Short-Term Stock Price Forecasting using exogenous variables and Machine Learning Algorithms.
Albert WongSteven WhangEmilio SagreNiha SachinGustavo DutraYew-Wei LimGaétan HainsYoury KhmelevskyFrank ZhangPublished in: CoRR (2023)
Keyphrases
- short term
- machine learning algorithms
- stock price
- stock market
- stock returns
- long term
- financial time series
- benchmark data sets
- stock exchange
- learning algorithm
- exchange rate
- machine learning
- forecasting model
- machine learning methods
- decision trees
- load forecasting
- short term and long term
- medium term
- long term memory
- financial data
- short and long term
- financial markets
- non stationary
- autoregressive
- machine learning models
- wind power
- standard machine learning algorithms
- news articles
- garch model
- wind speed
- training set
- power generation
- chaotic time series
- arima model
- foreign exchange
- training data
- trading systems