Stock Market Forecasting Using Machine Learning Algorithms
نویسندگان
چکیده
Prediction of stock market is a long-time attractive topic to researchers from different fields. In particular, numerous studies have been conducted to predict the movement of stock market using machine learning algorithms such as support vector machine (SVM) and reinforcement learning. In this project, we propose a new prediction algorithm that exploits the temporal correlation among global stock markets and various financial products to predict the next-day stock trend with the aid of SVM. Numerical results indicate a prediction accuracy of 74.4% in NASDAQ, 76% in S&P500 and 77.6% in DJIA. The same algorithm is also applied with different regression algorithms to trace the actual increment in the markets. Finally, a simple trading model is established to study the performance of the proposed prediction algorithm against other benchmarks.
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