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The Prediction of a dynamic, volatile and unpredictable stock market has been a challenging issue for the researchers over the past few years. This paper discusses stock market related technical indicators, computing mathematical models , most preferred algorithms used in data science industries...
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Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have focused on forecasting daily stock market returns, especially when using powerful...
Persistent link: https://www.econbiz.de/10012266935
learning process (splitting data, choosing the best performing algorithm among the alternatives, and testing this algorithm for …
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This paper compares models trained with classification algorithm with those trained using regression algorithm. We use … classification algorithm have statistically significant mean returns, unlike regression algorithm, in which only 3 out of 10 models …
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via univariate and multivariate analysis of the data, and an EM-algorithm is developed for its estimation in conjunction …. density forecasting, EM-algorithm, fat tails, mixture distributions, multivariate laplace distribution, Quasi …
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