Stock market one-day ahead movement prediction using disparate data sources

作者:

Highlights:

• A financial expert system for predicting the daily stock movements.

• “Knowledge base” captures both traditional and online data sources.

• The “inference engine” uses three artificial intelligence techniques.

• Prediction accuracy of 85% is higher than the reported results in the literature.

• The system is hosted online and freely available for investors and researchers.

摘要

•A financial expert system for predicting the daily stock movements.•“Knowledge base” captures both traditional and online data sources.•The “inference engine” uses three artificial intelligence techniques.•Prediction accuracy of 85% is higher than the reported results in the literature.•The system is hosted online and freely available for investors and researchers.

论文关键词:Artificial intelligence,Feature selection,Financial expert system,Google news,R programming,Wikipedia

论文评审过程:Received 24 March 2016, Revised 25 February 2017, Accepted 26 February 2017, Available online 28 February 2017, Version of Record 7 March 2017.

论文官网地址:https://doi.org/10.1016/j.eswa.2017.02.041