Stock market prediction based on adaptive training algorithm in machine learning

DOI10.1080/14697688.2022.2041208zbMath1491.91130OpenAlexW4220668964MaRDI QIDQ5079405

Sookyung Jun, Hongjoong Kim, Kyoung-Sook Moon

Publication date: 27 May 2022

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

Full work available at URL: https://doi.org/10.1080/14697688.2022.2041208

zbMATH Keywords

machine learningempirical validationfinancial forecastingadaptive data construction

Mathematics Subject Classification ID

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

Uses Software

• rms
• ElemStatLearn
• ISLR

Cites Work

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• Practical Bayesian support vector regression for financial time series prediction and market condition change detection
• An Introduction to Statistical Learning
• Stock market trend prediction using a functional time series approach
• Exploring the attention mechanism in LSTM-based Hong Kong stock price movement prediction
• Data Mining with Decision Trees

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