Financial forecasting: Advanced machine learning techniques in stock market analysis

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

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

7 Citations (Scopus)

Abstract

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

Original languageEnglish
Title of host publication2005 Pakistan Section Multitopic Conference, INMIC
DOIs
Publication statusPublished - 2005
Externally publishedYes
Event2005 Pakistan Section Multitopic Conference, INMIC - Karachi, Pakistan
Duration: 24 Dec 200525 Dec 2005

Publication series

Name2005 Pakistan Section Multitopic Conference, INMIC

Conference

Conference2005 Pakistan Section Multitopic Conference, INMIC
Country/TerritoryPakistan
CityKarachi
Period24/12/0525/12/05

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