Prediction of Stock Price Direction Combining Volatility Indicators with Machine Learning Algorithms.
Azdine BilalAbdelhadi IflehMounime El KabbouriPublished in: ISDA (1) (2022)
Keyphrases
- machine learning algorithms
- stock price
- financial time series
- stock market
- benchmark data sets
- historical data
- learning algorithm
- decision trees
- stock exchange
- non stationary
- machine learning
- machine learning methods
- stock price prediction
- technical indicators
- financial markets
- predictive accuracy
- random forests
- stock returns
- prediction accuracy
- standard machine learning algorithms
- learning problems
- chinese stock market
- stock market data
- machine learning approaches
- exchange rate
- predictive model
- machine learning models
- financial data
- news articles
- learning models
- prediction model
- machine learning systems
- stock data
- feature selection
- data analysis
- foreign exchange
- data mining
- feature space
- data sets