[enter The world of today is high frequency data driven and characterized by the application and use of information technology for better business development and decision making. The price movements of stock markets are mainly influenced by micro and macro economic variables, legal framework...

Predicting the stock price has always been a topic of great interest to both investors and researchers. Machine learning algorithms combined with massive volumes of financial data have proven to be useful tools for stock prediction. However, as the efficient market hypothesis says, market cannot...

We examine return predictability with machine learning in 46 international stock markets. We calculate 148 stock characteristics and use them to feed a repertoire of different models. The algorithms extract predictability mainly from simple, yet popular, factor types—such as momentum,...

Stock price forecasting has always been a subject of research given its importance in the macroeconomics of a nation. It is tough to write down the future values of stocks using a specific set of equations. Numerous factors come into the picture when we talk about predicting the future price of...