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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2020
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| Materias: | |
| 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 |