	11	1	1	NUM
fbem-27719	264	12	2j	2j	NUM
fbem-27719	265	1	j	j	PROPN
fbem-27719	265	2	t	t	NOUN
fbem-27719	266	1	i	i	PRON
fbem-27719	267	1	j	j	INTJ
fbem-27719	268	1	i	i	PRON
fbem-27719	268	2	jj	jj	VERB
fbem-27719	269	1	i	i	PRON
fbem-27719	269	2	i	i	PRON
fbem-27719	270	1	i	i	PRON
fbem-27719	270	2	i	i	PRON
fbem-27719	271	1	g	g	VERB
fbem-27719	271	2	w	w	PROPN
fbem-27719	271	3	h	h	PROPN
fbem-27719	271	4	w	w	PROPN
fbem-27719	272	1	t	t	PROPN
fbem-27719	272	2			NUM
fbem-27719	272	3	=	=	PUNCT
fbem-27719	273	1			NOUN
fbem-27719	273	2			NOUN
fbem-27719	273	3			PROPN
fbem-27719	273	4			NOUN
fbem-27719	273	5	=	=	PUNCT
fbem-27719	274	1	+	+	PUNCT
fbem-27719	274	2	+	+	CCONJ
fbem-27719	274	3	+	+	ADJ
fbem-27719	274	4			NOUN
fbem-27719	274	5			NOUN
fbem-27719	274	6			NOUN
fbem-27719	274	7			PROPN
fbem-27719	274	8			X
fbem-27719	274	9			X
fbem-27719	274	10			X
fbem-27719	274	11	(	(	PUNCT
fbem-27719	274	12	4	4	X
fbem-27719	274	13	)	)	PUNCT
fbem-27719	274	14	optimization	optimization	NOUN
fbem-27719	274	15	of	of	ADP
fbem-27719	274	16	leaf	leaf	NOUN
fbem-27719	274	17	weights	weight	NOUN
fbem-27719	274	18	:	:	PUNCT
fbem-27719	274	19	the	the	DET
fbem-27719	274	20	optimal	optimal	ADJ
fbem-27719	274	21	weight	weight	NOUN
fbem-27719	274	22	for	for	ADP
fbem-27719	274	23	each	each	DET
fbem-27719	274	24	leaf	leaf	NOUN
fbem-27719	274	25	node	node	NOUN
fbem-27719	274	26	in	in	ADP
fbem-27719	274	27	the	the	DET
fbem-27719	274	28	decision	decision	NOUN
fbem-27719	274	29	tree	tree	NOUN
fbem-27719	274	30	is	be	AUX
fbem-27719	274	31	calculated	calculate	VERB
fbem-27719	274	32	by	by	ADP
fbem-27719	274	33	solving	solve	VERB
fbem-27719	274	34	the	the	DET
fbem-27719	274	35	following	follow	VERB
fbem-27719	274	36	equation	equation	NOUN
fbem-27719	274	37	:	:	PUNCT
fbem-27719	274	38	2	2	NUM
fbem-27719	274	39	1	1	NUM
fbem-27719	274	40	1	1	NUM
fbem-27719	274	41	2	2	NUM
fbem-27719	274	42	t	t	NOUN
fbem-27719	274	43	j	j	PROPN
fbem-27719	275	1	j	j	PROPN
fbem-27719	275	2	j	j	PROPN
fbem-27719	275	3	g	g	PROPN
fbem-27719	275	4	obj	obj	PROPN
fbem-27719	275	5	t	t	PROPN
fbem-27719	275	6	h	h	PROPN
fbem-27719	275	7			X
fbem-27719	275	8	=	=	X
fbem-27719	275	9	=	=	SYM
fbem-27719	275	10	−	−	PROPN
fbem-27719	276	1	+	+	CCONJ
fbem-27719	276	2	+	+	X
fbem-27719	276	3			X
fbem-27719	276	4	(	(	PUNCT
fbem-27719	276	5	5	5	X
fbem-27719	276	6	)	)	PUNCT
fbem-27719	276	7	gain	gain	VERB
fbem-27719	276	8	calculation	calculation	NOUN
fbem-27719	276	9	for	for	ADP
fbem-27719	276	10	splitting	splitting	NOUN
fbem-27719	276	11	:	:	PUNCT
fbem-27719	276	12	the	the	DET
fbem-27719	276	13	decision	decision	NOUN
fbem-27719	276	14	to	to	PART
fbem-27719	276	15	split	split	VERB
fbem-27719	276	16	a	a	DET
fbem-27719	276	17	node	node	NOUN
fbem-27719	276	18	into	into	ADP
fbem-27719	276	19	two	two	NUM
fbem-27719	276	20	child	child	NOUN
fbem-27719	276	21	nodes	node	NOUN
fbem-27719	276	22	is	be	AUX
fbem-27719	276	23	based	base	VERB
fbem-27719	276	24	on	on	ADP
fbem-27719	276	25	the	the	DET
fbem-27719	276	26	gain	gain	NOUN
fbem-27719	276	27	in	in	ADP
fbem-27719	276	28	the	the	DET
fbem-27719	276	29	objective	objective	ADJ
fbem-27719	276	30	function	function	NOUN
fbem-27719	276	31	,	,	PUNCT
fbem-27719	276	32	which	which	PRON
fbem-27719	276	33	measures	measure	VERB
fbem-27719	276	34	the	the	DET
fbem-27719	276	35	improvement	improvement	NOUN
fbem-27719	276	36	in	in	ADP
fbem-27719	276	37	model	model	NOUN
fbem-27719	276	38	performance	performance	NOUN
fbem-27719	276	39	.	.	PUNCT
fbem-27719	277	1	the	the	DET
fbem-27719	277	2	gain	gain	NOUN
fbem-27719	277	3	is	be	AUX
fbem-27719	277	4	calculated	calculate	VERB
fbem-27719	277	5	as	as	ADP
fbem-27719	277	6	:	:	SYM
fbem-27719	277	7	2	2	NUM
fbem-27719	277	8	2	2	NUM
fbem-27719	277	9	2	2	NUM
fbem-27719	277	10	(	(	PUNCT
fbem-27719	277	11	l	l	NOUN
fbem-27719	277	12	r	r	NOUN
fbem-27719	277	13	l	l	NOUN
fbem-27719	277	14	r	r	NOUN
fbem-27719	277	15	l	l	NOUN
fbem-27719	277	16	r	r	NOUN
fbem-27719	277	17	l	l	NOUN
fbem-27719	277	18	r	r	NOUN
fbem-27719	277	19	g	g	NOUN
fbem-27719	277	20	g	g	NOUN
fbem-27719	277	21	g	g	NOUN
fbem-27719	277	22	g	g	PROPN
fbem-27719	277	23	gain	gain	NOUN
fbem-27719	277	24	h	h	NOUN
fbem-27719	277	25	h	h	NOUN
fbem-27719	277	26	h	h	NOUN
fbem-27719	277	27	g	g	PROPN
fbem-27719	277	28			PROPN
fbem-27719	277	29			ADJ
fbem-27719	277	30			ADJ
fbem-27719	277	31			ADJ
fbem-27719	277	32	+	+	NOUN
fbem-27719	277	33	=	=	SYM
fbem-27719	278	1	+	+	NUM
fbem-27719	278	2	−	−	PROPN
fbem-27719	278	3	−	−	PROPN
fbem-27719	279	1	+	+	CCONJ
fbem-27719	279	2	+	+	PUNCT
fbem-27719	279	3	+	+	CCONJ
fbem-27719	279	4	+	+	CCONJ
fbem-27719	279	5	）	）	PUNCT
fbem-27719	279	6	(	(	PUNCT
fbem-27719	279	7	6	6	NUM
fbem-27719	279	8	)	)	PUNCT
fbem-27719	279	9	regularization	regularization	NOUN
fbem-27719	279	10	and	and	CCONJ
fbem-27719	279	11	pruning	pruning	NOUN
fbem-27719	279	12	:	:	PUNCT
fbem-27719	279	13	the	the	DET
fbem-27719	279	14	model	model	NOUN
fbem-27719	279	15	uses	use	VERB
fbem-27719	279	16	the	the	DET
fbem-27719	279	17	complexity	complexity	NOUN
fbem-27719	279	18	parameter	parameter	NOUN
fbem-27719	279	19	γ\gammaγ	γ\gammaγ	NOUN
fbem-27719	279	20	to	to	PART
fbem-27719	279	21	control	control	VERB
fbem-27719	279	22	tree	tree	NOUN
fbem-27719	279	23	growth	growth	NOUN
fbem-27719	279	24	,	,	PUNCT
fbem-27719	279	25	ensuring	ensure	VERB
fbem-27719	279	26	that	that	SCONJ
fbem-27719	279	27	each	each	DET
fbem-27719	279	28	split	split	NOUN
fbem-27719	279	29	results	result	NOUN
fbem-27719	279	30	in	in	ADP
fbem-27719	279	31	a	a	DET
fbem-27719	279	32	meaningful	meaningful	ADJ
fbem-27719	279	33	improvement	improvement	NOUN
fbem-27719	279	34	.	.	PUNCT
fbem-27719	280	1	pruning	prune	VERB
fbem-27719	280	2	is	be	AUX
fbem-27719	280	3	performed	perform	VERB
fbem-27719	280	4	to	to	PART
fbem-27719	280	5	prevent	prevent	VERB
fbem-27719	280	6	overfitting	overfitting	NOUN
fbem-27719	280	7	by	by	ADP
fbem-27719	280	8	eliminating	eliminate	VERB
fbem-27719	280	9	branches	branch	NOUN
fbem-27719	280	10	that	that	PRON
fbem-27719	280	11	do	do	AUX
fbem-27719	280	12	not	not	PART
fbem-27719	280	13	contribute	contribute	VERB
fbem-27719	280	14	significantly	significantly	ADV
fbem-27719	280	15	to	to	ADP
fbem-27719	280	16	the	the	DET
fbem-27719	280	17	model	model	NOUN
fbem-27719	280	18	's	's	PART
fbem-27719	280	19	accuracy	accuracy	NOUN
fbem-27719	280	20	.	.	PUNCT
fbem-27719	281	1	the	the	DET
fbem-27719	281	2	markowitz	markowitz	PROPN
fbem-27719	281	3	mean	mean	ADJ
fbem-27719	281	4	-	-	PUNCT
fbem-27719	281	5	variance	variance	NOUN
fbem-27719	281	6	optimization	optimization	NOUN
fbem-27719	281	7	framework	framework	NOUN
fbem-27719	281	8	serves	serve	VERB
fbem-27719	281	9	as	as	ADP
fbem-27719	281	10	the	the	DET
fbem-27719	281	11	core	core	NOUN
fbem-27719	281	12	tool	tool	NOUN
fbem-27719	281	13	for	for	ADP
fbem-27719	281	14	optimizing	optimize	VERB
fbem-27719	281	15	the	the	DET
fbem-27719	281	16	investment	investment	NOUN
fbem-27719	281	17	portfolio	portfolio	NOUN
fbem-27719	281	18	.	.	PUNCT
fbem-27719	282	1	this	this	DET
fbem-27719	282	2	model	model	NOUN
fbem-27719	282	3	's	's	PART
fbem-27719	282	4	main	main	ADJ
fbem-27719	282	5	objective	objective	NOUN
fbem-27719	282	6	is	be	AUX
fbem-27719	282	7	to	to	PART
fbem-27719	282	8	strike	strike	VERB
fbem-27719	282	9	a	a	DET
fbem-27719	282	10	balance	balance	NOUN
fbem-27719	282	11	between	between	ADP
fbem-27719	282	12	risk	risk	NOUN
fbem-27719	282	13	and	and	CCONJ
fbem-27719	282	14	return	return	NOUN
fbem-27719	282	15	,	,	PUNCT
fbem-27719	282	16	making	make	VERB
fbem-27719	282	17	sure	sure	ADJ
fbem-27719	282	18	that	that	SCONJ
fbem-27719	282	19	the	the	DET
fbem-27719	282	20	projected	project	VERB
fbem-27719	282	21	return	return	NOUN
fbem-27719	282	22	on	on	ADP
fbem-27719	282	23	the	the	DET
fbem-27719	282	24	portfolio	portfolio	NOUN
fbem-27719	282	25	is	be	AUX
fbem-27719	282	26	maximized	maximize	VERB
fbem-27719	282	27	while	while	SCONJ
fbem-27719	282	28	maintaining	maintain	VERB
fbem-27719	282	29	a	a	DET
fbem-27719	282	30	manageable	manageable	ADJ
fbem-27719	282	31	tracking	tracking	NOUN
fbem-27719	282	32	error	error	NOUN
fbem-27719	282	33	.	.	PUNCT
fbem-27719	283	1	the	the	DET
fbem-27719	283	2	mean	mean	ADJ
fbem-27719	283	3	-	-	PUNCT
fbem-27719	283	4	variance	variance	NOUN
fbem-27719	283	5	optimization	optimization	NOUN
fbem-27719	283	6	technique	technique	NOUN
fbem-27719	283	7	is	be	AUX
fbem-27719	283	8	crucial	crucial	ADJ
fbem-27719	283	9	in	in	ADP
fbem-27719	283	10	this	this	DET
fbem-27719	283	11	context	context	NOUN
fbem-27719	283	12	as	as	SCONJ
fbem-27719	283	13	it	it	PRON
fbem-27719	283	14	is	be	AUX
fbem-27719	283	15	designed	design	VERB
fbem-27719	283	16	to	to	PART
fbem-27719	283	17	handle	handle	VERB
fbem-27719	283	18	the	the	DET
fbem-27719	283	19	inherent	inherent	ADJ
fbem-27719	283	20	trade	trade	NOUN
fbem-27719	283	21	-	-	PUNCT
fbem-27719	283	22	offs	off	NOUN
fbem-27719	283	23	in	in	ADP
fbem-27719	283	24	risk	risk	NOUN
fbem-27719	283	25	and	and	CCONJ
fbem-27719	283	26	return	return	VERB
fbem-27719	283	27	,	,	PUNCT
fbem-27719	283	28	particularly	particularly	ADV
fbem-27719	283	29	when	when	SCONJ
fbem-27719	283	30	incorporating	incorporate	VERB
fbem-27719	283	31	predictions	prediction	NOUN
fbem-27719	283	32	from	from	ADP
fbem-27719	283	33	machine	machine	NOUN
fbem-27719	283	34	learning	learning	NOUN
fbem-27719	283	35	models	model	NOUN
fbem-27719	283	36	.	.	PUNCT
fbem-27719	284	1	max	max	PROPN
fbem-27719	284	2	t	t	PROPN
fbem-27719	284	3	f	f	X
fbem-27719	284	4	subject	subject	ADJ
fbem-27719	284	5	to	to	ADP
fbem-27719	284	6	:	:	PUNCT
fbem-27719	284	7	(	(	PUNCT
fbem-27719	284	8	)	)	PUNCT
fbem-27719	284	9	(	(	PUNCT
fbem-27719	284	10	)	)	PUNCT
fbem-27719	284	11	t	t	PROPN
fbem-27719	284	12	bench	bench	NOUN
fbem-27719	284	13	bench	bench	NOUN
fbem-27719	284	14	w	w	PROPN
fbem-27719	284	15	w	w	PROPN
fbem-27719	284	16	w	w	PROPN
fbem-27719	284	17	w	w	PROPN
fbem-27719	284	18	tte−	tte−	PROPN
fbem-27719	284	19			NOUN
fbem-27719	284	20	−	−	PROPN
fbem-27719	284	21			NOUN
fbem-27719	284	22	（	（	PUNCT
fbem-27719	284	23	bench	bench	NOUN
fbem-27719	284	24	w	w	NOUN
fbem-27719	284	25	w−	w−	NOUN
fbem-27719	284	26			NOUN
fbem-27719	284	27	1	1	NUM
fbem-27719	284	28	%	%	NOUN
fbem-27719	284	29	in	in	ADP
fbem-27719	284	30	this	this	DET
fbem-27719	284	31	study	study	NOUN
fbem-27719	284	32	,	,	PUNCT
fbem-27719	284	33	the	the	DET
fbem-27719	284	34	annualized	annualize	VERB
fbem-27719	284	35	tracking	tracking	NOUN
fbem-27719	284	36	error	error	NOUN
fbem-27719	284	37	was	be	AUX
fbem-27719	284	38	restricted	restrict	VERB
fbem-27719	284	39	to	to	ADP
fbem-27719	284	40	a	a	DET
fbem-27719	284	41	maximum	maximum	NOUN
fbem-27719	284	42	of	of	ADP
fbem-27719	284	43	5	5	NUM
fbem-27719	284	44	%	%	NOUN
fbem-27719	284	45	,	,	PUNCT
fbem-27719	284	46	reflecting	reflect	VERB
fbem-27719	284	47	a	a	DET
fbem-27719	284	48	controlled	control	VERB
fbem-27719	284	49	deviation	deviation	NOUN
fbem-27719	284	50	from	from	ADP
fbem-27719	284	51	the	the	DET
fbem-27719	284	52	benchmark	benchmark	NOUN
fbem-27719	284	53	to	to	PART
fbem-27719	284	54	enhance	enhance	VERB
fbem-27719	284	55	portfolio	portfolio	NOUN
fbem-27719	284	56	returns	return	NOUN
fbem-27719	284	57	.	.	PUNCT
fbem-27719	285	1	387	387	NUM
fbem-27719	285	2	figure	figure	NOUN
fbem-27719	285	3	2	2	NUM
fbem-27719	285	4	.	.	PUNCT
