A novel data-driven stock price trend prediction system
作者:
Highlights:
• A data-driven stock price trend prediction system is designed and implemented.
• Models are trained from historical data using random forest with feature selection.
• Training data are created by unsupervised morphological pattern recognition.
摘要
•A data-driven stock price trend prediction system is designed and implemented.•Models are trained from historical data using random forest with feature selection.•Training data are created by unsupervised morphological pattern recognition.
论文关键词:Feature selection,Morphological pattern recognition,Random forest,Stock price prediction
论文评审过程:Received 8 September 2017, Revised 12 December 2017, Accepted 13 December 2017, Available online 13 December 2017, Version of Record 20 December 2017.
论文官网地址:https://doi.org/10.1016/j.eswa.2017.12.026