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Predicting the daily return direction of the stock market using hybrid machine learning algorithms

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Article number4
JournalFinancial Innovation
Volume5
Issue number1
DOIs
StatePublished - Dec 1 2019

ASJC Scopus Subject Areas

  • Finance
  • Management of Technology and Innovation

Keywords

  • Daily stock return forecasting
  • Data representation
  • Deep neural networks (DNNs)
  • Hybrid machine learning algorithms
  • Return direction classification
  • Trading strategies

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