Predicting short-term stock prices using ensemble methods and online data sources.
Bin WengLin LuXing WangFadel M. MegahedWaldyn G. MartinezPublished in: Expert Syst. Appl. (2018)
Keyphrases
- short term
- ensemble methods
- stock market
- stock price
- long term
- data sources
- prediction accuracy
- decision trees
- random forests
- ensemble learning
- dow jones
- machine learning methods
- base classifiers
- bootstrap sampling
- short term and long term
- short and long term
- benchmark datasets
- forecasting model
- medium term
- load forecasting
- generalization ability
- non stationary
- data model
- evolutionary algorithm
- historical data
- long term memory
- arima model
- machine learning
- databases
- feature extraction
- base learners
- news articles
- genetic algorithm