메뉴 건너뛰기




Volumn 42, Issue 1, 2015, Pages 259-268

Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques

Author keywords

Artificial neural networks; Naive Bayes classification; Random forest; Stock market; Support vector machine

Indexed keywords

DECISION TREES; FINANCE; INPUT OUTPUT PROGRAMS; MATHEMATICAL MODELS; NEURAL NETWORKS; SUPPORT VECTOR MACHINES;

EID: 84906535768     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2014.07.040     Document Type: Article
Times cited : (785)

References (26)
  • 1
    • 84957876290 scopus 로고    scopus 로고
    • Hybrid Intelligent Systems for Stock Market Analysis
    • Computational Science - ICCS 2001
    • A. Abraham, B. Nath, and P.K. Mahanti Hybrid intelligent systems for stock market analysis Computational science-ICCS 2001 2001 Springer 337 345 (Pubitemid 33285582)
    • (2001) Lecture notes in computer science , Issue.2074 , pp. 337-345
    • Abraham, A.1    Nath, B.2    Mahanti, P.K.3
  • 3
    • 77957663358 scopus 로고    scopus 로고
    • A morphological-rank-linear evolutionary method for stock market prediction
    • R.d.A. Araújo, and T.A. Ferreira A morphological-rank-linear evolutionary method for stock market prediction Information Sciences 237 2013 3 17
    • (2013) Information Sciences , vol.237 , pp. 3-17
    • Araújo, D.R.A.1    Ferreira, T.A.2
  • 5
    • 0037404567 scopus 로고    scopus 로고
    • Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock Index
    • DOI 10.1016/S0305-0548(02)00037-0, PII S0305054802000370
    • A.-S. Chen, M.T. Leung, and H. Daouk Application of neural networks to an emerging financial market: Forecasting and trading the taiwan stock index Computers & Operations Research 30 2003 901 923 (Pubitemid 36175299)
    • (2003) Computers and Operations Research , vol.30 , Issue.6 , pp. 901-923
    • Chen, A.-S.1    Leung, M.T.2    Daouk, H.3
  • 8
    • 33845653930 scopus 로고    scopus 로고
    • A fusion model of HMM, ANN and GA for stock market forecasting
    • DOI 10.1016/j.eswa.2006.04.007, PII S0957417406001291
    • M.R. Hassan, B. Nath, and M. Kirley A fusion model of hmm, ann and ga for stock market forecasting Expert Systems with Applications 33 2007 171 180 (Pubitemid 44959927)
    • (2007) Expert Systems with Applications , vol.33 , Issue.1 , pp. 171-180
    • Hassan, Md.R.1    Nath, B.2    Kirley, M.3
  • 9
    • 60249084893 scopus 로고    scopus 로고
    • A two-stage architecture for stock price forecasting by integrating self-organizing map and support vector regression
    • S.-H. Hsu, J. Hsieh, T.-C. Chih, and K.-C. Hsu A two-stage architecture for stock price forecasting by integrating self-organizing map and support vector regression Expert Systems with Applications 36 2009 7947 7951
    • (2009) Expert Systems with Applications , vol.36 , pp. 7947-7951
    • Hsu, S.-H.1    Hsieh, J.2    Chih, T.-C.3    Hsu, K.-C.4
  • 10
    • 13544267510 scopus 로고    scopus 로고
    • Forecasting stock market movement direction with support vector machine
    • DOI 10.1016/j.cor.2004.03.016, PII S0305054804000681, Application of Neural Networks
    • W. Huang, Y. Nakamori, and S.-Y. Wang Forecasting stock market movement direction with support vector machine Computers & Operations Research 32 2005 2513 2522 (Pubitemid 40219758)
    • (2005) Computers and Operations Research , vol.32 , Issue.10 , pp. 2513-2522
    • Huang, W.1    Nakamori, Y.2    Wang, S.-Y.3
  • 11
    • 79151471046 scopus 로고    scopus 로고
    • Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul stock exchange
    • Y. Kara, M. Acar Boyacioglu, and Ö.K. Baykan Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul stock exchange Expert systems with Applications 38 2011 5311 5319
    • (2011) Expert Systems with Applications , vol.38 , pp. 5311-5319
    • Kara, Y.1    Acar Boyacioglu, M.2    Baykan, Ö.K.3
  • 13
    • 0242351905 scopus 로고    scopus 로고
    • Financial time series forecasting using support vector machines
    • K.-j. Kim Financial time series forecasting using support vector machines Neurocomputing 55 2003 307 319
    • (2003) Neurocomputing , vol.55 , pp. 307-319
    • Kim, K.-J.1
  • 14
    • 84862809397 scopus 로고    scopus 로고
    • Fluctuation prediction of stock market index by Legendre neural network with random time strength function
    • F. Liu, and J. Wang Fluctuation prediction of stock market index by Legendre neural network with random time strength function Neurocomputing 83 2012 12 21
    • (2012) Neurocomputing , vol.83 , pp. 12-21
    • Liu, F.1    Wang, J.2
  • 15
    • 0000480869 scopus 로고
    • Efficient capital markets: A review of theory and empirical work
    • B.G. Malkiel, and E.F. Fama Efficient capital markets: A review of theory and empirical work The Journal of Finance 25 1970 383 417
    • (1970) The Journal of Finance , vol.25 , pp. 383-417
    • Malkiel, B.G.1    Fama, E.F.2
  • 17
    • 79956087529 scopus 로고    scopus 로고
    • A search for long-range dependence and chaotic structure in Indian stock market
    • R.K. Mishra, S. Sehgal, and N. Bhanumurthy A search for long-range dependence and chaotic structure in Indian stock market Review of Financial Economics 20 2011 96 104
    • (2011) Review of Financial Economics , vol.20 , pp. 96-104
    • Mishra, R.K.1    Sehgal, S.2    Bhanumurthy, N.3
  • 19
    • 78650778263 scopus 로고    scopus 로고
    • Prediction of stock market index movement by ten data mining techniques
    • P. Ou, and H. Wang Prediction of stock market index movement by ten data mining techniques Modern Applied Science 3 2009 P28
    • (2009) Modern Applied Science , vol.3 , pp. 28
    • Ou, P.1    Wang, H.2
  • 20
    • 33744584654 scopus 로고
    • Induction of decision trees
    • J.R. Quinlan Induction of decision trees Machine Learning 1 1986 81 106
    • (1986) Machine Learning , vol.1 , pp. 81-106
    • Quinlan, J.R.1
  • 22
    • 84861845698 scopus 로고    scopus 로고
    • Financial distress prediction using support vector machines: Ensemble vs. Individual
    • J. Sun, and H. Li Financial distress prediction using support vector machines: Ensemble vs. individual Applied Soft Computing 12 2012 2254 2265
    • (2012) Applied Soft Computing , vol.12 , pp. 2254-2265
    • Sun, J.1    Li, H.2
  • 26
    • 56349130066 scopus 로고    scopus 로고
    • Credit scoring algorithm based on link analysis ranking with support vector machine
    • X. Xu, C. Zhou, and Z. Wang Credit scoring algorithm based on link analysis ranking with support vector machine Expert Systems with Applications 36 2009 2625 2632
    • (2009) Expert Systems with Applications , vol.36 , pp. 2625-2632
    • Xu, X.1    Zhou, C.2    Wang, Z.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.