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Management Information Systems

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California State University, San Bernardino

2011

Forecasting

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A Hybrid Machine Learning System For Stock Market Forecasting, Lokesh Kumar, Anvita Pandey, Saakshi Srivastava, Manuj Darbari Jan 2011

A Hybrid Machine Learning System For Stock Market Forecasting, Lokesh Kumar, Anvita Pandey, Saakshi Srivastava, Manuj Darbari

Journal of International Technology and Information Management

A hybrid machine learning system based on Genetic Algorithm (GA) and Time Series Analysis is proposed. In stock market, a technical trading rule is a popular tool for analysts and users to do their research and decide to buy or sell their shares. The key issue for the success of a trading rule is the selection of values for all parameters and their combinations. However, the range of parameters can vary in a large domain, so it is difficult for users to find the best parameter combination. In this paper, we present the Genetic Algorithm (GA) to overcome the problem …