Machine Learning on Stock Price Movement Forecast: The Sample of the Taiwan Stock Exchange
<p>This paper addresses problem of predicting direction of movement of stock price index for Taiwan stock markets. The study compares four prediction models, Artificial Neural Network (ANN), Support Vector Machine (SVM), random forest and naive-Bayes with two approaches for input to these mode...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
EconJournals
2019-03-01
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| Series: | International Journal of Economics and Financial Issues |
| Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/7560 |