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Financial time series forecasting with machine learning techniques: A survey

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Financial time series forecasting with machine learning techniques: A survey. / Krollner, Bjoern; Vanstone, Bruce; Finnie, Gavin.
Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). 2010. t. 25-30.

Allbwn ymchwil: Pennod mewn Llyfr/Adroddiad/Trafodion Cynhadledd › Cyfraniad i Gynhadledd

HarvardHarvard

Krollner, B, Vanstone, B & Finnie, G 2010, Financial time series forecasting with machine learning techniques: A survey. yn Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). tt. 25-30.

APA

Krollner, B., Vanstone, B., & Finnie, G. (2010). Financial time series forecasting with machine learning techniques: A survey. Yn Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010) (tt. 25-30)

CBE

Krollner B, Vanstone B, Finnie G. 2010. Financial time series forecasting with machine learning techniques: A survey. Yn Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). tt. 25-30.

MLA

Krollner, Bjoern, Bruce Vanstone a Gavin Finnie "Financial time series forecasting with machine learning techniques: A survey". Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). 2010, 25-30.

VancouverVancouver

Krollner B, Vanstone B, Finnie G. Financial time series forecasting with machine learning techniques: A survey. Yn Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). 2010. t. 25-30

Author

Krollner, Bjoern ; Vanstone, Bruce ; Finnie, Gavin. / Financial time series forecasting with machine learning techniques: A survey. Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010). 2010. tt. 25-30

RIS

TY - GEN

T1 - Financial time series forecasting with machine learning techniques: A survey

AU - Krollner, Bjoern

AU - Vanstone, Bruce

AU - Finnie, Gavin

N1 - European Symposium on Artificial Neural Networks : Computational Intelligence and Machine Learning, ESANN 2010 ; Conference date: 28-04-2010 Through 30-04-2010

PY - 2010

Y1 - 2010

N2 - Stock index forecasting is vital for making informed investment decisions. This paper surveys recent literature in the domain of machine learning techniques and artificial intelligence used to forecast stock market movements. The publications are categorised according to the machine learning technique used, the forecasting timeframe, the input variables used, and the evaluation techniques employed. It is found that there is a consensus between researchers stressing the importance of stock index forecasting. Artificial Neural Networks (ANNs) are identified to be the dominant machine learning technique in this area. We conclude with possible future research directions.

AB - Stock index forecasting is vital for making informed investment decisions. This paper surveys recent literature in the domain of machine learning techniques and artificial intelligence used to forecast stock market movements. The publications are categorised according to the machine learning technique used, the forecasting timeframe, the input variables used, and the evaluation techniques employed. It is found that there is a consensus between researchers stressing the importance of stock index forecasting. Artificial Neural Networks (ANNs) are identified to be the dominant machine learning technique in this area. We conclude with possible future research directions.

M3 - Conference contribution

SN - 2930307102

SP - 25

EP - 30

BT - Proceedings of the 18th European Symposium on Artificial Neural Networks (ESANN 2010)

ER -