Forecasting directional movements of stock prices for intraday trading using LSTM and random forests.
Pushpendu GhoshAriel NeufeldJajati Keshari SahooPublished in: CoRR (2020)
Keyphrases
- random forests
- exchange rate
- stock price
- foreign exchange
- technical indicators
- stock exchange
- financial markets
- trading systems
- stock data
- dow jones
- stock market
- random forest
- financial time series
- non stationary
- logistic regression
- decision trees
- machine learning algorithms
- ensemble methods
- historical data
- news articles
- financial data
- stock trading
- decision tree ensembles
- portfolio optimization
- long term
- short term
- prediction accuracy
- wordnet
- support vector
- trading strategies
- evolutionary algorithm
- learning algorithm
- machine learning
- databases