Machine Learning on Stock Price Movement Forecasts: The Case of Stocks in Taiwan Stock Exchange

博士 === 國立雲林科技大學 === 財務金融系 === 107 === This paper addresses the problem of predicting the movement direction of stock price index in the Taiwan stock market. The study compares four prediction models consisting of Artificial Neural Network (ANN), Support Vector Machine (SVM), Random Forest and Naive-...

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Bibliographic Details
Main Authors: LIU, YI-SHENG, 劉譯聲
Other Authors: HUANG, CHING-SHENG
Format: Others
Language:en_US
Published: 2019
Online Access:http://ndltd.ncl.edu.tw/handle/64kg68