fbem-27719	285	5	flow	flow	VERB
fbem-27719	285	6	chart	chart	NOUN
fbem-27719	285	7	of	of	ADP
fbem-27719	285	8	the	the	DET
fbem-27719	285	9	proposed	propose	VERB
fbem-27719	285	10	navigation	navigation	NOUN
fbem-27719	285	11	tool	tool	NOUN
fbem-27719	285	12	4	4	NUM
fbem-27719	285	13	.	.	PUNCT
fbem-27719	285	14	conclusions	conclusion	NOUN
fbem-27719	285	15	&	&	CCONJ
fbem-27719	285	16	recommendations	recommendation	NOUN
fbem-27719	285	17	4.1	4.1	NUM
fbem-27719	285	18	.	.	PUNCT
fbem-27719	286	1	conclusions	conclusion	NOUN
fbem-27719	286	2	this	this	DET
fbem-27719	286	3	section	section	NOUN
fbem-27719	286	4	of	of	ADP
fbem-27719	286	5	the	the	DET
fbem-27719	286	6	dissertation	dissertation	NOUN
fbem-27719	286	7	captures	capture	VERB
fbem-27719	286	8	its	its	PRON
fbem-27719	286	9	primary	primary	ADJ
fbem-27719	286	10	results	result	NOUN
fbem-27719	286	11	,	,	PUNCT
fbem-27719	286	12	highlighting	highlight	VERB
fbem-27719	286	13	the	the	DET
fbem-27719	286	14	tremendous	tremendous	ADJ
fbem-27719	286	15	impact	impact	NOUN
fbem-27719	286	16	of	of	ADP
fbem-27719	286	17	machine	machine	NOUN
fbem-27719	286	18	learning	learn	VERB
fbem-27719	286	19	to	to	ADP
fbem-27719	286	20	the	the	DET
fbem-27719	286	21	stock	stock	NOUN
fbem-27719	286	22	selection	selection	NOUN
fbem-27719	286	23	accuracy	accuracy	NOUN
fbem-27719	286	24	robustness	robustness	NOUN
fbem-27719	286	25	in	in	ADP
fbem-27719	286	26	the	the	DET
fbem-27719	286	27	chinese	chinese	ADJ
fbem-27719	286	28	financial	financial	ADJ
fbem-27719	286	29	market	market	NOUN
fbem-27719	286	30	.	.	PUNCT
fbem-27719	287	1	this	this	DET
fbem-27719	287	2	research	research	NOUN
fbem-27719	287	3	not	not	PART
fbem-27719	287	4	only	only	ADV
fbem-27719	287	5	clarifies	clarify	VERB
fbem-27719	287	6	the	the	DET
fbem-27719	287	7	complexities	complexity	NOUN
fbem-27719	287	8	described	describe	VERB
fbem-27719	287	9	in	in	ADP
fbem-27719	287	10	the	the	DET
fbem-27719	287	11	statement	statement	NOUN
fbem-27719	287	12	of	of	ADP
fbem-27719	287	13	the	the	DET
fbem-27719	287	14	problem	problem	NOUN
fbem-27719	287	15	but	but	CCONJ
fbem-27719	287	16	also	also	ADV
fbem-27719	287	17	provides	provide	VERB
fbem-27719	287	18	theoretical	theoretical	ADJ
fbem-27719	287	19	and	and	CCONJ
fbem-27719	287	20	practical	practical	ADJ
fbem-27719	287	21	contributions	contribution	NOUN
fbem-27719	287	22	to	to	ADP
fbem-27719	287	23	quantitative	quantitative	ADJ
fbem-27719	287	24	finance	finance	NOUN
fbem-27719	287	25	through	through	ADP
fbem-27719	287	26	a	a	DET
fbem-27719	287	27	machine	machine	NOUN
fbem-27719	287	28	learning	learning	NOUN
fbem-27719	287	29	-	-	PUNCT
fbem-27719	287	30	driven	drive	VERB
fbem-27719	287	31	multifactor	multifactor	NOUN
fbem-27719	287	32	model	model	NOUN
fbem-27719	287	33	development	development	NOUN
fbem-27719	287	34	.	.	PUNCT
fbem-27719	288	1	4.1.1	4.1.1	X
fbem-27719	288	2	.	.	PUNCT
fbem-27719	288	3	enhanced	enhance	VERB
fbem-27719	288	4	stock	stock	NOUN
fbem-27719	288	5	selection	selection	NOUN
fbem-27719	288	6	through	through	ADP
fbem-27719	288	7	machine	machine	NOUN
fbem-27719	288	8	learning	learning	NOUN
fbem-27719	288	9	models	model	NOUN
fbem-27719	288	10	the	the	DET
fbem-27719	288	11	study	study	NOUN
fbem-27719	288	12	shows	show	VERB
fbem-27719	288	13	that	that	SCONJ
fbem-27719	288	14	tree	tree	NOUN
fbem-27719	288	15	-	-	PUNCT
fbem-27719	288	16	based	base	VERB
fbem-27719	288	17	models	model	NOUN
fbem-27719	288	18	like	like	ADP
fbem-27719	288	19	lightgbm	lightgbm	NOUN
fbem-27719	288	20	and	and	CCONJ
fbem-27719	288	21	xgboost	xgboost	NOUN
fbem-27719	288	22	are	be	AUX
fbem-27719	288	23	superior	superior	ADJ
fbem-27719	288	24	to	to	ADP
fbem-27719	288	25	other	other	ADJ
fbem-27719	288	26	multi	multi	ADJ
fbem-27719	288	27	-	-	ADJ
fbem-27719	288	28	factor	factor	NOUN
fbem-27719	288	29	techniques	technique	NOUN
fbem-27719	288	30	and	and	CCONJ
fbem-27719	288	31	machine	machine	NOUN
fbem-27719	288	32	learning	learning	NOUN
fbem-27719	288	33	models	model	NOUN
fbem-27719	288	34	.	.	PUNCT
fbem-27719	289	1	the	the	DET
fbem-27719	289	2	results	result	NOUN
fbem-27719	289	3	reveal	reveal	VERB
fbem-27719	289	4	that	that	SCONJ
fbem-27719	289	5	these	these	DET
fbem-27719	289	6	models	model	NOUN
fbem-27719	289	7	are	be	AUX
fbem-27719	289	8	the	the	DET
fbem-27719	289	9	best	good	ADJ
fbem-27719	289	10	performers	performer	NOUN
fbem-27719	289	11	in	in	ADP
fbem-27719	289	12	stock	stock	NOUN
fbem-27719	289	13	selection	selection	NOUN
fbem-27719	289	14	even	even	ADV
fbem-27719	289	15	with	with	SCONJ
fbem-27719	289	16	the	the	DET
fbem-27719	289	17	time	time	NOUN
fbem-27719	289	18	frames	frame	NOUN
fbem-27719	289	19	fixed	fix	VERB
fbem-27719	289	20	or	or	CCONJ
fbem-27719	289	21	rolling	roll	VERB
fbem-27719	289	22	during	during	ADP
fbem-27719	289	23	training	training	NOUN
fbem-27719	289	24	.	.	PUNCT
fbem-27719	290	1	this	this	PRON
fbem-27719	290	2	is	be	AUX
fbem-27719	290	3	in	in	ADP
fbem-27719	290	4	line	line	NOUN
fbem-27719	290	5	with	with	ADP
fbem-27719	290	6	past	past	ADJ
fbem-27719	290	7	research	research	NOUN
fbem-27719	290	8	that	that	PRON
fbem-27719	290	9	found	find	VERB
fbem-27719	290	10	machine	machine	NOUN
fbem-27719	290	11	learning	learning	NOUN
fbem-27719	290	12	can	can	AUX
fbem-27719	290	13	detect	detect	VERB
fbem-27719	290	14	more	more	ADV
fbem-27719	290	15	complex	complex	ADJ
fbem-27719	290	16	and	and	CCONJ
fbem-27719	290	17	nonlinear	nonlinear	ADJ
fbem-27719	290	18	patterns	pattern	NOUN
fbem-27719	290	19	in	in	ADP
fbem-27719	290	20	financial	financial	ADJ
fbem-27719	290	21	data	datum	NOUN
fbem-27719	290	22	which	which	PRON
fbem-27719	290	23	traditional	traditional	ADJ
fbem-27719	290	24	techniques	technique	NOUN
fbem-27719	290	25	can	can	AUX
fbem-27719	290	26	not	not	PART
fbem-27719	290	27	match	match	VERB
fbem-27719	290	28	(	(	PUNCT
fbem-27719	290	29	chen	chen	PROPN
fbem-27719	290	30	&	&	CCONJ
fbem-27719	290	31	mohan	mohan	PROPN
fbem-27719	290	32	,	,	PUNCT
fbem-27719	290	33	2021	2021	NUM
fbem-27719	290	34	)	)	PUNCT
fbem-27719	290	35	.	.	PUNCT
fbem-27719	291	1	these	these	PRON
fbem-27719	291	2	are	be	AUX
fbem-27719	291	3	machine	machine	NOUN
fbem-27719	291	4	learning	learning	NOUN
fbem-27719	291	5	models	model	NOUN
fbem-27719	291	6	that	that	PRON
fbem-27719	291	7	can	can	AUX
fbem-27719	291	8	analyze	analyze	VERB
fbem-27719	291	9	highdimensional	highdimensional	ADJ
fbem-27719	291	10	data	datum	NOUN
fbem-27719	291	11	and	and	CCONJ
fbem-27719	291	12	uncover	uncover	VERB
fbem-27719	291	13	intricate	intricate	ADJ
fbem-27719	291	14	dependencies	dependency	NOUN
fbem-27719	291	15	between	between	ADP
fbem-27719	291	16	the	the	DET
fbem-27719	291	17	components	component	NOUN
fbem-27719	291	18	,	,	PUNCT
fbem-27719	291	19	unlike	unlike	ADP
fbem-27719	291	20	conventional	conventional	ADJ
fbem-27719	291	21	methods	method	NOUN
fbem-27719	291	22	which	which	PRON
fbem-27719	291	23	usually	usually	ADV
fbem-27719	291	24	assume	assume	VERB
fbem-27719	291	25	linear	linear	ADJ
fbem-27719	291	26	connections	connection	NOUN
fbem-27719	291	27	and	and	CCONJ
fbem-27719	291	28	rely	rely	VERB
fbem-27719	291	29	on	on	ADP
fbem-27719	291	30	a	a	DET
fbem-27719	291	31	few	few	ADJ
fbem-27719	291	32	parameters	parameter	NOUN
fbem-27719	291	33	.	.	PUNCT
fbem-27719	292	1	as	as	SCONJ
fbem-27719	292	2	noted	note	VERB
fbem-27719	292	3	by	by	ADP
fbem-27719	292	4	gupta	gupta	PROPN
fbem-27719	292	5	and	and	CCONJ
fbem-27719	292	6	kelly	kelly	PROPN
fbem-27719	292	7	(	(	PUNCT
fbem-27719	292	8	2019	2019	NUM
fbem-27719	292	9	)	)	PUNCT
fbem-27719	292	10	,	,	PUNCT
fbem-27719	292	11	this	this	PRON
fbem-27719	292	12	is	be	AUX
fbem-27719	292	13	in	in	ADP
fbem-27719	292	14	line	line	NOUN
fbem-27719	292	15	with	with	ADP
fbem-27719	292	16	the	the	DET
fbem-27719	292	17	study	study	NOUN
fbem-27719	292	18	's	's	PART
fbem-27719	292	19	aim	aim	NOUN
fbem-27719	292	20	of	of	ADP
fbem-27719	292	21	better	well	ADJ
fbem-27719	292	22	forecasting	forecasting	NOUN
fbem-27719	292	23	through	through	ADP
fbem-27719	292	24	the	the	DET
fbem-27719	292	25	use	use	NOUN
fbem-27719	292	26	of	of	ADP
fbem-27719	292	27	advanced	advanced	ADJ
fbem-27719	292	28	algorithms	algorithm	NOUN
fbem-27719	292	29	that	that	PRON
fbem-27719	292	30	can	can	AUX
fbem-27719	292	31	process	process	VERB
fbem-27719	292	32	vast	vast	ADJ
fbem-27719	292	33	amounts	amount	NOUN
fbem-27719	292	34	of	of	ADP
fbem-27719	292	35	financial	financial	ADJ
fbem-27719	292	36	data	datum	NOUN
fbem-27719	292	37	thus	thus	ADV
fbem-27719	292	38	,	,	PUNCT
fbem-27719	292	39	avoiding	avoid	VERB
fbem-27719	292	40	the	the	DET
fbem-27719	292	41	shortcomings	shortcoming	NOUN
fbem-27719	292	42	of	of	ADP
fbem-27719	292	43	traditional	traditional	ADJ
fbem-27719	292	44	stock	stock	NOUN
fbem-27719	292	45	selection	selection	NOUN
fbem-27719	292	46	methods	method	NOUN
fbem-27719	292	47	.	.	PUNCT
fbem-27719	293	1	4.1.2	4.1.2	NUM
fbem-27719	293	2	.	.	PUNCT
fbem-27719	293	3	dynamic	dynamic	ADJ
fbem-27719	293	4	adaptability	adaptability	NOUN
fbem-27719	293	5	of	of	ADP
fbem-27719	293	6	machine	machine	NOUN
fbem-27719	293	7	learning	learning	NOUN
fbem-27719	293	8	models	model	NOUN
fbem-27719	293	9	in	in	ADP
fbem-27719	293	10	changing	change	VERB
fbem-27719	293	11	market	market	NOUN
fbem-27719	293	12	conditions	condition	NOUN
fbem-27719	293	13	the	the	DET
fbem-27719	293	14	dissertation	dissertation	NOUN
fbem-27719	293	15	's	's	PART
fbem-27719	293	16	most	most	ADV
fbem-27719	293	17	valuable	valuable	ADJ
fbem-27719	293	18	finding	finding	NOUN
fbem-27719	293	19	is	be	AUX
fbem-27719	293	20	that	that	SCONJ
fbem-27719	293	21	machine	machine	NOUN
fbem-27719	293	22	learning	learning	NOUN
fbem-27719	293	23	models	model	NOUN
fbem-27719	293	24	may	may	AUX
fbem-27719	293	25	evolve	evolve	VERB
fbem-27719	293	26	as	as	SCONJ
fbem-27719	293	27	market	market	NOUN
fbem-27719	293	28	scenarios	scenario	NOUN
fbem-27719	293	29	are	be	AUX
fbem-27719	293	30	changing	change	VERB
fbem-27719	293	31	.	.	PUNCT
fbem-27719	294	1	for	for	ADP
fbem-27719	294	2	instance	instance	NOUN
fbem-27719	294	3	,	,	PUNCT
fbem-27719	294	4	the	the	DET
fbem-27719	294	5	xgboost	xgboost	PROPN
fbem-27719	294	6	model	model	NOUN
fbem-27719	294	7	may	may	AUX
fbem-27719	294	8	change	change	VERB
fbem-27719	294	9	its	its	PRON
fbem-27719	294	10	prediction	prediction	NOUN
fbem-27719	294	11	algorithm	algorithm	NOUN
fbem-27719	294	12	according	accord	VERB
fbem-27719	294	13	to	to	ADP
fbem-27719	294	14	the	the	DET
fbem-27719	294	15	new	new	ADJ
fbem-27719	294	16	data	datum	NOUN
fbem-27719	294	17	coming	come	VERB
fbem-27719	294	18	in	in	ADV
fbem-27719	294	19	,	,	PUNCT
fbem-27719	294	20	as	as	ADP
fbem-27719	294	21	per	per	ADP
fbem-27719	294	22	the	the	DET
fbem-27719	294	23	analysis	analysis	NOUN
fbem-27719	294	24	of	of	ADP
fbem-27719	294	25	the	the	DET
fbem-27719	294	26	rolling	rolling	ADJ
fbem-27719	294	27	time	time	NOUN
fbem-27719	294	28	-	-	PUNCT
fbem-27719	294	29	window	window	NOUN
fbem-27719	294	30	.	.	PUNCT
fbem-27719	295	1	they	they	PRON
fbem-27719	295	2	are	be	AUX
fbem-27719	295	3	thus	thus	ADV
fbem-27719	295	4	able	able	ADJ
fbem-27719	295	5	to	to	PART
fbem-27719	295	6	precisely	precisely	ADV
fbem-27719	295	7	predict	predict	VERB
fbem-27719	295	8	the	the	DET
fbem-27719	295	9	short	short	ADJ
fbem-27719	295	10	-	-	PUNCT
fbem-27719	295	11	term	term	NOUN
