Random forest, gradient boosted machines and deep neural network for stock price forecasting: a comparative analysis on South Korean companies.
Sanjiban Sekhar RoyRohan ChopraKun Chang LeeConcetto SpampinatoBehnam Mohammadi-IvatlooPublished in: Int. J. Ad Hoc Ubiquitous Comput. (2020)
Keyphrases
- random forest
- random forests
- neural network
- decision trees
- financial information
- feature set
- multi label
- fold cross validation
- back propagation
- ensemble methods
- stock market
- decision tree learning algorithms
- ensemble learning
- artificial neural networks
- pairwise
- neural network model
- data sets
- stock price
- graph cuts
- genetic algorithm
- rotation forest
- benchmark datasets
- image processing
- feature importance
- text classification