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Support vector machine modeling is a new approach in machine learning for classification showing good performance on forecasting problems of small samples and high dimensions. Later, it promoted to Support Vector Regression (SVR) for…

Machine Learning · Computer Science 2021-03-23 Mohammadreza Ghanbari , Mahdi Goldani

Prediction of stock prices plays a significant role in aiding the decision-making of investors. Considering its importance, a growing literature has emerged trying to forecast stock prices with improved accuracy. In this study, we introduce…

Statistical Finance · Quantitative Finance 2023-11-14 Md Sabbirul Haque , Md Shahedul Amin , Jonayet Miah , Duc Minh Cao , Ashiqul Haque Ahmed

Stock price prediction is influenced by a variety of factors, including technical indicators, which makes Feature selection crucial for identifying the most relevant predictors. This study examines the impact of feature selection on stock…

Statistical Finance · Quantitative Finance 2025-10-17 Fatemeh Moodi , Amir Jahangard-Rafsanjani

The research paper empirically investigates several machine learning algorithms to forecast stock prices depending on insider trading information. Insider trading offers special insights into market sentiment, pointing to upcoming changes…

Machine Learning · Computer Science 2025-07-08 Amitabh Chakravorty , Nelly Elsayed

The literature provides strong evidence that stock prices can be predicted from past price data. Principal component analysis (PCA) is a widely used mathematical technique for dimensionality reduction and analysis of data by identifying a…

Mathematical Finance · Quantitative Finance 2018-03-15 Mahsa Ghorbani , Edwin K. P. Chong

The internet has changed the way we live, work and take decisions. As it is the major modern resource for research, detailed data on internet usage exhibits vast amounts of behavioral information. This paper aims to answer the question…

Econometrics · Economics 2022-06-02 Christopher Bockel-Rickermann

News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online…

Machine Learning · Computer Science 2019-09-30 Yancong Xie , Hongxun Jiang

Generation and load balance is required in the economic scheduling of generating units in the smart grid. Variable energy generations, particularly from wind and solar energy resources, are witnessing a rapid boost, and, it is anticipated…

Machine Learning · Computer Science 2017-04-07 Mohamed Abuella , Badrul Chowdhury

Modeling the behavior of stock price data has always been one of the challengeous applications of Artificial Intelligence (AI) and Machine Learning (ML) due to its high complexity and dependence on various conditions. Recent studies show…

Applications · Statistics 2025-01-14 Xinyuan Song

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

To reject the Efficient Market Hypothesis a set of 5 technical indicators and 23 fundamental indicators was identified to establish the possibility of generating excess returns on the stock market. Leveraging these data points and various…

Statistical Finance · Quantitative Finance 2021-03-17 Jaideep Singh , Matloob Khushi

Stock price prediction is challenging due to global economic instability, high volatility, and the complexity of financial markets. Hence, this study compared several machine learning algorithms for stock market prediction and further…

Machine Learning · Computer Science 2024-12-11 Akhila Mamillapalli , Bayode Ogunleye , Sonia Timoteo Inacio , Olamilekan Shobayo

Stock price forecasting has remained an extremely challenging problem for many decades due to the high volatility of the stock market. Recent efforts have been devoted to modeling complex stock correlations toward joint stock price…

Computational Engineering, Finance, and Science · Computer Science 2023-12-27 Tong Li , Zhaoyang Liu , Yanyan Shen , Xue Wang , Haokun Chen , Sen Huang

This project investigates the interplay of technical, market, and statistical factors in predicting stock market performance, with a primary focus on S&P 500 companies. Utilizing a comprehensive dataset spanning multiple years, the analysis…

Statistical Finance · Quantitative Finance 2024-12-18 Jiajun Gu , Zichen Yang , Xintong Lin , Sixun Chen , YuTing Lu

This paper contributes a new machine learning solution for stock movement prediction, which aims to predict whether the price of a stock will be up or down in the near future. The key novelty is that we propose to employ adversarial…

Trading and Market Microstructure · Quantitative Finance 2019-06-04 Fuli Feng , Huimin Chen , Xiangnan He , Ji Ding , Maosong Sun , Tat-Seng Chua

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to…

Applications · Statistics 2023-03-29 Xuekui Zhang , Yuying Huang , Ke Xu , Li Xing

Application of fuzzy support vector machine in stock price forecast. Support vector machine is a new type of machine learning method proposed in 1990s. It can deal with classification and regression problems very successfully. Due to the…

Machine Learning · Statistics 2018-01-03 Shuheng Wang , Guohao Li , Yifan Bao

Predicting a fast and accurate model for stock price forecasting is been a challenging task and this is an active area of research where it is yet to be found which is the best way to forecast the stock price. Machine learning, deep…

Statistical Finance · Quantitative Finance 2024-02-13 Himanshu Gupta , Aditya Jaiswal

This paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the…

General Finance · Quantitative Finance 2019-08-09 Hadi NekoeiQachkanloo , Benyamin Ghojogh , Ali Saheb Pasand , Mark Crowley

The paper focuses on predicting the Nifty 50 Index by using 8 Supervised Machine Learning Models. The techniques used for empirical study are Adaptive Boost (AdaBoost), k-Nearest Neighbors (kNN), Linear Regression (LR), Artificial Neural…

Statistical Finance · Quantitative Finance 2022-02-21 Gurjeet Singh
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