Predicting stock market index using fusion of machine learning techniques

作者：

Highlights：

• Two stage fusion model comprising three machine learning techniques is used.

• Emphasis is on adequacy of information given to prediction models.

• First stage provides future value of statistical parameters helping the later stage.

• Two stage fusion model helps in decreasing overall prediction error.

摘要

•Two stage fusion model comprising three machine learning techniques is used.•Emphasis is on adequacy of information given to prediction models.•First stage provides future value of statistical parameters helping the later stage.•Two stage fusion model helps in decreasing overall prediction error.

论文关键词：Artificial Neural Networks,Support Vector Regression,Random Forest,Stock market,Hybrid models

论文评审过程：Available online 25 October 2014.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.10.031