fbem-27719	295	12	stock	stock	NOUN
fbem-27719	295	13	returns	return	NOUN
fbem-27719	295	14	during	during	ADP
fbem-27719	295	15	market	market	NOUN
fbem-27719	295	16	volatility	volatility	NOUN
fbem-27719	295	17	.	.	PUNCT
fbem-27719	296	1	the	the	DET
fbem-27719	296	2	flexibility	flexibility	NOUN
fbem-27719	296	3	and	and	CCONJ
fbem-27719	296	4	dynamism	dynamism	NOUN
fbem-27719	296	5	of	of	ADP
fbem-27719	296	6	machine	machine	NOUN
fbem-27719	296	7	learning	learn	VERB
fbem-27719	296	8	make	make	VERB
fbem-27719	296	9	it	it	PRON
fbem-27719	296	10	a	a	DET
fbem-27719	296	11	perfect	perfect	ADJ
fbem-27719	296	12	choice	choice	NOUN
fbem-27719	296	13	for	for	ADP
fbem-27719	296	14	the	the	DET
fbem-27719	296	15	unstable	unstable	ADJ
fbem-27719	296	16	environment	environment	NOUN
fbem-27719	296	17	of	of	ADP
fbem-27719	296	18	the	the	DET
fbem-27719	296	19	chinese	chinese	ADJ
fbem-27719	296	20	financial	financial	ADJ
fbem-27719	296	21	industry	industry	NOUN
fbem-27719	296	22	.	.	PUNCT
fbem-27719	297	1	generally	generally	ADV
fbem-27719	297	2	,	,	PUNCT
fbem-27719	297	3	conventional	conventional	ADJ
fbem-27719	297	4	multifactor	multifactor	NOUN
fbem-27719	297	5	models	model	NOUN
fbem-27719	297	6	are	be	AUX
fbem-27719	297	7	inflexible	inflexible	ADJ
fbem-27719	297	8	to	to	ADP
fbem-27719	297	9	real	real	ADJ
fbem-27719	297	10	-	-	PUNCT
fbem-27719	297	11	time	time	NOUN
fbem-27719	297	12	changes	change	NOUN
fbem-27719	297	13	due	due	ADP
fbem-27719	297	14	to	to	ADP
fbem-27719	297	15	their	their	PRON
fbem-27719	297	16	static	static	ADJ
fbem-27719	297	17	nature	nature	NOUN
fbem-27719	297	18	.	.	PUNCT
fbem-27719	298	1	on	on	ADP
fbem-27719	298	2	the	the	DET
fbem-27719	298	3	contrary	contrary	NOUN
fbem-27719	298	4	,	,	PUNCT
fbem-27719	298	5	artificial	artificial	ADJ
fbem-27719	298	6	intelligence	intelligence	NOUN
fbem-27719	298	7	techniques	technique	NOUN
fbem-27719	298	8	are	be	AUX
fbem-27719	298	9	constructed	construct	VERB
fbem-27719	298	10	to	to	PART
fbem-27719	298	11	refresh	refresh	VERB
fbem-27719	298	12	their	their	PRON
fbem-27719	298	13	learning	learning	NOUN
fbem-27719	298	14	algorithms	algorithm	NOUN
fbem-27719	298	15	iteratively	iteratively	ADV
fbem-27719	298	16	,	,	PUNCT
fbem-27719	298	17	thus	thus	ADV
fbem-27719	298	18	making	make	VERB
fbem-27719	298	19	them	they	PRON
fbem-27719	298	20	more	more	ADV
fbem-27719	298	21	proficient	proficient	ADJ
fbem-27719	298	22	to	to	ADP
fbem-27719	298	23	market	market	NOUN
fbem-27719	298	24	variations	variation	NOUN
fbem-27719	298	25	and	and	CCONJ
fbem-27719	298	26	non	non	ADJ
fbem-27719	298	27	-	-	ADJ
fbem-27719	298	28	linear	linear	ADJ
fbem-27719	298	29	relationships	relationship	NOUN
fbem-27719	298	30	(	(	PUNCT
fbem-27719	298	31	fama	fama	PROPN
fbem-27719	298	32	&	&	CCONJ
fbem-27719	298	33	french	french	PROPN
fbem-27719	298	34	,	,	PUNCT
fbem-27719	298	35	2020	2020	NUM
fbem-27719	298	36	)	)	PUNCT
fbem-27719	298	37	.	.	PUNCT
fbem-27719	299	1	this	this	DET
fbem-27719	299	2	capability	capability	NOUN
fbem-27719	299	3	directly	directly	ADV
fbem-27719	299	4	relates	relate	VERB
fbem-27719	299	5	to	to	ADP
fbem-27719	299	6	the	the	DET
fbem-27719	299	7	third	third	ADJ
fbem-27719	299	8	research	research	NOUN
fbem-27719	299	9	question	question	NOUN
fbem-27719	299	10	of	of	ADP
fbem-27719	299	11	the	the	DET
fbem-27719	299	12	dissertation	dissertation	NOUN
fbem-27719	299	13	by	by	ADP
fbem-27719	299	14	showing	show	VERB
fbem-27719	299	15	how	how	SCONJ
fbem-27719	299	16	machine	machine	NOUN
fbem-27719	299	17	learning	learning	NOUN
fbem-27719	299	18	can	can	AUX
fbem-27719	299	19	improve	improve	VERB
fbem-27719	299	20	the	the	DET
fbem-27719	299	21	evaluation	evaluation	NOUN
fbem-27719	299	22	of	of	ADP
fbem-27719	299	23	quantitative	quantitative	ADJ
fbem-27719	299	24	investment	investment	NOUN
fbem-27719	299	25	factors	factor	NOUN
fbem-27719	299	26	and	and	CCONJ
fbem-27719	299	27	the	the	DET
fbem-27719	299	28	capture	capture	NOUN
fbem-27719	299	29	of	of	ADP
fbem-27719	299	30	dynamic	dynamic	ADJ
fbem-27719	299	31	market	market	NOUN
fbem-27719	299	32	behaviors	behavior	NOUN
fbem-27719	299	33	.	.	PUNCT
fbem-27719	300	1	4.1.3	4.1.3	X
fbem-27719	300	2	.	.	PUNCT
fbem-27719	300	3	strategic	strategic	ADJ
fbem-27719	300	4	importance	importance	NOUN
fbem-27719	300	5	of	of	ADP
fbem-27719	300	6	transaction	transaction	NOUN
fbem-27719	300	7	-	-	PUNCT
fbem-27719	300	8	related	relate	VERB
fbem-27719	300	9	factors	factor	NOUN
fbem-27719	300	10	the	the	DET
fbem-27719	300	11	study	study	NOUN
fbem-27719	300	12	’s	’s	PART
fbem-27719	300	13	analysis	analysis	NOUN
fbem-27719	300	14	kept	keep	VERB
fbem-27719	300	15	on	on	ADP
fbem-27719	300	16	revealing	reveal	VERB
fbem-27719	300	17	the	the	DET
fbem-27719	300	18	transactionrelated	transactionrelate	VERB
fbem-27719	300	19	factors	factor	NOUN
fbem-27719	300	20	such	such	ADJ
fbem-27719	300	21	as	as	ADP
fbem-27719	300	22	liquidity	liquidity	NOUN
fbem-27719	300	23	and	and	CCONJ
fbem-27719	300	24	turnover	turnover	NOUN
fbem-27719	300	25	rates	rate	NOUN
fbem-27719	300	26	which	which	PRON
fbem-27719	300	27	are	be	AUX
fbem-27719	300	28	the	the	DET
fbem-27719	300	29	significant	significant	ADJ
fbem-27719	300	30	determinants	determinant	NOUN
fbem-27719	300	31	of	of	ADP
fbem-27719	300	32	the	the	DET
fbem-27719	300	33	short	short	ADJ
fbem-27719	300	34	-	-	PUNCT
fbem-27719	300	35	term	term	NOUN
fbem-27719	300	36	stock	stock	NOUN
fbem-27719	300	37	pricing	pricing	NOUN
fbem-27719	300	38	and	and	CCONJ
fbem-27719	300	39	are	be	AUX
fbem-27719	300	40	more	more	ADV
fbem-27719	300	41	powerful	powerful	ADJ
fbem-27719	300	42	than	than	ADP
fbem-27719	300	43	the	the	DET
fbem-27719	300	44	traditional	traditional	ADJ
fbem-27719	300	45	factors	factor	NOUN
fbem-27719	300	46	like	like	ADP
fbem-27719	300	47	size	size	NOUN
fbem-27719	300	48	,	,	PUNCT
fbem-27719	300	49	value	value	NOUN
fbem-27719	300	50	,	,	PUNCT
fbem-27719	300	51	and	and	CCONJ
fbem-27719	300	52	profitability	profitability	NOUN
fbem-27719	300	53	.	.	PUNCT
fbem-27719	301	1	this	this	DET
fbem-27719	301	2	observation	observation	NOUN
fbem-27719	301	3	implies	imply	VERB
fbem-27719	301	4	that	that	SCONJ
fbem-27719	301	5	the	the	DET
fbem-27719	301	6	market	market	NOUN
fbem-27719	301	7	-	-	PUNCT
fbem-27719	301	8	driven	drive	VERB
fbem-27719	301	9	data	datum	NOUN
fbem-27719	301	10	,	,	PUNCT
fbem-27719	301	11	which	which	PRON
fbem-27719	301	12	expresses	express	VERB
fbem-27719	301	13	immediate	immediate	ADJ
fbem-27719	301	14	trading	trading	NOUN
fbem-27719	301	15	behaviors	behavior	NOUN
fbem-27719	301	16	,	,	PUNCT
fbem-27719	301	17	is	be	AUX
fbem-27719	301	18	more	more	ADV
fbem-27719	301	19	important	important	ADJ
fbem-27719	301	20	for	for	ADP
fbem-27719	301	21	the	the	DET
fbem-27719	301	22	short	short	ADJ
fbem-27719	301	23	-	-	PUNCT
fbem-27719	301	24	term	term	NOUN
fbem-27719	301	25	forecasting	forecasting	NOUN
fbem-27719	301	26	in	in	ADP
fbem-27719	301	27	the	the	DET
fbem-27719	301	28	chinese	chinese	ADJ
fbem-27719	301	29	financial	financial	ADJ
fbem-27719	301	30	context	context	NOUN
fbem-27719	301	31	than	than	ADP
fbem-27719	301	32	the	the	DET
fbem-27719	301	33	fundamental	fundamental	ADJ
fbem-27719	301	34	factors	factor	NOUN
fbem-27719	301	35	(	(	PUNCT
fbem-27719	301	36	esakia	esakia	NOUN
fbem-27719	301	37	et	et	PROPN
fbem-27719	301	38	al	al	PROPN
fbem-27719	301	39	.	.	PROPN
fbem-27719	301	40	,	,	PUNCT
fbem-27719	301	41	2020	2020	NUM
fbem-27719	301	42	)	)	PUNCT
fbem-27719	301	43	.	.	PUNCT
fbem-27719	302	1	this	this	DET
fbem-27719	302	2	apprehension	apprehension	NOUN
fbem-27719	302	3	can	can	AUX
fbem-27719	302	4	be	be	AUX
fbem-27719	302	5	a	a	DET
fbem-27719	302	6	critical	critical	ADJ
fbem-27719	302	7	piece	piece	NOUN
fbem-27719	302	8	of	of	ADP
fbem-27719	302	9	information	information	NOUN
fbem-27719	302	10	in	in	ADP
fbem-27719	302	11	the	the	DET
fbem-27719	302	12	making	making	NOUN
fbem-27719	302	13	of	of	ADP
fbem-27719	302	14	stock	stock	NOUN
fbem-27719	302	15	selection	selection	NOUN
fbem-27719	302	16	models	model	NOUN
fbem-27719	302	17	.	.	PUNCT
fbem-27719	303	1	it	it	PRON
fbem-27719	303	2	defies	defy	VERB
fbem-27719	303	3	the	the	DET
fbem-27719	303	4	conventional	conventional	ADJ
fbem-27719	303	5	financial	financial	ADJ
fbem-27719	303	6	theories	theory	NOUN
fbem-27719	303	7	that	that	PRON
fbem-27719	303	8	give	give	VERB
fbem-27719	303	9	precedence	precedence	NOUN
fbem-27719	303	10	to	to	ADP
fbem-27719	303	11	the	the	DET
fbem-27719	303	12	fundamental	fundamental	ADJ
fbem-27719	303	13	analysis	analysis	NOUN
fbem-27719	303	14	and	and	CCONJ
fbem-27719	303	15	it	it	PRON
fbem-27719	303	16	might	might	AUX
fbem-27719	303	17	be	be	AUX
fbem-27719	303	18	a	a	DET
fbem-27719	303	19	way	way	NOUN
fbem-27719	303	20	of	of	ADP
fbem-27719	303	21	redirecting	redirect	VERB
fbem-27719	303	22	the	the	DET
fbem-27719	303	23	attention	attention	NOUN
fbem-27719	303	24	toward	toward	ADP
fbem-27719	303	25	the	the	DET
fbem-27719	303	26	use	use	NOUN
fbem-27719	303	27	of	of	ADP
fbem-27719	303	28	transactionbased	transactionbase	VERB
fbem-27719	303	29	indicators	indicator	NOUN
fbem-27719	303	30	to	to	PART
fbem-27719	303	31	increase	increase	VERB
fbem-27719	303	32	the	the	DET
fbem-27719	303	33	performance	performance	NOUN
fbem-27719	303	34	of	of	ADP
fbem-27719	303	35	the	the	DET
fbem-27719	303	36	predictive	predictive	ADJ
fbem-27719	303	37	models	model	NOUN
fbem-27719	303	38	.	.	PUNCT
fbem-27719	304	1	this	this	DET
fbem-27719	304	2	assertion	assertion	NOUN
fbem-27719	304	3	is	be	AUX
fbem-27719	304	4	also	also	ADV
fbem-27719	304	5	linked	link	VERB
fbem-27719	304	6	to	to	ADP
fbem-27719	304	7	the	the	DET
fbem-27719	304	8	first	first	ADJ
fbem-27719	304	9	subproblem	subproblem	NOUN
fbem-27719	304	10	of	of	ADP
fbem-27719	304	11	the	the	DET
fbem-27719	304	12	effectiveness	effectiveness	NOUN
fbem-27719	304	13	of	of	ADP
fbem-27719	304	14	mainstream	mainstream	ADJ
fbem-27719	304	15	quantitative	quantitative	ADJ
fbem-27719	304	16	investment	investment	NOUN
fbem-27719	304	17	factors	factor	NOUN
fbem-27719	304	18	by	by	ADP
fbem-27719	304	19	providing	provide	VERB
fbem-27719	304	20	a	a	DET
fbem-27719	304	21	new	new	ADJ
fbem-27719	304	22	point	point	NOUN
fbem-27719	304	23	of	of	ADP
fbem-27719	304	24	view	view	NOUN
fbem-27719	304	25	on	on	ADP
fbem-27719	304	26	factor	factor	NOUN
fbem-27719	304	27	dynamics	dynamic	NOUN
fbem-27719	304	28	that	that	PRON
fbem-27719	304	29	emphasizes	emphasize	VERB
fbem-27719	304	30	market	market	NOUN
fbem-27719	304	31	-	-	PUNCT
fbem-27719	304	32	based	base	VERB
fbem-27719	304	33	data	datum	NOUN
fbem-27719	304	34	in	in	ADP
fbem-27719	304	35	short	short	ADJ
fbem-27719	304	36	-	-	PUNCT
fbem-27719	304	37	term	term	NOUN
fbem-27719	304	38	investment	investment	NOUN
fbem-27719	304	39	strategies	strategy	NOUN
fbem-27719	304	40	.	.	PUNCT
fbem-27719	305	1	388	388	NUM
fbem-27719	305	2	4.1.4	4.1.4	NUM
fbem-27719	305	3	.	.	PUNCT
fbem-27719	306	1	integration	integration	NOUN
fbem-27719	306	2	of	of	ADP
fbem-27719	306	3	machine	machine	NOUN
fbem-27719	306	4	learning	learning	NOUN
fbem-27719	306	5	and	and	CCONJ
fbem-27719	306	6	traditional	traditional	ADJ
fbem-27719	306	7	financial	financial	ADJ
fbem-27719	306	8	models	model	NOUN
fbem-27719	306	9	this	this	DET
fbem-27719	306	10	study	study	NOUN
fbem-27719	306	11	employs	employ	VERB
