Predicting the direction of stock market prices using tree-based classifiers

S Basak, S Kar, S Saha, L Khaidem, SR Dey - The North American Journal …, 2019 - Elsevier
Predicting returns in the stock market is usually posed as a forecasting problem where
prices are predicted. Intrinsic volatility in the stock market across the globe makes the task of …

Predicting the direction of stock market prices using random forest

L Khaidem, S Saha, SR Dey - arxiv preprint arxiv:1605.00003, 2016 - arxiv.org
Predicting trends in stock market prices has been an area of interest for researchers for
many years due to its complex and dynamic nature. Intrinsic volatility in stock market across …

Decision fusion for stock market prediction: a systematic review

C Zhang, NNA Sjarif, RB Ibrahim - IEEE Access, 2022 - ieeexplore.ieee.org
Stock market prediction based on machine or deep learning is an essential topic in the
financial community. Typically, models with different structures or initializations provide …

[HTML][HTML] A new auditory algorithm in stock market prediction on oil and gas sector in Nigerian stock exchange

DO Oyewola, A Ibrahim, JA Kwanamu, EG Dada - Soft computing letters, 2021 - Elsevier
Stock market prediction is the process of forecasting future prices of stocks. Stock market
prediction is a challenging process as a result of uncertainties that influence the market …

Self-evolving trading strategy integrating internet of things and big data

S **ao, H Yu, Y Wu, Z Peng… - IEEE Internet of Things …, 2017 - ieeexplore.ieee.org
In the era of Internet of Things (IoT) and big data, data has increased dramatically.
Computers have been used in various fields. Algorithmic trading is beginning to develop …

Emerging complexity in distributed intelligent systems

V Guleva, E Shikov, K Bochenina, S Kovalchuk… - Entropy, 2020 - mdpi.com
Distributed intelligent systems (DIS) appear where natural intelligence agents (humans) and
artificial intelligence agents (algorithms) interact, exchanging data and decisions and …

Action-specialized expert ensemble trading system with extended discrete action space using deep reinforcement learning

JB Leem, HY Kim - Plos one, 2020 - journals.plos.org
Despite active research on trading systems based on reinforcement learning, the
development and performance of research methods require improvements. This study …

Backlash agent: A trading strategy based on directional change

A Bakhach, E Tsang, WL Ng… - 2016 IEEE symposium …, 2016 - ieeexplore.ieee.org
Directional Change (DC) is a technique to summarize price movements in a financial
market. According to the DC concept, data is sampled only when the magnitude of price …

Artificial Intelligence and Machine Learning in Financial Services to Improve the Business System

K Kaur, Y Kumar, S Kaur - Computational Intelligence for Modern …, 2023 - Springer
Abstract Machine learning is coming as a significant encroachment in the financial services
industry. Finance has always been about data and is considered a complex field of study …

An Effective Stock Market Direction Using Hybrid WWO-MKELM technique

M Jeyakarthic, R Ramesh - 2023 Fifth International Conference …, 2023 - ieeexplore.ieee.org
Stock market return forecasting is currently regarded as a prediction issue. The forecasting
process is challenging due to the financial markets inherent volatility on a global scale. The …