Predicting Chinese Stock Market Price Trend Using Machine Learning Approach

被引：3

作者：

Zhang, Chongyang ^{[1
]}

Ji, Zhi ^{[1
]}

Zhang, Jixiang ^{[1
]}

Wang, Yanqing ^{[1
]}

Zhao, Xingzhi ^{[2
]}

Yang, Yiping ^{[1
]}

机构：

[1] Chinese Acad Sci, Inst Automat, Beijing, Peoples R China

[2] Governors Acad Massachusetts, Newbury, MA USA

来源：

PROCEEDINGS OF THE 2ND INTERNATIONAL CONFERENCE ON COMPUTER SCIENCE AND APPLICATION ENGINEERING (CSAE2018) | 2018年

关键词：

machine learning; stock prediction; SVM; neural network;

D O I：

10.1145/3207677.3277966

中图分类号：

TP301 [理论、方法];

学科分类号：

081202 ;

摘要：

The stock(1) market is dynamic, noisy and hard to predict. In this paper, we explored four machine learning models using technical indicators as input features to predict the price trend 30 days later. The experimental dataset is Shanghai Stock Exchange(SSE) 50 index stocks. The result demonstrates that ANN performs better than the other three models and is promising to find some profitable patterns.

引用

页数：5

共 50 条

[21] LT-SMF: long term stock market price trend prediction using optimal hybrid machine learning technique
Venkateswararao, K.
Reddy, B. Venkata Ramana
[J]. ARTIFICIAL INTELLIGENCE REVIEW, 2023, 56 (06) : 5365 - 5402
[22] LT-SMF: long term stock market price trend prediction using optimal hybrid machine learning technique
K. Venkateswararao
B. Venkata Ramana Reddy
[J]. Artificial Intelligence Review, 2023, 56 : 5365 - 5402
[23] Predicting the Stock Market Trend: An Ensemble Approach Using Impactful Exploratory Data Analysis
Rouf, Nusrat
Malik, Majid Bashir
Arif, Tasleem
[J]. INFORMATION, COMMUNICATION AND COMPUTING TECHNOLOGY (ICICCT 2021), 2021, 1417 : 223 - 234
[24] Data-Driven Trend Forecasting in Stock Market Using Machine Learning Techniques
Misra, Puneet
Chaurasia, Siddharth
[J]. JOURNAL OF INFORMATION TECHNOLOGY RESEARCH, 2020, 13 (01) : 130 - 149
[25] An Analytic Review on Stock Market Price Prediction using Machine Learning and Deep Learning Techniques
Rath S.
Das N.R.
Pattanayak B.K.
[J]. Recent Patents on Engineering, 2024, 18 (02): : 88 - 104
[26] Stock Price Crash Warning in the Chinese Security Market Using a Machine Learning-Based Method and Financial Indicators
Deng, Shangkun
Zhu, Yingke
Duan, Shuangyang
Fu, Zhe
Liu, Zonghua
[J]. SYSTEMS, 2022, 10 (04):
[27] A statistical learning approach for stock selection in the Chinese stock market
Wu, Wenbo
Chen, Jiaqi
Xu, Liang
He, Qingyun
Tindall, Michael L.
[J]. FINANCIAL INNOVATION, 2019, 5 (01)
[28] A statistical learning approach for stock selection in the Chinese stock market
Wenbo Wu
Jiaqi Chen
Liang Xu
Qingyun He
Michael L. Tindall
[J]. Financial Innovation, 5
[29] Predicting the European stock market during COVID-19: A machine learning approach
Khattak, Mudeer Ahmed
Ali, Mohsin
Rizvi, Syed Aun R.
[J]. METHODSX, 2021, 8
[30] A Hybrid Deep Learning Model for Predicting Stock Market Trend Prediction
Cheng L.-C.
Lin W.-S.
Lien Y.-H.
[J]. International Journal of Information and Management Sciences, 2021, 32 (02): : 121 - 140

← 1 2 3 4 5 →