Investigating Algorithmic Stock Market Trading using Ensemble Machine Learning Methods.
Ramzi R. SaifanKhaled SharifMohammad Abu-GhazalehMohammad Abdel-MajeedPublished in: Informatica (Slovenia) (2020)
Keyphrases
- machine learning methods
- stock market
- ensemble methods
- trading rules
- stock exchange
- stock data
- financial markets
- trading strategies
- stock trading
- trading signals
- trading systems
- foreign exchange
- technical indicators
- machine learning
- short term
- stock index
- stock price
- machine learning algorithms
- machine learning approaches
- financial time series
- financial data
- financial information
- neural network
- market data
- listed companies
- garch model
- learning algorithm
- stock market data
- portfolio optimization
- trading agents
- stock returns
- stock index futures
- statistical methods
- transaction costs
- early warning
- training set
- long term
- electronic commerce