An Improved Stacking Framework for Predicting Stock Price Index Direction

نویسندگان
چکیده

برای دانلود باید عضویت طلایی داشته باشید

برای دانلود متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Predicting Direction of Movement of Stock Price and Stock Market Index

This study addresses problem of predicting direction of movement of stock price and stock market index for Indian stock markets. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), Random Forest (RF) and Naive Bayes (NB) with two approaches for input to these models. The first approach for input data involves computation of ten technical par...

متن کامل

Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model

In the business sector, it has always been a difficult task to predict the exact daily price of the stock market index; hence, there is a great deal of research being conducted regarding the prediction of the direction of stock price index movement. Many factors such as political events, general economic conditions, and traders' expectations may have an influence on the stock market index. Ther...

متن کامل

Stock chatter: Using stock sentiment to predict price direction

This paper examines a popular stock message board and finds slight daily predictability using supervised learning algorithms when combining daily sentiment with historical price information. Additionally, with the profit potential in trading stocks, it is of no surprise that a number of popular financial websites are attempting to capture investor sentiment by providing an aggregate of this neg...

متن کامل

Artificial Neural Network and Genetic Algorithm Hybrid Intelligence for Predicting Thai Stock Price Index Trend

This study investigated the use of Artificial Neural Network (ANN) and Genetic Algorithm (GA) for prediction of Thailand's SET50 index trend. ANN is a widely accepted machine learning method that uses past data to predict future trend, while GA is an algorithm that can find better subsets of input variables for importing into ANN, hence enabling more accurate prediction by its efficient feature...

متن کامل

Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange

0957-4174/$ see front matter 2010 Elsevier Ltd. A doi:10.1016/j.eswa.2010.10.027 ⇑ Corresponding author. Tel.: +90 332 2234350; fax E-mail address: [email protected] (M. Acar B Prediction of stock price index movement is regarded as a challenging task of financial time series prediction. An accurate prediction of stock price movement may yield profits for investors. Due to the complexity of s...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

ژورنال

عنوان ژورنال: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH

سال: 2019

ISSN: 0424-267X,1842-3264

DOI: 10.24818/18423264/53.3.19.11