Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques

作者：

Highlights：

• Four machine learning algorithms are used for prediction in stock markets.

• Focus is on data pre-processing to improve the prediction accuracy.

• Technical indicators are discretised by exploiting the inherent opinion.

• Prediction accuracy of algorithms increases when discrete data is used.

摘要

•Four machine learning algorithms are used for prediction in stock markets.•Focus is on data pre-processing to improve the prediction accuracy.•Technical indicators are discretised by exploiting the inherent opinion.•Prediction accuracy of algorithms increases when discrete data is used.

论文关键词：Naive-Bayes classification,Artificial neural networks,Support vector machine,Random forest,Stock market

论文评审过程：Available online 5 August 2014.

论文官网地址：https://doi.org/10.1016/j.eswa.2014.07.040