Hong Kong Stock Index Forecasting

نویسندگان

  • Tong Fu
  • Shuo Chen
  • Chuanqi Wei
چکیده

Prediction of the movement of stock market is a long-time attractive topic to researchers from different fields. The Hang Seng Index (abbreviated: HSI) is a free float-adjusted market capitalization-weighted stock market index in Hong Kong. We believe the HSI is influenced by other major financial indexes across the world and try different machine learning method to get a prediction based on the history data. The higher accuracy rate we can get, the more confidence we will develop a profitable trading strategy. After several trials of optimization in features and models, we get a 64.96% accuracy rate of the future market trend of HSI.

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تاریخ انتشار 2013