Tail-Set Labels
Join our reading group! https://hudsonthames.org/reading-group/
Tail set labels are a classification labeling technique introduced in the following paper: Huerta, R., Corbacho, F. and Elkan, C., 2013. Nonlinear support vector machines can systematically identify stocks with high and low future returns. Algorithmic Finance, 2(1), pp.45-58.