Stock market movement forecast: A Systematic review

作者：

Highlights：

• A comprehensive systematic review on the stock market forecast is presented.

• Specific inputs and outputs in the stock market forecast are explored in depth.

• Comparison among different types of models for stock market forecast is provided.

• The analysis of predictive inputs combines fundamental and technical analysis.

摘要

•A comprehensive systematic review on the stock market forecast is presented.•Specific inputs and outputs in the stock market forecast are explored in depth.•Comparison among different types of models for stock market forecast is provided.•The analysis of predictive inputs combines fundamental and technical analysis.

论文关键词：Stock market forecast,Machine learning,Financial modeling

论文评审过程：Received 24 October 2019, Revised 21 February 2020, Accepted 16 April 2020, Available online 20 April 2020, Version of Record 11 May 2020.

论文官网地址：https://doi.org/10.1016/j.eswa.2020.113464