Stock market prediction based on adaptive training algorithm in machine learning

DOI10.1080/14697688.2022.2041208zbMATH Open1491.91130OpenAlexW4220668964MaRDI QIDQ5079405FDOQ5079405

Authors: Hongjoong Kim, Sookyung Jun, Kyoung-Sook Moon 

Publication date: 27 May 2022

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2022.2041208

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zbMATH Keywords

machine learningempirical validationfinancial forecastingadaptive data construction

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

Cites Work

• An introduction to statistical learning. With applications in R
• Regression modeling strategies. With applications to linear models, logistic regression, and survival analysis
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• A data analytic approach to forecasting daily stock returns in an emerging market
• Forecasting stock market movement direction with support vector machine
• Nonparametric prediction of stock returns based on yearly data: the long-term view
• Data Mining with Decision Trees
• Lectures on the nearest neighbor method
• Deep learning with long short-term memory networks for financial market predictions
• Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
• Stock market trend prediction using a functional time series approach
• Practical Bayesian support vector regression for financial time series prediction and market condition change detection

Cited In (13)

• Prediction of first-day returns of initial public offering in the US stock market using rule extraction from support vector machines
• Title not available (Why is that?)
• Stock chatter: using stock sentiment to predict price direction
• The construction of fuzzy prediction model of stock price rise and fall based on machine learning technology
• Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market
• Title not available (Why is that?)
• A hybrid deep learning model for predicting stock market trend prediction
• A data analytic approach to forecasting daily stock returns in an emerging market
• Stocks recommendation from large datasets using important company and economic indicators
• Enabling business sustainability for stock market data using machine learning and deep learning approaches
• Title not available (Why is that?)
• Algorithms and Computation
• A machine learning view on momentum and reversal trading

Uses Software

• rms
• ElemStatLearn
• ISLR

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