Financial Forecasting: Advanced Machine Learning Techniques in Stock Market Analysis

作者: Paul D. Yoo , Maria H. Kim , Tony Jan

DOI: 10.1109/INMIC.2005.334420

关键词: Event (computing)Stock market predictionFinancial forecastingEconometricsComputer sciencePredictive modellingEconomic forecastingField (computer science)Stock marketWeighting

摘要: The prediction of stock market has been an important issue in the field finance, mathematics and engineering due to its great potential financial gain. In addition, uncertainty time series attracted interest from many researchers. this study, we present recent developments models, discuss their strengths limitations. investigate diverse macroeconomic factors issues market. From found that incorporating event information into models plays roles for more accurate prediction. Hence, weighting method a stable automated extraction system are required reliable

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