Open Access. Powered by Scholars. Published by Universities.®
Missouri University of Science and Technology
Operations Research, Systems Engineering and Industrial Engineering
Articles 1 - 1 of 1
Full-Text Articles in Engineering
Predicting The Daily Return Direction Of The Stock Market Using Hybrid Machine Learning Algorithms, X. Zhong, David Lee Enke
Predicting The Daily Return Direction Of The Stock Market Using Hybrid Machine Learning Algorithms, X. Zhong, David Lee Enke
Engineering Management and Systems Engineering Faculty Research & Creative Works
Big data analytic techniques associated with machine learning algorithms are playing an increasingly important role in various application fields, including stock market investment. However, few studies have focused on forecasting daily stock market returns, especially when using powerful machine learning techniques, such as deep neural networks (DNNs), to perform the analyses. DNNs employ various deep learning algorithms based on the combination of network structure, activation function, and model parameters, with their performance depending on the format of the data representation. This paper presents a comprehensive big data analytics process to predict the daily return direction of the SPDR S&P 500 …