fbem-27719	306	12	a	a	DET
fbem-27719	306	13	hybrid	hybrid	ADJ
fbem-27719	306	14	approach	approach	NOUN
fbem-27719	306	15	to	to	ADP
fbem-27719	306	16	machine	machine	NOUN
fbem-27719	306	17	learning	learning	NOUN
fbem-27719	306	18	in	in	ADP
fbem-27719	306	19	a	a	DET
fbem-27719	306	20	novel	novel	ADJ
fbem-27719	306	21	way	way	NOUN
fbem-27719	306	22	within	within	ADP
fbem-27719	306	23	the	the	DET
fbem-27719	306	24	markowitz	markowitz	PROPN
fbem-27719	306	25	mean	mean	ADJ
fbem-27719	306	26	-	-	PUNCT
fbem-27719	306	27	variance	variance	NOUN
fbem-27719	306	28	optimization	optimization	NOUN
fbem-27719	306	29	framework	framework	NOUN
fbem-27719	306	30	.	.	PUNCT
fbem-27719	307	1	through	through	ADP
fbem-27719	307	2	combining	combine	VERB
fbem-27719	307	3	machine	machine	NOUN
fbem-27719	307	4	learning	learning	NOUN
fbem-27719	307	5	's	's	PART
fbem-27719	307	6	predictive	predictive	ADJ
fbem-27719	307	7	power	power	NOUN
fbem-27719	307	8	with	with	ADP
fbem-27719	307	9	the	the	DET
fbem-27719	307	10	traditional	traditional	ADJ
fbem-27719	307	11	meanvariance	meanvariance	NOUN
fbem-27719	307	12	optimization	optimization	NOUN
fbem-27719	307	13	principles	principle	NOUN
fbem-27719	307	14	,	,	PUNCT
fbem-27719	307	15	we	we	PRON
fbem-27719	307	16	can	can	AUX
fbem-27719	307	17	create	create	VERB
fbem-27719	307	18	a	a	DET
fbem-27719	307	19	comprehensive	comprehensive	ADJ
fbem-27719	307	20	plan	plan	NOUN
fbem-27719	307	21	for	for	ADP
fbem-27719	307	22	the	the	DET
fbem-27719	307	23	optimal	optimal	ADJ
fbem-27719	307	24	portfolio	portfolio	NOUN
fbem-27719	307	25	performance	performance	NOUN
fbem-27719	307	26	and	and	CCONJ
fbem-27719	307	27	risk	risk	NOUN
fbem-27719	307	28	management	management	NOUN
fbem-27719	307	29	.	.	PUNCT
fbem-27719	308	1	the	the	DET
fbem-27719	308	2	merger	merger	NOUN
fbem-27719	308	3	of	of	ADP
fbem-27719	308	4	traditional	traditional	ADJ
fbem-27719	308	5	financial	financial	ADJ
fbem-27719	308	6	theories	theory	NOUN
fbem-27719	308	7	and	and	CCONJ
fbem-27719	308	8	innovative	innovative	ADJ
fbem-27719	308	9	computer	computer	NOUN
fbem-27719	308	10	technologies	technology	NOUN
fbem-27719	308	11	led	lead	VERB
fbem-27719	308	12	to	to	ADP
fbem-27719	308	13	better	well	ADJ
fbem-27719	308	14	portfolio	portfolio	NOUN
fbem-27719	308	15	results	result	NOUN
fbem-27719	308	16	and	and	CCONJ
fbem-27719	308	17	broader	broad	ADJ
fbem-27719	308	18	applicability	applicability	NOUN
fbem-27719	308	19	to	to	ADP
fbem-27719	308	20	investment	investment	NOUN
fbem-27719	308	21	scenarios	scenario	NOUN
fbem-27719	308	22	.	.	PUNCT
fbem-27719	309	1	arnott	arnott	PROPN
fbem-27719	309	2	et	et	PROPN
fbem-27719	309	3	al	al	PROPN
fbem-27719	309	4	.	.	PROPN
fbem-27719	310	1	(	(	PUNCT
fbem-27719	310	2	2019	2019	NUM
fbem-27719	310	3	)	)	PUNCT
fbem-27719	310	4	study	study	NOUN
fbem-27719	310	5	revealed	reveal	VERB
fbem-27719	310	6	that	that	SCONJ
fbem-27719	310	7	machine	machine	NOUN
fbem-27719	310	8	learning	learn	VERB
fbem-27719	310	9	enhanced	enhance	VERB
fbem-27719	310	10	portfolios	portfolio	NOUN
fbem-27719	310	11	could	could	AUX
fbem-27719	310	12	achieve	achieve	VERB
fbem-27719	310	13	better	well	ADJ
fbem-27719	310	14	performance	performance	NOUN
fbem-27719	310	15	than	than	ADP
fbem-27719	310	16	traditional	traditional	ADJ
fbem-27719	310	17	investment	investment	NOUN
fbem-27719	310	18	strategies	strategy	NOUN
fbem-27719	310	19	in	in	ADP
fbem-27719	310	20	dynamic	dynamic	ADJ
fbem-27719	310	21	and	and	CCONJ
fbem-27719	310	22	difficult	difficult	ADJ
fbem-27719	310	23	-	-	PUNCT
fbem-27719	310	24	to	to	PART
fbem-27719	310	25	-	-	PUNCT
fbem-27719	310	26	predict	predict	VERB
fbem-27719	310	27	markets	market	NOUN
fbem-27719	310	28	as	as	ADV
fbem-27719	310	29	well	well	ADV
fbem-27719	310	30	as	as	ADP
fbem-27719	310	31	minimizing	minimize	VERB
fbem-27719	310	32	the	the	DET
fbem-27719	310	33	risk	risk	NOUN
fbem-27719	310	34	of	of	ADP
fbem-27719	310	35	tracking	track	VERB
fbem-27719	310	36	errors	error	NOUN
fbem-27719	310	37	resulted	result	VERB
fbem-27719	310	38	from	from	ADP
fbem-27719	310	39	changes	change	NOUN
fbem-27719	310	40	in	in	ADP
fbem-27719	310	41	benchmark	benchmark	NOUN
fbem-27719	310	42	indices	index	NOUN
fbem-27719	310	43	.	.	PUNCT
fbem-27719	311	1	4.2	4.2	NUM
fbem-27719	311	2	.	.	PUNCT
fbem-27719	312	1	recommendations	recommendation	NOUN
fbem-27719	312	2	these	these	DET
fbem-27719	312	3	recommendations	recommendation	NOUN
fbem-27719	312	4	made	make	VERB
fbem-27719	312	5	in	in	ADP
fbem-27719	312	6	the	the	DET
fbem-27719	312	7	dissertation	dissertation	NOUN
fbem-27719	312	8	might	might	AUX
fbem-27719	312	9	help	help	VERB
fbem-27719	312	10	legislators	legislator	NOUN
fbem-27719	312	11	,	,	PUNCT
fbem-27719	312	12	investors	investor	NOUN
fbem-27719	312	13	,	,	PUNCT
fbem-27719	312	14	and	and	CCONJ
fbem-27719	312	15	financial	financial	ADJ
fbem-27719	312	16	experts	expert	NOUN
fbem-27719	312	17	to	to	PART
fbem-27719	312	18	employ	employ	VERB
fbem-27719	312	19	machine	machine	NOUN
fbem-27719	312	20	learning	learning	NOUN
fbem-27719	312	21	algorithms	algorithm	NOUN
fbem-27719	312	22	appropriately	appropriately	ADV
fbem-27719	312	23	for	for	ADP
fbem-27719	312	24	stock	stock	NOUN
fbem-27719	312	25	selection	selection	NOUN
fbem-27719	312	26	and	and	CCONJ
fbem-27719	312	27	risk	risk	NOUN
fbem-27719	312	28	management	management	NOUN
fbem-27719	312	29	.	.	PUNCT
fbem-27719	313	1	discussed	discuss	VERB
fbem-27719	313	2	are	be	AUX
fbem-27719	313	3	hands	hand	NOUN
fbem-27719	313	4	-	-	PUNCT
fbem-27719	313	5	on	on	ADP
fbem-27719	313	6	uses	use	NOUN
fbem-27719	313	7	,	,	PUNCT
fbem-27719	313	8	the	the	DET
fbem-27719	313	9	best	good	ADJ
fbem-27719	313	10	practices	practice	NOUN
fbem-27719	313	11	,	,	PUNCT
fbem-27719	313	12	and	and	CCONJ
fbem-27719	313	13	the	the	DET
fbem-27719	313	14	strategic	strategic	ADJ
fbem-27719	313	15	melding	melding	NOUN
fbem-27719	313	16	of	of	ADP
fbem-27719	313	17	machine	machine	NOUN
fbem-27719	313	18	learning	learn	VERB
fbem-27719	313	19	into	into	ADP
fbem-27719	313	20	the	the	DET
fbem-27719	313	21	quantitative	quantitative	ADJ
fbem-27719	313	22	investment	investment	NOUN
fbem-27719	313	23	strategies	strategy	NOUN
fbem-27719	313	24	that	that	PRON
fbem-27719	313	25	have	have	AUX
fbem-27719	313	26	already	already	ADV
fbem-27719	313	27	been	be	AUX
fbem-27719	313	28	in	in	ADP
fbem-27719	313	29	use	use	NOUN
fbem-27719	313	30	in	in	ADP
fbem-27719	313	31	the	the	DET
fbem-27719	313	32	financial	financial	ADJ
fbem-27719	313	33	industry	industry	NOUN
fbem-27719	313	34	of	of	ADP
fbem-27719	313	35	china	china	PROPN
fbem-27719	313	36	.	.	PUNCT
fbem-27719	314	1	4.2.1	4.2.1	NOUN
fbem-27719	314	2	.	.	PUNCT
fbem-27719	315	1	adoption	adoption	NOUN
fbem-27719	315	2	of	of	ADP
fbem-27719	315	3	machine	machine	NOUN
fbem-27719	315	4	learning	learning	NOUN
fbem-27719	315	5	models	model	NOUN
fbem-27719	315	6	for	for	ADP
fbem-27719	315	7	enhanced	enhanced	ADJ
fbem-27719	315	8	stock	stock	NOUN
fbem-27719	315	9	selection	selection	NOUN
fbem-27719	315	10	financial	financial	ADJ
fbem-27719	315	11	practitioners	practitioner	NOUN
fbem-27719	315	12	should	should	AUX
fbem-27719	315	13	put	put	VERB
fbem-27719	315	14	an	an	DET
fbem-27719	315	15	accent	accent	NOUN
fbem-27719	315	16	on	on	ADP
fbem-27719	315	17	the	the	DET
fbem-27719	315	18	use	use	NOUN
fbem-27719	315	19	of	of	ADP
fbem-27719	315	20	machine	machine	NOUN
fbem-27719	315	21	learning	learning	NOUN
fbem-27719	315	22	models	model	NOUN
fbem-27719	315	23	in	in	ADP
fbem-27719	315	24	stock	stock	NOUN
fbem-27719	315	25	selection	selection	NOUN
fbem-27719	315	26	particularly	particularly	ADV
fbem-27719	315	27	treebased	treebase	VERB
fbem-27719	315	28	methods	method	NOUN
fbem-27719	315	29	like	like	ADP
fbem-27719	315	30	xgboost	xgboost	ADV
fbem-27719	315	31	and	and	CCONJ
fbem-27719	315	32	lightgbm	lightgbm	VERB
fbem-27719	315	33	since	since	SCONJ
fbem-27719	315	34	they	they	PRON
fbem-27719	315	35	have	have	VERB
fbem-27719	315	36	a	a	DET
fbem-27719	315	37	better	well	ADJ
fbem-27719	315	38	performance	performance	NOUN
fbem-27719	315	39	than	than	ADP
fbem-27719	315	40	conventional	conventional	ADJ
fbem-27719	315	41	multi	multi	ADJ
fbem-27719	315	42	-	-	ADJ
fbem-27719	315	43	factor	factor	NOUN
fbem-27719	315	44	models	model	NOUN
fbem-27719	315	45	.	.	PUNCT
fbem-27719	316	1	setup	setup	NOUN
fbem-27719	316	2	with	with	ADP
fbem-27719	316	3	both	both	DET
fbem-27719	316	4	fixed	fix	VERB
fbem-27719	316	5	and	and	CCONJ
fbem-27719	316	6	rolling	rolling	ADJ
fbem-27719	316	7	training	training	NOUN
fbem-27719	316	8	windows	window	NOUN
fbem-27719	316	9	always	always	ADV
fbem-27719	316	10	yields	yield	VERB
fbem-27719	316	11	good	good	ADJ
fbem-27719	316	12	results	result	NOUN
fbem-27719	316	13	allowing	allow	VERB
fbem-27719	316	14	these	these	DET
fbem-27719	316	15	models	model	NOUN
fbem-27719	316	16	to	to	PART
fbem-27719	316	17	adapt	adapt	VERB
fbem-27719	316	18	to	to	ADP
fbem-27719	316	19	the	the	DET
fbem-27719	316	20	different	different	ADJ
fbem-27719	316	21	market	market	NOUN
fbem-27719	316	22	conditions	condition	NOUN
fbem-27719	316	23	.	.	PUNCT
fbem-27719	317	1	for	for	ADP
fbem-27719	317	2	realizing	realize	VERB
fbem-27719	317	3	the	the	DET
fbem-27719	317	4	full	full	ADJ
fbem-27719	317	5	potential	potential	NOUN
fbem-27719	317	6	of	of	ADP
fbem-27719	317	7	these	these	DET
fbem-27719	317	8	capabilities	capability	NOUN
fbem-27719	317	9	,	,	PUNCT
fbem-27719	317	10	investment	investment	NOUN
fbem-27719	317	11	firms	firm	NOUN
fbem-27719	317	12	have	have	VERB
fbem-27719	317	13	to	to	PART
fbem-27719	317	14	allocate	allocate	VERB
fbem-27719	317	15	resources	resource	NOUN
fbem-27719	317	16	for	for	ADP
fbem-27719	317	17	building	build	VERB
fbem-27719	317	18	the	the	DET
fbem-27719	317	19	infrastructure	infrastructure	NOUN
fbem-27719	317	20	that	that	PRON
fbem-27719	317	21	is	be	AUX
fbem-27719	317	22	supporting	support	VERB
fbem-27719	317	23	the	the	DET
fbem-27719	317	24	machine	machine	NOUN
fbem-27719	317	25	learning	learn	VERB
fbem-27719	317	26	algorithms	algorithm	NOUN
fbem-27719	317	27	,	,	PUNCT
fbem-27719	317	28	among	among	ADP
fbem-27719	317	29	them	they	PRON
fbem-27719	317	30	being	be	AUX
fbem-27719	317	31	the	the	DET
fbem-27719	317	32	data	datum	NOUN
fbem-27719	317	33	processing	processing	NOUN
fbem-27719	317	34	capabilities	capability	NOUN
fbem-27719	317	35	,	,	PUNCT
fbem-27719	317	36	high	high	ADJ
fbem-27719	317	37	-	-	PUNCT
fbem-27719	317	38	performance	performance	NOUN
fbem-27719	317	39	computing	computing	NOUN
fbem-27719	317	40	resources	resource	NOUN
fbem-27719	317	41	,	,	PUNCT
fbem-27719	317	42	and	and	CCONJ
fbem-27719	317	43	advanced	advanced	ADJ
fbem-27719	317	44	analytics	analytic	NOUN
fbem-27719	317	45	tools	tool	NOUN
fbem-27719	317	46	.	.	PUNCT
fbem-27719	318	1	the	the	DET
fbem-27719	318	2	integration	integration	NOUN
fbem-27719	318	3	of	of	ADP
fbem-27719	318	4	these	these	DET
fbem-27719	318	5	technologies	technology	NOUN
fbem-27719	318	6	will	will	AUX
fbem-27719	318	7	make	make	VERB
fbem-27719	318	8	it	it	PRON
fbem-27719	318	9	possible	possible	ADJ
fbem-27719	318	10	for	for	SCONJ
fbem-27719	318	11	firms	firm	NOUN
fbem-27719	318	12	to	to	PART
fbem-27719	318	13	analyze	analyze	VERB
fbem-27719	318	14	large	large	ADJ
fbem-27719	318	15	volumes	volume	NOUN
