Predicting stock market trends using random forests: A sample of the Zagreb stock exchange.
Teo ManojlovicIvan StajduharPublished in: MIPRO (2015)
Keyphrases
- random forests
- stock market
- stock exchange
- random forest
- stock price
- decision trees
- logistic regression
- financial time series
- stock trading
- short term
- financial data
- trading rules
- machine learning algorithms
- ensemble methods
- stock data
- portfolio optimization
- stock index
- stock returns
- chinese stock market
- financial markets
- garch model
- long term
- investment strategies
- exchange rate
- multi label
- text categorization