Mid-price prediction based on machine learning methods with technical and quantitative indicators

Stock price prediction is a challenging task, in which machine learning methods have recently been successfully used. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical indicators and quantitative analysis and test their validity on short-term mid-price movement...

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Detalles Bibliográficos
Autores principales: Ntakaris, Adamantios, Kanniainen, Juho, Gabbouj, Moncef, Iosifidis, Alexandros
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2020
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7292367/
https://www.ncbi.nlm.nih.gov/pubmed/32530920
http://dx.doi.org/10.1371/journal.pone.0234107

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7292367/
https://www.ncbi.nlm.nih.gov/pubmed/32530920
http://dx.doi.org/10.1371/journal.pone.0234107

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