TY - GEN
T1 - Machine learning techniques and use of event information for stock market prediction
T2 - International Conference on Computational Intelligence for Modelling, Control and Automation, CIMCA 2005 and International Conference on Intelligent Agents, Web Technologies and Internet Commerce, IAWTIC 2005
AU - Yoo, Paul D.
AU - Kim, Maria H.
AU - Jan, Tony
PY - 2005
Y1 - 2005
N2 - This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. In this paper, we present recent developments in stock market prediction models, and discuss their advantages and disadvantages. In addition, we investigate various global events and their issues on predicting stock markets. From this survey, we found that incorporating event information with prediction model plays very important roles for more accurate prediction. Hence, an accurate event weighting method and a stable automated event extraction system are required to provide better performance in financial time series prediction.
AB - This paper surveys machine learning techniques for stock market prediction. The prediction of stock markets is regarded as a challenging task of financial time series prediction. In this paper, we present recent developments in stock market prediction models, and discuss their advantages and disadvantages. In addition, we investigate various global events and their issues on predicting stock markets. From this survey, we found that incorporating event information with prediction model plays very important roles for more accurate prediction. Hence, an accurate event weighting method and a stable automated event extraction system are required to provide better performance in financial time series prediction.
UR - http://www.scopus.com/inward/record.url?scp=33847236231&partnerID=8YFLogxK
M3 - Conference contribution
AN - SCOPUS:33847236231
SN - 0769525040
SN - 9780769525044
T3 - Proceedings - International Conference on Computational Intelligence for Modelling, Control and Automation, CIMCA 2005 and International Conference on Intelligent Agents, Web Technologies and Internet
SP - 835
EP - 841
BT - Proceedings - International Conference on Computational Intelligence for Modelling, Control and Automation, CIMCA 2005 and International Conference on Intelligent Agents, Web Technologies and Interne
Y2 - 28 November 2005 through 30 November 2005
ER -