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