Global stock market investment strategies based on financial network indicators using machine learning techniques

作者：

Highlights：

• Networks are designed to predict stock market and regional relative directions.

• Prediction accuracy and profit performances are enhanced with network indicators.

• Their performances were highly effective during market turmoil periods.

• SVM used for the directional predictions showed the best performances.

摘要

•Networks are designed to predict stock market and regional relative directions.•Prediction accuracy and profit performances are enhanced with network indicators.•Their performances were highly effective during market turmoil periods.•SVM used for the directional predictions showed the best performances.

论文关键词：Financial network,Global stock market,Machine learning,Investment strategy

论文评审过程：Received 29 May 2018, Revised 2 September 2018, Accepted 2 September 2018, Available online 19 September 2018, Version of Record 1 October 2018.

论文官网地址：https://doi.org/10.1016/j.eswa.2018.09.005