Predicting next day direction of stock price movement using machine learning methods with persistent homology: Evidence from Kuala Lumpur Stock Exchange.
Mohd Sabri IsmailMohd Salmi Md NooraniMunira IsmailFatimah Abdul RazakMohd Almie AliasPublished in: Appl. Soft Comput. (2020)
Keyphrases
- stock price
- stock exchange
- persistent homology
- kuala lumpur
- stock market
- dow jones
- stock trading
- non stationary
- option pricing
- financial data
- financial time series
- topological features
- financial markets
- knowledge discovery and data mining
- historical data
- news articles
- exchange rate
- computational geometry
- portfolio optimization
- artificial intelligence
- chinese stock market
- stock data
- trading systems
- text categorization
- active learning
- multiscale