作者
Zhaoxia Wang, Seng-Beng Ho, Zhiping Lin
发表日期
2018/11/17
研讨会论文
2018 IEEE International Conference on Data Mining Workshops (ICDMW)
页码范围
1375-1380
出版商
IEEE
简介
The price of the stocks is an important indicator for a company and many factors can affect their values. Different events may affect public sentiments and emotions differently, which may have an effect on the trend of stock market prices. Because of dependency on various factors, the stock prices are not static, but are instead dynamic, highly noisy and nonlinear time series data. Due to its great learning capability for solving the nonlinear time series prediction problems, machine learning has been applied to this research area. Learning-based methods for stock price prediction are very popular and a lot of enhanced strategies have been used to improve the performance of the learning based predictors. However, performing successful stock market prediction is still a challenge. News articles and social media data are also very useful and important in financial prediction, but currently no good method exists that can …
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