Prediction of stock price movement based on daily high prices

DOI10.1080/14697688.2015.1070960zbMath1468.91151OpenAlexW1949087994MaRDI QIDQ5001173

Marija Gorenc Novak, Dejan Velušček

Publication date: 16 July 2021

Published in: Quantitative Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/14697688.2015.1070960

zbMATH Keywords

trading strategysupport vector machinesnaïve Bayeslinear discriminant analysisstock price movement predictiondaily high price

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Portfolio theory (91G10) Financial markets (91G15)

Related Items (1)

Stock price fluctuation prediction method based on time series analysis

Uses Software

• Unnamed Item
• Unnamed Item
• Kernlab

Cites Work

• Utilization of artificial neural networks and the TD-learning method for constructing intelligent decision support systems.
• A case study on using neural networks to perform technical forecasting of forex
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
• Forecasting stock market movement direction with support vector machine
• Stochastic volatility models including open, close, high and low prices
• Non-linear financial time series forecasting - Application to the Bel 20 stock market index
• Asymptotic Behaviors of Support Vector Machines with Gaussian Kernel
• Prediction of Stock Market Index Movement by Ten Data Mining Techniques

This page was built for publication: Prediction of stock price movement based on daily high prices