Applying Machine Learning to Predict Closing Prices in Stock Market: A Case Study.
Matteo GrecoMichele SpagnolettaAnnalisa AppiceDonato MalerbaPublished in: MIDAS@PKDD/ECML (2020)
Keyphrases
- stock market
- machine learning
- market prices
- monetary policy
- technical indicators
- financial time series
- short term
- financial markets
- trading rules
- stock price
- stock exchange
- financial data
- listed companies
- stock returns
- market data
- stock data
- stock index futures
- text mining
- stock trading
- chinese stock market
- feature selection
- learning algorithm
- long term
- financial news
- data mining
- stock market data
- portfolio optimization
- information extraction
- natural language processing
- support vector machine