fbem-27719	318	16	of	of	ADP
fbem-27719	318	17	market	market	NOUN
fbem-27719	318	18	data	datum	NOUN
fbem-27719	318	19	in	in	ADP
fbem-27719	318	20	real	real	ADJ
fbem-27719	318	21	-	-	PUNCT
fbem-27719	318	22	time	time	NOUN
fbem-27719	318	23	,	,	PUNCT
fbem-27719	318	24	thereby	thereby	ADV
fbem-27719	318	25	enabling	enable	VERB
fbem-27719	318	26	more	more	ADV
fbem-27719	318	27	accurate	accurate	ADJ
fbem-27719	318	28	and	and	CCONJ
fbem-27719	318	29	timely	timely	ADJ
fbem-27719	318	30	decision	decision	NOUN
fbem-27719	318	31	-	-	PUNCT
fbem-27719	318	32	making	making	NOUN
fbem-27719	318	33	.	.	PUNCT
fbem-27719	319	1	4.2.2	4.2.2	X
fbem-27719	319	2	.	.	PUNCT
fbem-27719	319	3	dynamic	dynamic	ADJ
fbem-27719	319	4	portfolio	portfolio	NOUN
fbem-27719	319	5	management	management	NOUN
fbem-27719	319	6	through	through	ADP
fbem-27719	319	7	rolling	rolling	ADJ
fbem-27719	319	8	window	window	NOUN
fbem-27719	319	9	analysis	analysis	NOUN
fbem-27719	319	10	research	research	NOUN
fbem-27719	319	11	studies	study	NOUN
fbem-27719	319	12	reveal	reveal	VERB
fbem-27719	319	13	the	the	DET
fbem-27719	319	14	fact	fact	NOUN
fbem-27719	319	15	that	that	SCONJ
fbem-27719	319	16	machine	machine	NOUN
fbem-27719	319	17	learning	learning	NOUN
fbem-27719	319	18	models	model	NOUN
fbem-27719	319	19	have	have	AUX
fbem-27719	319	20	superiority	superiority	NOUN
fbem-27719	319	21	,	,	PUNCT
fbem-27719	319	22	particularly	particularly	ADV
fbem-27719	319	23	xgboost	xgboost	ADV
fbem-27719	319	24	,	,	PUNCT
fbem-27719	319	25	in	in	ADP
fbem-27719	319	26	rolling	rolling	ADJ
fbem-27719	319	27	window	window	NOUN
fbem-27719	319	28	scenarios	scenario	NOUN
fbem-27719	319	29	that	that	PRON
fbem-27719	319	30	are	be	AUX
fbem-27719	319	31	due	due	ADJ
fbem-27719	319	32	to	to	ADP
fbem-27719	319	33	their	their	PRON
fbem-27719	319	34	ability	ability	NOUN
fbem-27719	319	35	to	to	PART
fbem-27719	319	36	adapt	adapt	VERB
fbem-27719	319	37	to	to	ADP
fbem-27719	319	38	changing	change	VERB
fbem-27719	319	39	market	market	NOUN
fbem-27719	319	40	dynamics	dynamic	NOUN
fbem-27719	319	41	,	,	PUNCT
fbem-27719	319	42	therefore	therefore	ADV
fbem-27719	319	43	,	,	PUNCT
fbem-27719	319	44	it	it	PRON
fbem-27719	319	45	is	be	AUX
fbem-27719	319	46	proposed	propose	VERB
fbem-27719	319	47	that	that	SCONJ
fbem-27719	319	48	financial	financial	ADJ
fbem-27719	319	49	practitioners	practitioner	NOUN
fbem-27719	319	50	include	include	VERB
fbem-27719	319	51	rolling	roll	VERB
fbem-27719	319	52	window	window	NOUN
fbem-27719	319	53	analysis	analysis	NOUN
fbem-27719	319	54	in	in	ADP
fbem-27719	319	55	their	their	PRON
fbem-27719	319	56	portfolio	portfolio	NOUN
fbem-27719	319	57	management	management	NOUN
fbem-27719	319	58	strategies	strategy	NOUN
fbem-27719	319	59	.	.	PUNCT
fbem-27719	320	1	this	this	DET
fbem-27719	320	2	method	method	NOUN
fbem-27719	320	3	gives	give	VERB
fbem-27719	320	4	models	model	NOUN
fbem-27719	320	5	the	the	DET
fbem-27719	320	6	opportunity	opportunity	NOUN
fbem-27719	320	7	to	to	PART
fbem-27719	320	8	constantly	constantly	ADV
fbem-27719	320	9	update	update	VERB
fbem-27719	320	10	their	their	PRON
fbem-27719	320	11	predictions	prediction	NOUN
fbem-27719	320	12	based	base	VERB
fbem-27719	320	13	on	on	ADP
fbem-27719	320	14	the	the	DET
fbem-27719	320	15	most	most	ADV
fbem-27719	320	16	recent	recent	ADJ
fbem-27719	320	17	market	market	NOUN
fbem-27719	320	18	data	datum	NOUN
fbem-27719	320	19	,	,	PUNCT
fbem-27719	320	20	which	which	PRON
fbem-27719	320	21	in	in	ADP
fbem-27719	320	22	turn	turn	NOUN
fbem-27719	320	23	,	,	PUNCT
fbem-27719	320	24	allows	allow	VERB
fbem-27719	320	25	the	the	DET
fbem-27719	320	26	models	model	NOUN
fbem-27719	320	27	to	to	PART
fbem-27719	320	28	respond	respond	VERB
fbem-27719	320	29	more	more	ADV
fbem-27719	320	30	accurately	accurately	ADV
fbem-27719	320	31	to	to	ADP
fbem-27719	320	32	short	short	ADJ
fbem-27719	320	33	-	-	PUNCT
fbem-27719	320	34	term	term	NOUN
fbem-27719	320	35	trends	trend	NOUN
fbem-27719	320	36	and	and	CCONJ
fbem-27719	320	37	volatility	volatility	NOUN
fbem-27719	320	38	.	.	PUNCT
fbem-27719	321	1	rolling	roll	VERB
fbem-27719	321	2	window	window	NOUN
fbem-27719	321	3	analysis	analysis	NOUN
fbem-27719	321	4	should	should	AUX
fbem-27719	321	5	be	be	AUX
fbem-27719	321	6	used	use	VERB
fbem-27719	321	7	not	not	PART
fbem-27719	321	8	only	only	ADV
fbem-27719	321	9	for	for	ADP
fbem-27719	321	10	the	the	DET
fbem-27719	321	11	predictive	predictive	ADJ
fbem-27719	321	12	tests	test	NOUN
fbem-27719	321	13	but	but	CCONJ
fbem-27719	321	14	also	also	ADV
fbem-27719	321	15	for	for	ADP
fbem-27719	321	16	the	the	DET
fbem-27719	321	17	recalibration	recalibration	NOUN
fbem-27719	321	18	of	of	ADP
fbem-27719	321	19	the	the	DET
fbem-27719	321	20	risk	risk	NOUN
fbem-27719	321	21	assessment	assessment	NOUN
fbem-27719	321	22	models	model	NOUN
fbem-27719	321	23	in	in	ADP
fbem-27719	321	24	the	the	DET
fbem-27719	321	25	face	face	NOUN
fbem-27719	321	26	of	of	ADP
fbem-27719	321	27	the	the	DET
fbem-27719	321	28	market	market	NOUN
fbem-27719	321	29	changes	change	NOUN
fbem-27719	321	30	.	.	PUNCT
fbem-27719	322	1	by	by	ADP
fbem-27719	322	2	constantly	constantly	ADV
fbem-27719	322	3	training	train	VERB
fbem-27719	322	4	these	these	DET
fbem-27719	322	5	models	model	NOUN
fbem-27719	322	6	on	on	ADP
fbem-27719	322	7	the	the	DET
fbem-27719	322	8	updated	update	VERB
fbem-27719	322	9	data	datum	NOUN
fbem-27719	322	10	,	,	PUNCT
fbem-27719	322	11	investors	investor	NOUN
fbem-27719	322	12	can	can	AUX
fbem-27719	322	13	remain	remain	VERB
fbem-27719	322	14	in	in	ADP
fbem-27719	322	15	the	the	DET
fbem-27719	322	16	front	front	NOUN
fbem-27719	322	17	in	in	ADP
fbem-27719	322	18	the	the	DET
fbem-27719	322	19	ever	ever	ADV
fbem-27719	322	20	-	-	PUNCT
fbem-27719	322	21	changing	change	VERB
fbem-27719	322	22	chinese	chinese	ADJ
fbem-27719	322	23	financial	financial	ADJ
fbem-27719	322	24	market	market	NOUN
fbem-27719	322	25	,	,	PUNCT
fbem-27719	322	26	thereby	thereby	ADV
fbem-27719	322	27	minimizing	minimize	VERB
fbem-27719	322	28	the	the	DET
fbem-27719	322	29	strategy	strategy	NOUN
fbem-27719	322	30	adjustment	adjustment	NOUN
fbem-27719	322	31	lag	lag	VERB
fbem-27719	322	32	and	and	CCONJ
fbem-27719	322	33	improving	improve	VERB
fbem-27719	322	34	the	the	DET
fbem-27719	322	35	responsiveness	responsiveness	NOUN
fbem-27719	322	36	to	to	ADP
fbem-27719	322	37	the	the	DET
fbem-27719	322	38	market	market	NOUN
fbem-27719	322	39	changes	change	NOUN
fbem-27719	322	40	.	.	PUNCT
fbem-27719	323	1	4.2.3	4.2.3	X
fbem-27719	323	2	.	.	PUNCT
fbem-27719	324	1	developing	develop	VERB
fbem-27719	324	2	scalable	scalable	ADJ
fbem-27719	324	3	data	datum	NOUN
fbem-27719	324	4	infrastructure	infrastructure	NOUN
fbem-27719	324	5	for	for	ADP
fbem-27719	324	6	machine	machine	NOUN
fbem-27719	324	7	learning	learn	VERB
fbem-27719	324	8	applications	application	NOUN
fbem-27719	324	9	machines	machine	NOUN
fbem-27719	324	10	learning	learn	VERB
fbem-27719	324	11	-	-	PUNCT
fbem-27719	324	12	based	base	VERB
fbem-27719	324	13	stock	stock	NOUN
fbem-27719	324	14	selection	selection	NOUN
fbem-27719	324	15	systems	system	NOUN
fbem-27719	324	16	need	need	VERB
fbem-27719	324	17	powerful	powerful	ADJ
fbem-27719	324	18	data	datum	NOUN
fbem-27719	324	19	processing	processing	NOUN
fbem-27719	324	20	capabilities	capability	NOUN
fbem-27719	324	21	.	.	PUNCT
fbem-27719	325	1	financial	financial	ADJ
fbem-27719	325	2	companies	company	NOUN
fbem-27719	325	3	and	and	CCONJ
fbem-27719	325	4	investors	investor	NOUN
fbem-27719	325	5	aiming	aim	VERB
fbem-27719	325	6	to	to	PART
fbem-27719	325	7	adopt	adopt	VERB
fbem-27719	325	8	such	such	ADJ
fbem-27719	325	9	models	model	NOUN
fbem-27719	325	10	must	must	AUX
fbem-27719	325	11	,	,	PUNCT
fbem-27719	325	12	therefore	therefore	ADV
fbem-27719	325	13	,	,	PUNCT
fbem-27719	325	14	first	first	ADV
fbem-27719	325	15	lay	lie	VERB
fbem-27719	325	16	the	the	DET
fbem-27719	325	17	groundwork	groundwork	NOUN
fbem-27719	325	18	for	for	ADP
fbem-27719	325	19	developing	develop	VERB
fbem-27719	325	20	a	a	DET
fbem-27719	325	21	data	data	NOUN
fbem-27719	325	22	infrastructure	infrastructure	NOUN
fbem-27719	325	23	that	that	PRON
fbem-27719	325	24	can	can	AUX
fbem-27719	325	25	be	be	AUX
fbem-27719	325	26	scaled	scale	VERB
fbem-27719	325	27	up	up	ADP
fbem-27719	325	28	easily	easily	ADV
fbem-27719	325	29	and	and	CCONJ
fbem-27719	325	30	is	be	AUX
fbem-27719	325	31	capable	capable	ADJ
fbem-27719	325	32	of	of	ADP
fbem-27719	325	33	managing	manage	VERB
fbem-27719	325	34	highdimensional	highdimensional	ADJ
fbem-27719	325	35	data	datum	NOUN
fbem-27719	325	36	,	,	PUNCT
fbem-27719	325	37	processing	process	VERB
fbem-27719	325	38	large	large	ADJ
fbem-27719	325	39	datasets	dataset	NOUN
fbem-27719	325	40	in	in	ADP
fbem-27719	325	41	real	real	ADJ
fbem-27719	325	42	time	time	NOUN
fbem-27719	325	43	,	,	PUNCT
fbem-27719	325	44	and	and	CCONJ
fbem-27719	325	45	supporting	support	VERB
fbem-27719	325	46	algorithms	algorithm	NOUN
fbem-27719	325	47	that	that	PRON
fbem-27719	325	48	are	be	AUX
fbem-27719	325	49	computationally	computationally	ADV
fbem-27719	325	50	intensive	intensive	ADJ
fbem-27719	325	51	.	.	PUNCT
fbem-27719	326	1	to	to	PART
fbem-27719	326	2	help	help	VERB
fbem-27719	326	3	facilitate	facilitate	VERB
fbem-27719	326	4	this	this	PRON
fbem-27719	326	5	,	,	PUNCT
fbem-27719	326	6	investment	investment	NOUN
fbem-27719	326	7	firms	firm	NOUN
fbem-27719	326	8	can	can	AUX
fbem-27719	326	9	use	use	VERB
fbem-27719	326	10	data	datum	NOUN
fbem-27719	326	11	engineering	engineering	NOUN
fbem-27719	326	12	methods	method	NOUN
fbem-27719	326	13	,	,	PUNCT
fbem-27719	326	14	like	like	ADP
fbem-27719	326	15	the	the	DET
fbem-27719	326	16	use	use	NOUN
fbem-27719	326	17	of	of	ADP
fbem-27719	326	18	data	datum	NOUN
fbem-27719	326	19	warehouses	warehouse	NOUN
fbem-27719	326	20	,	,	PUNCT
fbem-27719	326	21	cloud	cloud	ADJ
fbem-27719	326	22	storage	storage	NOUN
fbem-27719	326	23	solutions	solution	NOUN
fbem-27719	326	24	,	,	PUNCT
fbem-27719	326	25	and	and	CCONJ
fbem-27719	326	26	parallel	parallel	ADJ
fbem-27719	326	27	computing	computing	NOUN
fbem-27719	326	28	frameworks	framework	NOUN
fbem-27719	326	29	.	.	PUNCT
fbem-27719	327	1	quality	quality	NOUN
fbem-27719	327	2	of	of	ADP
fbem-27719	327	3	data	datum	NOUN
fbem-27719	327	4	can	can	AUX
fbem-27719	327	5	be	be	AUX
fbem-27719	327	6	ensured	ensure	VERB
fbem-27719	327	7	by	by	ADP
fbem-27719	327	8	strict	strict	ADJ
fbem-27719	327	9	preprocessing	preprocessing	NOUN
fbem-27719	327	10	steps	step	NOUN
fbem-27719	327	11	,	,	PUNCT
fbem-27719	327	12	including	include	VERB
fbem-27719	327	13	adjusting	adjust	VERB
fbem-27719	327	14	outliers	outlier	NOUN
fbem-27719	327	15	,	,	PUNCT
fbem-27719	327	16	neutralizing	neutralize	VERB
fbem-27719	327	17	factors	factor	NOUN
fbem-27719	327	18	,	,	PUNCT
fbem-27719	327	19	and	and	CCONJ
fbem-27719	327	20	standardization	standardization	NOUN
fbem-27719	327	21	,	,	PUNCT
fbem-27719	327	22	which	which	PRON
fbem-27719	327	23	,	,	PUNCT
fbem-27719	327	24	in	in	ADP
fbem-27719	327	25	turn	turn	NOUN
fbem-27719	327	26	,	,	PUNCT
fbem-27719	327	27	will	will	AUX
fbem-27719	327	28	increase	increase	VERB
fbem-27719	327	29	the	the	DET
fbem-27719	327	30	dependability	dependability	NOUN
fbem-27719	327	31	and	and	CCONJ
fbem-27719	327	32	accuracy	accuracy	NOUN
