Impact of Financial Ratios and Technical Analysis on Stock Price Prediction Using Random Forests

被引：0

作者：

Loke, K. S. ^{[1
]}

机构：

[1] Swinburne Univ Technol, Fac Engn Comp & Sci, Sarawak Campus, Sarawak, Malaysia

来源：

2017 FIRST INTERNATIONAL CONFERENCE ON COMPUTER AND DRONE APPLICATIONS (ICONDA) | 2017年

关键词：

Stock Prediction; Stock market; Random Forest; Financial Ratios;

D O I：

暂无

中图分类号：

TP18 [人工智能理论];

学科分类号：

081104 ; 0812 ; 0835 ; 1405 ;

摘要：

A stock movement prediction method is presented using quarterly financial ratio data from Hong Kong companies from the period, 2011-2014. We found that the accuracy of price movement prediction using Random Forest method over multiple quarters to be fairly weak. However we were able to predict with high accuracy in the last quarter of 2014 and not in other years. We attribute this not to the superiority of the method but to the non-stationary nature of the price signals.

引用

页码：38 / 42

页数：5

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