Predicting Short Term Stock Returns
نویسندگان
چکیده
As the capital markets evolve and expand, more and more data is being created daily. This explosion of data has made the flow of information much more efficient. As market participants act on this information flow, it drives market prices to more efficient values, . One of the driving forces in this march to efficiency, is the application of various algorithmic learning techniques on both market data and news sources. This paper seeks to examine a number of different forecasting techniques to predict future stock returns based on past returns and numerical news indicators provide by Raven Pack.
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