fbem-27719	327	33	of	of	ADP
fbem-27719	327	34	machine	machine	NOUN
fbem-27719	327	35	learning	learn	VERB
fbem-27719	327	36	in	in	ADP
fbem-27719	327	37	stock	stock	NOUN
fbem-27719	327	38	selection	selection	NOUN
fbem-27719	327	39	and	and	CCONJ
fbem-27719	327	40	risk	risk	NOUN
fbem-27719	327	41	management	management	NOUN
fbem-27719	327	42	.	.	PUNCT
fbem-27719	328	1	4.2.4	4.2.4	X
fbem-27719	328	2	.	.	PUNCT
fbem-27719	328	3	emphasizing	emphasize	VERB
fbem-27719	328	4	continuous	continuous	ADJ
fbem-27719	328	5	model	model	NOUN
fbem-27719	328	6	training	training	NOUN
fbem-27719	328	7	and	and	CCONJ
fbem-27719	328	8	evaluation	evaluation	NOUN
fbem-27719	328	9	the	the	DET
fbem-27719	328	10	suitability	suitability	NOUN
fbem-27719	328	11	of	of	ADP
fbem-27719	328	12	machine	machine	NOUN
fbem-27719	328	13	learning	learning	NOUN
fbem-27719	328	14	models	model	NOUN
fbem-27719	328	15	to	to	ADP
fbem-27719	328	16	new	new	ADJ
fbem-27719	328	17	environments	environment	NOUN
fbem-27719	328	18	is	be	AUX
fbem-27719	328	19	determined	determine	VERB
fbem-27719	328	20	by	by	ADP
fbem-27719	328	21	their	their	PRON
fbem-27719	328	22	capacity	capacity	NOUN
fbem-27719	328	23	for	for	ADP
fbem-27719	328	24	incremental	incremental	ADJ
fbem-27719	328	25	learning	learning	NOUN
fbem-27719	328	26	from	from	ADP
fbem-27719	328	27	streaming	stream	VERB
fbem-27719	328	28	data	datum	NOUN
fbem-27719	328	29	.	.	PUNCT
fbem-27719	329	1	it	it	PRON
fbem-27719	329	2	is	be	AUX
fbem-27719	329	3	suggested	suggest	VERB
fbem-27719	329	4	that	that	SCONJ
fbem-27719	329	5	the	the	DET
fbem-27719	329	6	investors	investor	NOUN
fbem-27719	329	7	practice	practice	VERB
fbem-27719	329	8	a	a	DET
fbem-27719	329	9	method	method	NOUN
fbem-27719	329	10	that	that	PRON
fbem-27719	329	11	involves	involve	VERB
fbem-27719	329	12	them	they	PRON
fbem-27719	329	13	retraining	retrain	VERB
fbem-27719	329	14	their	their	PRON
fbem-27719	329	15	models	model	NOUN
fbem-27719	329	16	every	every	PRON
fbem-27719	329	17	so	so	ADV
fbem-27719	329	18	often	often	ADV
fbem-27719	329	19	using	use	VERB
fbem-27719	329	20	the	the	DET
fbem-27719	329	21	latest	late	ADJ
fbem-27719	329	22	data	datum	NOUN
fbem-27719	329	23	on	on	ADP
fbem-27719	329	24	financials	financial	NOUN
fbem-27719	329	25	.	.	PUNCT
fbem-27719	330	1	this	this	PRON
fbem-27719	330	2	is	be	AUX
fbem-27719	330	3	to	to	PART
fbem-27719	330	4	make	make	VERB
fbem-27719	330	5	sure	sure	ADJ
fbem-27719	330	6	their	their	PRON
fbem-27719	330	7	predictions	prediction	NOUN
fbem-27719	330	8	are	be	AUX
fbem-27719	330	9	accurate	accurate	ADJ
fbem-27719	330	10	as	as	ADV
fbem-27719	330	11	well	well	ADV
fbem-27719	330	12	as	as	ADP
fbem-27719	330	13	relevant	relevant	ADJ
fbem-27719	330	14	with	with	ADP
fbem-27719	330	15	an	an	DET
fbem-27719	330	16	ever	ever	ADV
fbem-27719	330	17	-	-	PUNCT
fbem-27719	330	18	evolving	evolve	VERB
fbem-27719	330	19	market	market	NOUN
fbem-27719	330	20	.	.	PUNCT
fbem-27719	331	1	a	a	DET
fbem-27719	331	2	method	method	NOUN
fbem-27719	331	3	of	of	ADP
fbem-27719	331	4	backtesting	backtesting	NOUN
fbem-27719	331	5	that	that	PRON
fbem-27719	331	6	compares	compare	VERB
fbem-27719	331	7	the	the	DET
fbem-27719	331	8	performances	performance	NOUN
fbem-27719	331	9	of	of	ADP
fbem-27719	331	10	the	the	DET
fbem-27719	331	11	current	current	ADJ
fbem-27719	331	12	investment	investment	NOUN
fbem-27719	331	13	regimes	regime	NOUN
fbem-27719	331	14	with	with	ADP
fbem-27719	331	15	those	those	PRON
fbem-27719	331	16	of	of	ADP
fbem-27719	331	17	the	the	DET
fbem-27719	331	18	past	past	NOUN
fbem-27719	331	19	can	can	AUX
fbem-27719	331	20	be	be	AUX
fbem-27719	331	21	a	a	DET
fbem-27719	331	22	great	great	ADJ
fbem-27719	331	23	addition	addition	NOUN
fbem-27719	331	24	to	to	ADP
fbem-27719	331	25	the	the	DET
fbem-27719	331	26	automated	automate	VERB
fbem-27719	331	27	model	model	NOUN
fbem-27719	331	28	re	re	NOUN
fbem-27719	331	29	-	-	NOUN
fbem-27719	331	30	training	training	NOUN
fbem-27719	331	31	and	and	CCONJ
fbem-27719	331	32	validation	validation	NOUN
fbem-27719	331	33	procedures	procedure	NOUN
fbem-27719	331	34	that	that	PRON
fbem-27719	331	35	investment	investment	NOUN
fbem-27719	331	36	organizations	organization	NOUN
fbem-27719	331	37	might	might	AUX
fbem-27719	331	38	use	use	VERB
fbem-27719	331	39	.	.	PUNCT
fbem-27719	332	1	connected	connect	VERB
fbem-27719	332	2	with	with	ADP
fbem-27719	332	3	this	this	PRON
fbem-27719	332	4	,	,	PUNCT
fbem-27719	332	5	continuous	continuous	ADJ
fbem-27719	332	6	learning	learning	NOUN
fbem-27719	332	7	in	in	ADP
fbem-27719	332	8	machine	machine	NOUN
fbem-27719	332	9	learning	learning	NOUN
fbem-27719	332	10	allows	allow	VERB
fbem-27719	332	11	models	model	NOUN
fbem-27719	332	12	to	to	PART
fbem-27719	332	13	adjust	adjust	VERB
fbem-27719	332	14	and	and	CCONJ
fbem-27719	332	15	evolve	evolve	VERB
fbem-27719	332	16	to	to	ADP
fbem-27719	332	17	ever	ever	ADV
fbem-27719	332	18	-	-	PUNCT
fbem-27719	332	19	changing	change	VERB
fbem-27719	332	20	market	market	NOUN
fbem-27719	332	21	conditions	condition	NOUN
fbem-27719	332	22	.	.	PUNCT
fbem-27719	333	1	therefore	therefore	ADV
fbem-27719	333	2	,	,	PUNCT
fbem-27719	333	3	market	market	NOUN
fbem-27719	333	4	models	model	NOUN
fbem-27719	333	5	do	do	AUX
fbem-27719	333	6	not	not	PART
fbem-27719	333	7	run	run	VERB
fbem-27719	333	8	the	the	DET
fbem-27719	333	9	risk	risk	NOUN
fbem-27719	333	10	of	of	ADP
fbem-27719	333	11	overfitting	overfitte	VERB
fbem-27719	333	12	to	to	ADP
fbem-27719	333	13	irrelevant	irrelevant	ADJ
fbem-27719	333	14	patterns	pattern	NOUN
fbem-27719	333	15	.	.	PUNCT
fbem-27719	334	1	references	reference	NOUN
fbem-27719	334	2	[	[	X
fbem-27719	334	3	1	1	NUM
fbem-27719	334	4	]	]	SYM
fbem-27719	334	5	abe	abe	PROPN
fbem-27719	334	6	,	,	PUNCT
fbem-27719	334	7	m.	m.	NOUN
fbem-27719	334	8	,	,	PUNCT
fbem-27719	334	9	&	&	CCONJ
fbem-27719	334	10	nakagawa	nakagawa	PROPN
fbem-27719	334	11	,	,	PUNCT
fbem-27719	334	12	k.	k.	PROPN
fbem-27719	334	13	(	(	PUNCT
fbem-27719	334	14	2022	2022	NUM
fbem-27719	334	15	)	)	PUNCT
fbem-27719	334	16	.	.	PUNCT
fbem-27719	335	1	enhanced	enhance	VERB
fbem-27719	335	2	quantile	quantile	ADJ
fbem-27719	335	3	portfolio	portfolio	NOUN
fbem-27719	335	4	for	for	ADP
fbem-27719	335	5	multifactor	multifactor	NOUN
fbem-27719	335	6	model	model	NOUN
fbem-27719	335	7	with	with	ADP
fbem-27719	335	8	deep	deep	ADJ
fbem-27719	335	9	learning	learning	NOUN
fbem-27719	335	10	.	.	PUNCT
fbem-27719	336	1	enhanced	enhance	VERB
fbem-27719	336	2	quantile	quantile	ADJ
fbem-27719	336	3	portfolio	portfolio	NOUN
fbem-27719	336	4	for	for	ADP
fbem-27719	336	5	multifactor	multifactor	NOUN
fbem-27719	336	6	model	model	NOUN
fbem-27719	336	7	with	with	ADP
fbem-27719	336	8	deep	deep	ADJ
fbem-27719	336	9	learning	learning	NOUN
fbem-27719	336	10	.	.	PUNCT
fbem-27719	337	1	[	[	X
fbem-27719	337	2	2	2	NUM
fbem-27719	337	3	]	]	X
fbem-27719	337	4	arnott	arnott	PROPN
fbem-27719	337	5	,	,	PUNCT
fbem-27719	337	6	r.	r.	PROPN
fbem-27719	337	7	d.	d.	PROPN
fbem-27719	337	8	,	,	PUNCT
fbem-27719	337	9	clements	clements	PROPN
fbem-27719	337	10	,	,	PUNCT
fbem-27719	337	11	m.	m.	NOUN
fbem-27719	337	12	,	,	PUNCT
fbem-27719	337	13	kalesnik	kalesnik	NOUN
fbem-27719	337	14	,	,	PUNCT
fbem-27719	337	15	v.	v.	PROPN
fbem-27719	337	16	,	,	PUNCT
fbem-27719	337	17	&	&	CCONJ
fbem-27719	337	18	linnainmaa	linnainmaa	PROPN
fbem-27719	337	19	,	,	PUNCT
fbem-27719	337	20	j.	j.	PROPN
fbem-27719	337	21	(	(	PUNCT
fbem-27719	337	22	2019	2019	NUM
fbem-27719	337	23	)	)	PUNCT
fbem-27719	337	24	.	.	PUNCT
fbem-27719	338	1	factor	factor	NOUN
fbem-27719	338	2	momentum	momentum	NOUN
fbem-27719	338	3	.	.	PUNCT
fbem-27719	339	1	research	research	NOUN
fbem-27719	339	2	affiliates	affiliate	NOUN
fbem-27719	339	3	,	,	PUNCT
fbem-27719	339	4	llc	llc	PROPN
fbem-27719	339	5	,	,	PUNCT
fbem-27719	339	6	dartmouth	dartmouth	PROPN
fbem-27719	339	7	college	college	PROPN
fbem-27719	339	8	.	.	PUNCT
fbem-27719	340	1	available	available	ADJ
fbem-27719	340	2	at	at	ADP
fbem-27719	340	3	:	:	PUNCT
fbem-27719	340	4	https://ssrn.com/abstract=3116974	https://ssrn.com/abstract=3116974	PROPN
fbem-27719	341	1	[	[	X
fbem-27719	341	2	3	3	NUM
fbem-27719	341	3	]	]	X
fbem-27719	341	4	asness	asness	PROPN
fbem-27719	341	5	,	,	PUNCT
fbem-27719	341	6	c.	c.	PROPN
fbem-27719	341	7	s.	s.	PROPN
fbem-27719	341	8	,	,	PUNCT
fbem-27719	341	9	moskowitz	moskowitz	PROPN
fbem-27719	341	10	,	,	PUNCT
fbem-27719	341	11	t.	t.	PROPN
fbem-27719	341	12	j.	j.	PROPN
fbem-27719	341	13	,	,	PUNCT
fbem-27719	341	14	&	&	CCONJ
fbem-27719	341	15	pedersen	pedersen	PROPN
fbem-27719	341	16	,	,	PUNCT
fbem-27719	341	17	l.	l.	PROPN
fbem-27719	341	18	h.	h.	PROPN
fbem-27719	341	19	(	(	PUNCT
fbem-27719	341	20	2022	2022	NUM
fbem-27719	341	21	)	)	PUNCT
fbem-27719	341	22	.	.	PUNCT
fbem-27719	342	1	combining	combine	VERB
fbem-27719	342	2	value	value	NOUN
fbem-27719	342	3	and	and	CCONJ
fbem-27719	342	4	momentum	momentum	NOUN
fbem-27719	342	5	.	.	PUNCT
fbem-27719	343	1	review	review	NOUN
fbem-27719	343	2	of	of	ADP
fbem-27719	343	3	financial	financial	ADJ
fbem-27719	343	4	studies	study	NOUN
fbem-27719	343	5	.	.	PUNCT
fbem-27719	344	1	[	[	X
fbem-27719	344	2	4	4	NUM
fbem-27719	344	3	]	]	X
fbem-27719	344	4	blitz	blitz	NOUN
fbem-27719	344	5	,	,	PUNCT
fbem-27719	344	6	d.	d.	PROPN
fbem-27719	344	7	,	,	PUNCT
fbem-27719	344	8	&	&	CCONJ
fbem-27719	344	9	hanauer	hanauer	PROPN
fbem-27719	344	10	,	,	PUNCT
fbem-27719	344	11	m.	m.	NOUN
fbem-27719	344	12	x.	x.	PROPN
fbem-27719	344	13	(	(	PUNCT
fbem-27719	344	14	2020	2020	NUM
fbem-27719	344	15	)	)	PUNCT
fbem-27719	344	16	.	.	PUNCT
fbem-27719	345	1	the	the	DET
fbem-27719	345	2	size	size	NOUN
fbem-27719	345	3	factor	factor	NOUN
fbem-27719	345	4	in	in	ADP
fbem-27719	345	5	stock	stock	NOUN
fbem-27719	345	6	returns	return	NOUN
fbem-27719	345	7	:	:	PUNCT
fbem-27719	345	8	is	be	AUX
fbem-27719	345	9	it	it	PRON
fbem-27719	345	10	really	really	ADV
fbem-27719	345	11	there	there	ADV
fbem-27719	345	12	?	?	PUNCT
fbem-27719	346	1	journal	journal	NOUN
fbem-27719	346	2	of	of	ADP
fbem-27719	346	3	financial	financial	ADJ
fbem-27719	346	4	markets	market	NOUN
fbem-27719	346	5	.	.	PUNCT
fbem-27719	347	1	[	[	X
fbem-27719	347	2	5	5	NUM
fbem-27719	347	3	]	]	X
fbem-27719	347	4	chen	chen	PROPN
fbem-27719	347	5	,	,	PUNCT
fbem-27719	347	6	j.	j.	PROPN
fbem-27719	347	7	,	,	PUNCT
fbem-27719	347	8	tang	tang	PROPN
fbem-27719	347	9	,	,	PUNCT
fbem-27719	347	10	g.	g.	PROPN
fbem-27719	347	11	,	,	PUNCT
fbem-27719	347	12	yao	yao	PROPN
fbem-27719	347	13	,	,	PUNCT
fbem-27719	347	14	j.	j.	PROPN
fbem-27719	347	15	,	,	PUNCT
fbem-27719	347	16	&	&	CCONJ
fbem-27719	347	17	zhou	zhou	PROPN
fbem-27719	347	18	,	,	PUNCT
fbem-27719	347	19	g.	g.	PROPN
fbem-27719	347	20	(	(	PUNCT
fbem-27719	347	21	2019	2019	NUM
fbem-27719	347	22	)	)	PUNCT
fbem-27719	347	23	.	.	PUNCT
fbem-27719	348	1	investor	investor	NOUN
fbem-27719	348	2	attention	attention	NOUN
fbem-27719	348	3	and	and	CCONJ
fbem-27719	348	4	stock	stock	NOUN
fbem-27719	348	5	returns	return	NOUN
fbem-27719	348	6	.	.	PUNCT
fbem-27719	349	1	xiamen	xiamen	PROPN
fbem-27719	349	2	university	university	PROPN
fbem-27719	349	3	,	,	PUNCT
fbem-27719	349	4	hunan	hunan	PROPN
fbem-27719	349	5	university	university	PROPN
fbem-27719	349	6	,	,	PUNCT
fbem-27719	349	7	jinan	jinan	PROPN
fbem-27719	349	8	university	university	PROPN
fbem-27719	349	9	,	,	PUNCT
