[PDF][PDF] Forecasting stock price movement direction by machine learning algorithm
Forecasting stock price movement direction (SPMD) is an essential issue for short-term
investors and a hot topic for researchers. It is a real challenge concerning the efficient …
investors and a hot topic for researchers. It is a real challenge concerning the efficient …
The value premium and uncertainty: An approach by support vector regression algorithm
Risk premium plays an important role in stock investing. Experiments have shown that value
stocks typically have a higher average return than growth stocks; however, this effect …
stocks typically have a higher average return than growth stocks; however, this effect …
A comparison of CAPM and Fama-French three-factor model under Machine Learning approaching
With the economy experiencing rapid growth in recent years, more individuals have started
venturing into the stock market. Precisely forecasting the rate of return can mitigate …
venturing into the stock market. Precisely forecasting the rate of return can mitigate …
Predicting Stock Price Movement for The Inefficient Market: Case of Hanoi Stock Exchange (HNX)
If the market is efficient, with stock prices accurately reflecting the true risk of an investment,
then the issue becomes simpler. While this is true, investors may have a window of …
then the issue becomes simpler. While this is true, investors may have a window of …