fbem-27719	349	10	washington	washington	PROPN
fbem-27719	349	11	university	university	PROPN
fbem-27719	349	12	in	in	ADP
fbem-27719	349	13	st	st	PROPN
fbem-27719	349	14	.	.	PROPN
fbem-27719	349	15	louis	louis	PROPN
fbem-27719	349	16	.	.	PROPN
fbem-27719	349	17	available	available	ADJ
fbem-27719	349	18	at	at	ADP
fbem-27719	349	19	:	:	PUNCT
fbem-27719	349	20	https://ssrn.com/abstract=3194387	https://ssrn.com/abstract=3194387	NOUN
fbem-27719	349	21	[	[	X
fbem-27719	349	22	6	6	NUM
fbem-27719	349	23	]	]	X
fbem-27719	349	24	chen	chen	PROPN
fbem-27719	349	25	,	,	PUNCT
fbem-27719	349	26	x.	x.	PROPN
fbem-27719	349	27	,	,	PUNCT
fbem-27719	349	28	cho	cho	PROPN
fbem-27719	349	29	,	,	PUNCT
fbem-27719	349	30	y.	y.	PROPN
fbem-27719	349	31	h.	h.	PROPN
fbem-27719	349	32	(	(	PUNCT
fbem-27719	349	33	tony	tony	ADJ
fbem-27719	349	34	)	)	PUNCT
fbem-27719	349	35	,	,	PUNCT
fbem-27719	349	36	dou	dou	PROPN
fbem-27719	349	37	,	,	PUNCT
fbem-27719	349	38	y.	y.	PROPN
fbem-27719	349	39	,	,	PUNCT
fbem-27719	349	40	&	&	CCONJ
fbem-27719	349	41	lev	lev	PROPN
fbem-27719	349	42	,	,	PUNCT
fbem-27719	349	43	b.	b.	PROPN
fbem-27719	349	44	(	(	PUNCT
fbem-27719	349	45	2022	2022	NUM
fbem-27719	349	46	)	)	PUNCT
fbem-27719	349	47	.	.	PUNCT
fbem-27719	350	1	predicting	predict	VERB
fbem-27719	350	2	future	future	ADJ
fbem-27719	350	3	earnings	earning	NOUN
fbem-27719	350	4	changes	change	NOUN
fbem-27719	350	5	using	use	VERB
fbem-27719	350	6	machine	machine	NOUN
fbem-27719	350	7	learning	learning	NOUN
fbem-27719	350	8	and	and	CCONJ
fbem-27719	350	9	detailed	detailed	ADJ
fbem-27719	350	10	financial	financial	ADJ
fbem-27719	350	11	data	datum	NOUN
fbem-27719	350	12	.	.	PUNCT
fbem-27719	351	1	journal	journal	NOUN
fbem-27719	351	2	of	of	ADP
fbem-27719	351	3	accounting	accounting	NOUN
fbem-27719	351	4	research	research	NOUN
fbem-27719	351	5	,	,	PUNCT
fbem-27719	351	6	60(2	60(2	NUM
fbem-27719	351	7	)	)	PUNCT
fbem-27719	351	8	,	,	PUNCT
fbem-27719	351	9	467	467	NUM
fbem-27719	351	10	-	-	SYM
fbem-27719	351	11	515	515	NUM
fbem-27719	351	12	.	.	PUNCT
fbem-27719	352	1	[	[	X
fbem-27719	352	2	7	7	NUM
fbem-27719	352	3	]	]	ADJ
fbem-27719	352	4	esakia	esakia	NOUN
fbem-27719	352	5	,	,	PUNCT
fbem-27719	352	6	m.	m.	NOUN
fbem-27719	352	7	,	,	PUNCT
fbem-27719	352	8	goltz	goltz	NOUN
fbem-27719	352	9	,	,	PUNCT
fbem-27719	352	10	f.	f.	PROPN
fbem-27719	352	11	,	,	PUNCT
fbem-27719	352	12	luyten	luyten	PROPN
fbem-27719	352	13	,	,	PUNCT
fbem-27719	352	14	b.	b.	PROPN
fbem-27719	352	15	,	,	PUNCT
fbem-27719	352	16	&	&	CCONJ
fbem-27719	352	17	sibbe	sibbe	NOUN
fbem-27719	352	18	,	,	PUNCT
fbem-27719	352	19	m.	m.	NOUN
fbem-27719	352	20	(	(	PUNCT
fbem-27719	352	21	2020	2020	NUM
fbem-27719	352	22	)	)	PUNCT
fbem-27719	352	23	.	.	PUNCT
fbem-27719	353	1	the	the	DET
fbem-27719	353	2	impact	impact	NOUN
fbem-27719	353	3	of	of	ADP
fbem-27719	353	4	the	the	DET
fbem-27719	353	5	size	size	NOUN
fbem-27719	353	6	factor	factor	NOUN
fbem-27719	353	7	on	on	ADP
fbem-27719	353	8	the	the	DET
fbem-27719	353	9	sharpe	sharpe	PROPN
fbem-27719	353	10	ratio	ratio	NOUN
fbem-27719	353	11	of	of	ADP
fbem-27719	353	12	a	a	DET
fbem-27719	353	13	multi	multi	ADJ
fbem-27719	353	14	-	-	ADJ
fbem-27719	353	15	factor	factor	NOUN
fbem-27719	353	16	portfolio	portfolio	NOUN
fbem-27719	353	17	.	.	PUNCT
fbem-27719	354	1	journal	journal	PROPN
fbem-27719	354	2	of	of	ADP
fbem-27719	354	3	beta	beta	ADJ
fbem-27719	354	4	investment	investment	NOUN
fbem-27719	354	5	strategies	strategy	NOUN
fbem-27719	354	6	.	.	PUNCT
fbem-27719	355	1	[	[	X
fbem-27719	355	2	8	8	NUM
fbem-27719	355	3	]	]	PUNCT
fbem-27719	355	4	fama	fama	PROPN
fbem-27719	355	5	,	,	PUNCT
fbem-27719	355	6	e.	e.	PROPN
fbem-27719	355	7	f.	f.	PROPN
fbem-27719	355	8	,	,	PUNCT
fbem-27719	355	9	&	&	CCONJ
fbem-27719	355	10	french	french	PROPN
fbem-27719	355	11	,	,	PUNCT
fbem-27719	355	12	k.	k.	PROPN
fbem-27719	355	13	r.	r.	PROPN
fbem-27719	355	14	(	(	PUNCT
fbem-27719	355	15	2020	2020	NUM
fbem-27719	355	16	)	)	PUNCT
fbem-27719	355	17	.	.	PUNCT
fbem-27719	356	1	comparing	compare	VERB
fbem-27719	356	2	cross	cross	NOUN
fbem-27719	356	3	-	-	NOUN
fbem-27719	356	4	section	section	NOUN
fbem-27719	356	5	and	and	CCONJ
fbem-27719	356	6	time	time	NOUN
fbem-27719	356	7	-	-	PUNCT
fbem-27719	356	8	series	series	NOUN
fbem-27719	356	9	factor	factor	NOUN
fbem-27719	356	10	models	model	NOUN
fbem-27719	356	11	.	.	PUNCT
fbem-27719	357	1	review	review	NOUN
fbem-27719	357	2	of	of	ADP
fbem-27719	357	3	financial	financial	ADJ
fbem-27719	357	4	studies	study	NOUN
fbem-27719	357	5	,	,	PUNCT
fbem-27719	357	6	33(5	33(5	NUM
fbem-27719	357	7	)	)	PUNCT
fbem-27719	357	8	,	,	PUNCT
fbem-27719	357	9	1891	1891	NUM
fbem-27719	357	10	-	-	SYM
fbem-27719	357	11	1926	1926	NUM
fbem-27719	357	12	.	.	PUNCT
fbem-27719	358	1	[	[	X
fbem-27719	358	2	9	9	NUM
fbem-27719	358	3	]	]	X
fbem-27719	358	4	feng	feng	PROPN
fbem-27719	358	5	,	,	PUNCT
fbem-27719	358	6	l.	l.	PROPN
fbem-27719	358	7	,	,	PUNCT
fbem-27719	358	8	seasholes	seashole	NOUN
fbem-27719	358	9	,	,	PUNCT
fbem-27719	358	10	m.	m.	NOUN
fbem-27719	358	11	s.	s.	PROPN
fbem-27719	358	12	,	,	PUNCT
fbem-27719	358	13	&	&	CCONJ
fbem-27719	358	14	zhang	zhang	PROPN
fbem-27719	358	15	,	,	PUNCT
fbem-27719	358	16	l.	l.	PROPN
fbem-27719	358	17	e.	e.	PROPN
fbem-27719	358	18	(	(	PUNCT
fbem-27719	358	19	2020	2020	NUM
fbem-27719	358	20	)	)	PUNCT
fbem-27719	358	21	.	.	PUNCT
fbem-27719	359	1	investment	investment	NOUN
fbem-27719	359	2	and	and	CCONJ
fbem-27719	359	3	stock	stock	NOUN
fbem-27719	359	4	returns	return	NOUN
fbem-27719	359	5	:	:	PUNCT
fbem-27719	359	6	evidence	evidence	NOUN
fbem-27719	359	7	from	from	ADP
fbem-27719	359	8	china	china	PROPN
fbem-27719	359	9	.	.	PUNCT
fbem-27719	360	1	journal	journal	PROPN
fbem-27719	360	2	of	of	ADP
fbem-27719	360	3	financial	financial	ADJ
fbem-27719	360	4	economics	economic	NOUN
fbem-27719	360	5	,	,	PUNCT
fbem-27719	360	6	137(2	137(2	NUM
fbem-27719	360	7	)	)	PUNCT
fbem-27719	360	8	,	,	PUNCT
fbem-27719	360	9	504	504	NUM
fbem-27719	360	10	-	-	SYM
fbem-27719	360	11	520	520	NUM
fbem-27719	360	12	.	.	PUNCT
fbem-27719	361	1	https://doi.org/10.1016/j.jfineco.2019.09.005	https://doi.org/10.1016/j.jfineco.2019.09.005	NOUN
fbem-27719	361	2	[	[	X
fbem-27719	361	3	10	10	NUM
fbem-27719	361	4	]	]	X
fbem-27719	361	5	gandhmal	gandhmal	NOUN
fbem-27719	361	6	,	,	PUNCT
fbem-27719	361	7	d.	d.	PROPN
fbem-27719	361	8	p.	p.	PROPN
fbem-27719	361	9	,	,	PUNCT
fbem-27719	361	10	&	&	CCONJ
fbem-27719	361	11	kumar	kumar	PROPN
fbem-27719	361	12	,	,	PUNCT
fbem-27719	361	13	k.	k.	PROPN
fbem-27719	361	14	(	(	PUNCT
fbem-27719	361	15	2019	2019	NUM
fbem-27719	361	16	)	)	PUNCT
fbem-27719	361	17	.	.	PUNCT
fbem-27719	362	1	application	application	NOUN
fbem-27719	362	2	of	of	ADP
fbem-27719	362	3	machine	machine	NOUN
fbem-27719	362	4	learning	learn	VERB
fbem-27719	362	5	in	in	ADP
fbem-27719	362	6	predicting	predict	VERB
fbem-27719	362	7	the	the	DET
fbem-27719	362	8	stock	stock	NOUN
fbem-27719	362	9	market	market	NOUN
fbem-27719	362	10	:	:	PUNCT
fbem-27719	362	11	a	a	DET
fbem-27719	362	12	comprehensive	comprehensive	ADJ
fbem-27719	362	13	389	389	NUM
fbem-27719	362	14	review	review	NOUN
fbem-27719	362	15	.	.	PUNCT
fbem-27719	363	1	computer	computer	NOUN
fbem-27719	363	2	science	science	PROPN
fbem-27719	363	3	review	review	PROPN
fbem-27719	363	4	,	,	PUNCT
fbem-27719	363	5	34	34	NUM
fbem-27719	363	6	,	,	PUNCT
fbem-27719	363	7	100191	100191	NUM
fbem-27719	363	8	.	.	PUNCT
fbem-27719	364	1	https://doi.org/10.1016/j.cosrev.2019.100191	https://doi.org/10.1016/j.cosrev.2019.100191	PROPN
fbem-27719	364	2	[	[	X
fbem-27719	364	3	11	11	NUM
fbem-27719	364	4	]	]	X
fbem-27719	364	5	gao	gao	PROPN
fbem-27719	364	6	,	,	PUNCT
fbem-27719	364	7	c.-h	c.-h	PROPN
fbem-27719	364	8	.	.	PROPN
fbem-27719	364	9	,	,	PUNCT
fbem-27719	364	10	tsai	tsai	PROPN
fbem-27719	364	11	,	,	PUNCT
fbem-27719	364	12	p.-f	p.-f	PROPN
fbem-27719	364	13	.	.	PUNCT
fbem-27719	364	14	,	,	PUNCT
fbem-27719	364	15	&	&	CCONJ
fbem-27719	364	16	yuan	yuan	PROPN
fbem-27719	364	17	,	,	PUNCT
fbem-27719	364	18	s.-m	s.-m	PROPN
fbem-27719	364	19	.	.	PUNCT
fbem-27719	365	1	(	(	PUNCT
fbem-27719	365	2	2022	2022	NUM
fbem-27719	365	3	)	)	PUNCT
fbem-27719	365	4	.	.	PUNCT
fbem-27719	366	1	synergy	synergy	NOUN
fbem-27719	366	2	frontier	frontier	NOUN
fbem-27719	366	3	of	of	ADP
fbem-27719	366	4	multi	multi	ADJ
fbem-27719	366	5	-	-	ADJ
fbem-27719	366	6	factor	factor	NOUN
fbem-27719	366	7	stock	stock	NOUN
fbem-27719	366	8	selection	selection	NOUN
fbem-27719	366	9	model	model	NOUN
fbem-27719	366	10	.	.	PUNCT
fbem-27719	367	1	springer	springer	NOUN
fbem-27719	367	2	.	.	PUNCT
fbem-27719	368	1	[	[	X
fbem-27719	368	2	12	12	NUM
fbem-27719	368	3	]	]	X
fbem-27719	368	4	gupta	gupta	PROPN
fbem-27719	368	5	,	,	PUNCT
fbem-27719	368	6	t.	t.	PROPN
fbem-27719	368	7	,	,	PUNCT
fbem-27719	368	8	&	&	CCONJ
fbem-27719	368	9	kelly	kelly	PROPN
fbem-27719	368	10	,	,	PUNCT
fbem-27719	368	11	b.	b.	PROPN
fbem-27719	368	12	t.	t.	PROPN
fbem-27719	368	13	(	(	PUNCT
fbem-27719	368	14	2019	2019	NUM
fbem-27719	368	15	)	)	PUNCT
fbem-27719	368	16	.	.	PUNCT
fbem-27719	369	1	factor	factor	NOUN
fbem-27719	369	2	momentum	momentum	NOUN
fbem-27719	369	3	everywhere	everywhere	ADV
fbem-27719	369	4	.	.	PUNCT
fbem-27719	370	1	the	the	DET
fbem-27719	370	2	journal	journal	PROPN
fbem-27719	370	3	of	of	ADP
fbem-27719	370	4	portfolio	portfolio	NOUN
fbem-27719	370	5	management	management	NOUN
fbem-27719	370	6	,	,	PUNCT
fbem-27719	370	7	45(3	45(3	NUM
fbem-27719	370	8	)	)	PUNCT
fbem-27719	370	9	,	,	PUNCT
fbem-27719	370	10	1336	1336	NUM
fbem-27719	370	11	.	.	PUNCT
fbem-27719	371	1	[	[	X
fbem-27719	371	2	13	13	NUM
fbem-27719	371	3	]	]	X
fbem-27719	371	4	henrique	henrique	X
fbem-27719	371	5	,	,	PUNCT
fbem-27719	371	6	b.	b.	PROPN
fbem-27719	371	7	m.	m.	PROPN
fbem-27719	371	8	,	,	PUNCT
fbem-27719	371	9	sobreiro	sobreiro	PROPN
fbem-27719	371	10	,	,	PUNCT
fbem-27719	371	11	v.	v.	PROPN
fbem-27719	371	12	a.	a.	PROPN
fbem-27719	371	13	,	,	PUNCT
fbem-27719	371	14	&	&	CCONJ
fbem-27719	371	15	kimura	kimura	PROPN
fbem-27719	371	16	,	,	PUNCT
fbem-27719	371	17	h.	h.	PROPN
fbem-27719	371	18	(	(	PUNCT
fbem-27719	371	19	2019	2019	NUM
fbem-27719	371	20	)	)	PUNCT
fbem-27719	371	21	.	.	PUNCT
fbem-27719	371	22	machine	machine	NOUN
fbem-27719	371	23	learning	learn	VERB
fbem-27719	371	24	in	in	ADP
fbem-27719	371	25	financial	financial	ADJ
fbem-27719	371	26	markets	market	NOUN
fbem-27719	371	27	:	:	PUNCT
fbem-27719	371	28	a	a	DET
fbem-27719	371	29	survey	survey	NOUN
fbem-27719	371	30	.	.	PUNCT
fbem-27719	372	1	annals	annal	NOUN
fbem-27719	372	2	of	of	ADP
fbem-27719	372	3	operations	operation	NOUN
fbem-27719	372	4	research	research	NOUN
fbem-27719	372	5	,	,	PUNCT
fbem-27719	372	6	282	282	NUM
fbem-27719	372	7	,	,	PUNCT
fbem-27719	372	8	1	1	NUM
fbem-27719	372	9	-	-	SYM
fbem-27719	372	10	31	31	NUM
fbem-27719	372	11	.	.	PUNCT
fbem-27719	373	1	https://doi.org/10.1007/s10479-018-3103-7	https://doi.org/10.1007/s10479-018-3103-7	PUNCT
fbem-27719	374	1	[	[	X
fbem-27719	374	2	14	14	NUM
fbem-27719	374	3	]	]	X
fbem-27719	374	4	hoang	hoang	PROPN
fbem-27719	374	5	,	,	PUNCT
fbem-27719	374	6	d.	d.	PROPN
fbem-27719	374	7	,	,	PUNCT
fbem-27719	374	8	&	&	CCONJ
fbem-27719	374	9	wiegratz	wiegratz	PROPN
fbem-27719	374	10	,	,	PUNCT
fbem-27719	374	11	k.	k.	PROPN
fbem-27719	374	12	(	(	PUNCT
fbem-27719	374	13	2023	2023	NUM
fbem-27719	374	14	)	)	PUNCT
fbem-27719	374	15	.	.	PUNCT
fbem-27719	375	1	machine	machine	NOUN
fbem-27719	375	2	learning	learn	VERB
fbem-27719	375	3	methods	method	NOUN
fbem-27719	375	4	in	in	ADP
fbem-27719	375	5	finance	finance	NOUN
fbem-27719	375	6	:	:	PUNCT
fbem-27719	375	7	recent	recent	ADJ
fbem-27719	375	8	applications	application	NOUN
fbem-27719	375	9	and	and	CCONJ
fbem-27719	375	10	prospects	prospect	NOUN
fbem-27719	375	11	.	.	PUNCT
fbem-27719	376	1	european	european	ADJ
fbem-27719	376	2	financial	financial	ADJ
fbem-27719	376	3	management	management	NOUN
fbem-27719	376	4	,	,	PUNCT
fbem-27719	376	5	29(5	29(5	NUM
fbem-27719	376	6	)	)	PUNCT
fbem-27719	376	7	,	,	PUNCT
fbem-27719	376	8	1657	1657	NUM
fbem-27719	376	9	-	-	SYM
fbem-27719	376	10	1701	1701	NUM
fbem-27719	376	11	.	.	PUNCT
fbem-27719	377	1	[	[	X
fbem-27719	377	2	15	15	NUM
fbem-27719	377	3	]	]	X
fbem-27719	377	4	liu	liu	PROPN
fbem-27719	377	5	,	,	PUNCT
fbem-27719	377	6	y.	y.	PROPN
fbem-27719	377	7	,	,	PUNCT
fbem-27719	377	8	wang	wang	PROPN
fbem-27719	377	9	,	,	PUNCT
fbem-27719	377	10	q.	q.	PROPN
fbem-27719	377	11	,	,	PUNCT
fbem-27719	377	12	&	&	CCONJ
fbem-27719	377	13	cheng	cheng	PROPN
fbem-27719	377	14	,	,	PUNCT
fbem-27719	377	15	y.	y.	PROPN
fbem-27719	377	16	(	(	PUNCT
fbem-27719	377	17	2019	2019	NUM
fbem-27719	377	18	)	)	PUNCT
fbem-27719	377	19	.	.	PUNCT
fbem-27719	378	1	size	size	NOUN
fbem-27719	378	2	effect	effect	NOUN
fbem-27719	378	3	in	in	ADP
fbem-27719	378	4	chinese	chinese	ADJ
fbem-27719	378	5	stock	stock	NOUN
fbem-27719	378	6	market	market	NOUN
fbem-27719	378	7	:	:	PUNCT
fbem-27719	378	8	evidence	evidence	NOUN
fbem-27719	378	9	from	from	ADP
fbem-27719	378	10	2000	2000	NUM
fbem-27719	378	11	to	to	ADP
fbem-27719	378	12	2016	2016	NUM
fbem-27719	378	13	.	.	PUNCT
fbem-27719	379	1	journal	journal	PROPN
fbem-27719	379	2	of	of	ADP
fbem-27719	379	3	financial	financial	ADJ
fbem-27719	379	4	research	research	NOUN
fbem-27719	379	5	.	.	PUNCT
fbem-27719	380	1	[	[	X
fbem-27719	380	2	16	16	NUM
fbem-27719	380	3	]	]	X
fbem-27719	380	4	michis	michis	NOUN
fbem-27719	380	5	,	,	PUNCT
fbem-27719	380	6	a.	a.	NOUN
fbem-27719	380	7	a.	a.	NOUN
fbem-27719	380	8	(	(	PUNCT
fbem-27719	380	9	2022	2022	NUM
fbem-27719	380	10	)	)	PUNCT
fbem-27719	380	11	.	.	PUNCT
fbem-27719	381	1	multiscale	multiscale	ADJ
fbem-27719	381	2	partial	partial	ADJ
fbem-27719	381	3	correlation	correlation	NOUN
fbem-27719	381	4	clustering	clustering	NOUN
fbem-27719	381	5	of	of	ADP
fbem-27719	381	6	stock	stock	NOUN
fbem-27719	381	7	market	market	NOUN
fbem-27719	381	8	returns	return	NOUN
fbem-27719	381	9	.	.	PUNCT
fbem-27719	382	1	journal	journal	NOUN
fbem-27719	382	2	of	of	ADP
fbem-27719	382	3	risk	risk	NOUN
fbem-27719	382	4	and	and	CCONJ
fbem-27719	382	5	financial	financial	ADJ
fbem-27719	382	6	management	management	NOUN
fbem-27719	382	7	,	,	PUNCT
fbem-27719	382	8	15(1	15(1	NUM
fbem-27719	382	9	)	)	PUNCT
fbem-27719	382	10	,	,	PUNCT
fbem-27719	382	11	24	24	NUM
fbem-27719	382	12	.	.	PUNCT
fbem-27719	383	1	https://doi.org/10.3390/jrfm15010024	https://doi.org/10.3390/jrfm15010024	PROPN
fbem-27719	384	1	[	[	X
fbem-27719	384	2	17	17	NUM
fbem-27719	384	3	]	]	X
fbem-27719	384	4	nti	nti	PROPN
fbem-27719	384	5	,	,	PUNCT
fbem-27719	384	6	i.	i.	PROPN
fbem-27719	384	7	k.	k.	PROPN
fbem-27719	384	8	,	,	PUNCT
fbem-27719	384	9	adekoya	adekoya	PROPN
fbem-27719	384	10	,	,	PUNCT
fbem-27719	384	11	a.	a.	PROPN
fbem-27719	384	12	f.	f.	PROPN
fbem-27719	384	13	,	,	PUNCT
fbem-27719	384	14	&	&	CCONJ
fbem-27719	384	15	weyori	weyori	PROPN
fbem-27719	384	16	,	,	PUNCT
fbem-27719	384	17	b.	b.	PROPN
fbem-27719	384	18	a.	a.	PROPN
fbem-27719	384	19	(	(	PUNCT
fbem-27719	384	20	2020	2020	NUM
fbem-27719	384	21	)	)	PUNCT
fbem-27719	384	22	.	.	PUNCT
fbem-27719	385	1	an	an	DET
fbem-27719	385	2	extensive	extensive	ADJ
fbem-27719	385	3	evaluation	evaluation	NOUN
fbem-27719	385	4	of	of	ADP
fbem-27719	385	5	ensemble	ensemble	ADJ
fbem-27719	385	6	learning	learning	NOUN
fbem-27719	385	7	for	for	ADP
fbem-27719	385	8	stock	stock	NOUN
fbem-27719	385	9	market	market	NOUN
fbem-27719	385	10	prediction	prediction	NOUN
fbem-27719	385	11	.	.	PUNCT
fbem-27719	386	1	journal	journal	NOUN
fbem-27719	386	2	of	of	ADP
fbem-27719	386	3	big	big	ADJ
fbem-27719	386	4	data	datum	NOUN
fbem-27719	386	5	,	,	PUNCT
fbem-27719	386	6	7	7	NUM
fbem-27719	386	7	,	,	PUNCT
fbem-27719	386	8	18	18	NUM
fbem-27719	386	9	.	.	PUNCT
fbem-27719	387	1	https://doi.org/10.1186/s40537-020-00295-1	https://doi.org/10.1186/s40537-020-00295-1	PUNCT
fbem-27719	388	1	[	[	X
fbem-27719	388	2	18	18	NUM
fbem-27719	388	3	]	]	PUNCT
fbem-27719	388	4	pramanik	pramanik	NOUN
fbem-27719	388	5	,	,	PUNCT
fbem-27719	388	6	p.	p.	NOUN
fbem-27719	388	7	,	,	PUNCT
fbem-27719	388	8	&	&	CCONJ
fbem-27719	388	9	jana	jana	PROPN
fbem-27719	388	10	,	,	PUNCT
fbem-27719	388	11	r.	r.	PROPN
fbem-27719	388	12	k.	k.	PROPN
fbem-27719	388	13	(	(	PUNCT
fbem-27719	388	14	2022	2022	NUM
fbem-27719	388	15	)	)	PUNCT
fbem-27719	388	16	.	.	PUNCT
fbem-27719	389	1	identifying	identify	VERB
fbem-27719	389	2	research	research	NOUN
fbem-27719	389	3	trends	trend	NOUN
fbem-27719	389	4	of	of	ADP
fbem-27719	389	5	machine	machine	NOUN
fbem-27719	389	6	learning	learning	NOUN
fbem-27719	389	7	in	in	ADP
fbem-27719	389	8	business	business	NOUN
fbem-27719	389	9	:	:	PUNCT
fbem-27719	389	10	a	a	DET
fbem-27719	389	11	topic	topic	NOUN
fbem-27719	389	12	modeling	modeling	NOUN
fbem-27719	389	13	approach	approach	NOUN
fbem-27719	389	14	.	.	PUNCT
fbem-27719	390	1	measuring	measure	VERB
fbem-27719	390	2	business	business	NOUN
fbem-27719	390	3	excellence	excellence	NOUN
fbem-27719	390	4	,	,	PUNCT
fbem-27719	390	5	27(4	27(4	PROPN
fbem-27719	390	6	)	)	PUNCT
fbem-27719	390	7	,	,	PUNCT
fbem-27719	390	8	602	602	NUM
fbem-27719	390	9	-	-	SYM
fbem-27719	390	10	633	633	NUM
fbem-27719	390	11	.	.	PUNCT
fbem-27719	391	1	[	[	X
fbem-27719	391	2	19	19	NUM
fbem-27719	391	3	]	]	PUNCT
fbem-27719	391	4	shen	shen	NOUN
fbem-27719	391	5	,	,	PUNCT
fbem-27719	391	6	j.	j.	PROPN
fbem-27719	391	7	,	,	PUNCT
fbem-27719	391	8	&	&	CCONJ
fbem-27719	391	9	shafiq	shafiq	PROPN
fbem-27719	391	10	,	,	PUNCT
fbem-27719	391	11	m.	m.	NOUN
fbem-27719	391	12	o.	o.	PROPN
fbem-27719	391	13	(	(	PUNCT
fbem-27719	391	14	2020	2020	NUM
fbem-27719	391	15	)	)	PUNCT
fbem-27719	391	16	.	.	PUNCT
fbem-27719	392	1	short	short	ADJ
fbem-27719	392	2	-	-	PUNCT
fbem-27719	392	3	term	term	NOUN
fbem-27719	392	4	stock	stock	NOUN
fbem-27719	392	5	market	market	NOUN
fbem-27719	392	6	price	price	NOUN
fbem-27719	392	7	trend	trend	NOUN
fbem-27719	392	8	prediction	prediction	NOUN
fbem-27719	392	9	using	use	VERB
fbem-27719	392	10	a	a	DET
fbem-27719	392	11	comprehensive	comprehensive	ADJ
fbem-27719	392	12	deep	deep	ADJ
fbem-27719	392	13	learning	learning	NOUN
fbem-27719	392	14	system	system	NOUN
fbem-27719	392	15	.	.	PUNCT
fbem-27719	393	1	journal	journal	NOUN
fbem-27719	393	2	of	of	ADP
fbem-27719	393	3	big	big	ADJ
fbem-27719	393	4	data	datum	NOUN
fbem-27719	393	5	,	,	PUNCT
fbem-27719	393	6	7	7	NUM
fbem-27719	393	7	,	,	PUNCT
fbem-27719	393	8	66	66	NUM
fbem-27719	393	9	.	.	PUNCT
fbem-27719	394	1	https://doi.org/10.1186/s40537-02000333-6	https://doi.org/10.1186/s40537-02000333-6	PROPN
fbem-27719	395	1	[	[	X
fbem-27719	395	2	20	20	NUM
fbem-27719	395	3	]	]	X
fbem-27719	395	4	tan	tan	PROPN
fbem-27719	395	5	,	,	PUNCT
fbem-27719	395	6	y.	y.	PROPN
fbem-27719	395	7	,	,	PUNCT
fbem-27719	395	8	yang	yang	PROPN
fbem-27719	395	9	,	,	PUNCT
fbem-27719	395	10	w.	w.	PROPN
fbem-27719	395	11	,	,	PUNCT
fbem-27719	395	12	suntrayuth	suntrayuth	PROPN
fbem-27719	395	13	,	,	PUNCT
fbem-27719	395	14	s.	s.	PROPN
fbem-27719	395	15	,	,	PUNCT
fbem-27719	395	16	yu	yu	PROPN
fbem-27719	395	17	,	,	PUNCT
fbem-27719	395	18	x.	x.	PROPN
fbem-27719	395	19	,	,	PUNCT
fbem-27719	395	20	sindakis	sindakis	PROPN
fbem-27719	395	21	,	,	PUNCT
fbem-27719	395	22	s.	s.	PROPN
fbem-27719	395	23	,	,	PUNCT
fbem-27719	395	24	&	&	CCONJ
fbem-27719	395	25	showkat	showkat	PROPN
fbem-27719	395	26	,	,	PUNCT
fbem-27719	395	27	s.	s.	PROPN
fbem-27719	395	28	(	(	PUNCT
fbem-27719	395	29	2023	2023	NUM
fbem-27719	395	30	)	)	PUNCT
fbem-27719	395	31	.	.	PUNCT
fbem-27719	396	1	optimizing	optimize	VERB
fbem-27719	396	2	stock	stock	NOUN
fbem-27719	396	3	portfolio	portfolio	NOUN
fbem-27719	396	4	performance	performance	NOUN
fbem-27719	396	5	with	with	ADP
fbem-27719	396	6	a	a	DET
fbem-27719	396	7	combined	combined	ADJ
fbem-27719	396	8	rg1	rg1	PROPN
fbem-27719	396	9	-	-	PUNCT
fbem-27719	396	10	topsis	topsis	NOUN
fbem-27719	396	11	model	model	NOUN
fbem-27719	396	12	:	:	PUNCT
fbem-27719	396	13	insights	insight	NOUN
fbem-27719	396	14	from	from	ADP
fbem-27719	396	15	the	the	DET
fbem-27719	396	16	chinese	chinese	ADJ
fbem-27719	396	17	market	market	NOUN
fbem-27719	396	18	.	.	PUNCT
fbem-27719	397	1	journal	journal	NOUN
fbem-27719	397	2	of	of	ADP
fbem-27719	397	3	the	the	DET
fbem-27719	397	4	knowledge	knowledge	NOUN
fbem-27719	397	5	economy	economy	NOUN
fbem-27719	397	6	.	.	PUNCT
fbem-27719	398	1	[	[	X
fbem-27719	398	2	21	21	NUM
fbem-27719	398	3	]	]	X
fbem-27719	398	4	tsai	tsai	PROPN
fbem-27719	398	5	,	,	PUNCT
fbem-27719	398	6	p.-f	p.-f	PROPN
fbem-27719	398	7	.	.	PUNCT
fbem-27719	398	8	,	,	PUNCT
fbem-27719	398	9	gao	gao	PROPN
fbem-27719	398	10	,	,	PUNCT
fbem-27719	398	11	c.-h	c.-h	PROPN
fbem-27719	398	12	.	.	PROPN
fbem-27719	398	13	,	,	PUNCT
fbem-27719	398	14	&	&	CCONJ
fbem-27719	398	15	yuan	yuan	PROPN
fbem-27719	398	16	,	,	PUNCT
fbem-27719	398	17	s.-m	s.-m	PROPN
fbem-27719	398	18	.	.	PUNCT
fbem-27719	399	1	(	(	PUNCT
fbem-27719	399	2	2023	2023	NUM
fbem-27719	399	3	)	)	PUNCT
fbem-27719	399	4	.	.	PUNCT
fbem-27719	400	1	stock	stock	NOUN
fbem-27719	400	2	selection	selection	NOUN
fbem-27719	400	3	using	use	VERB
fbem-27719	400	4	machine	machine	NOUN
fbem-27719	400	5	learning	learning	NOUN
fbem-27719	400	6	based	base	VERB
fbem-27719	400	7	on	on	ADP
fbem-27719	400	8	financial	financial	ADJ
fbem-27719	400	9	ratios	ratio	NOUN
fbem-27719	400	10	.	.	PUNCT
fbem-27719	401	1	mathematics	mathematic	NOUN
fbem-27719	401	2	,	,	PUNCT
fbem-27719	401	3	11(23	11(23	NOUN
fbem-27719	401	4	)	)	PUNCT
fbem-27719	401	5	,	,	PUNCT
fbem-27719	401	6	4758	4758	NUM
fbem-27719	401	7	.	.	PUNCT
fbem-27719	401	8	https://doi.org/10.3390/math11234758	https://doi.org/10.3390/math11234758	PROPN
fbem-27719	401	9	[	[	X
fbem-27719	401	10	22	22	NUM
fbem-27719	401	11	]	]	X
fbem-27719	401	12	zhang	zhang	PROPN
fbem-27719	401	13	,	,	PUNCT
fbem-27719	401	14	x.	x.	PROPN
fbem-27719	401	15	,	,	PUNCT
fbem-27719	401	16	&	&	CCONJ
fbem-27719	401	17	huang	huang	PROPN
fbem-27719	401	18	,	,	PUNCT
fbem-27719	401	19	d.	d.	PROPN
fbem-27719	401	20	(	(	PUNCT
fbem-27719	401	21	2022	2022	NUM
fbem-27719	401	22	)	)	PUNCT
fbem-27719	401	23	.	.	PUNCT
fbem-27719	402	1	profitability	profitability	NOUN
fbem-27719	402	2	factor	factor	NOUN
fbem-27719	402	3	and	and	CCONJ
fbem-27719	402	4	stock	stock	NOUN
fbem-27719	402	5	return	return	NOUN
fbem-27719	402	6	predictability	predictability	NOUN
fbem-27719	402	7	:	:	PUNCT
fbem-27719	402	8	evidence	evidence	NOUN
fbem-27719	402	9	from	from	ADP
fbem-27719	402	10	china	china	PROPN
fbem-27719	402	11	.	.	PUNCT
fbem-27719	403	1	journal	journal	PROPN
fbem-27719	403	2	of	of	ADP
fbem-27719	403	3	banking	banking	NOUN
fbem-27719	403	4	and	and	CCONJ
fbem-27719	403	5	finance	finance	NOUN
fbem-27719	403	6	.	.	PUNCT