Title
A novel data-driven stock price trend prediction system.
Abstract
•A data-driven stock price trend prediction system is designed and implemented.•Models are trained from historical data using random forest with feature selection.•Training data are created by unsupervised morphological pattern recognition.
Year
DOI
Venue
2018
10.1016/j.eswa.2017.12.026
Expert Systems with Applications
Keywords
Field
DocType
Feature selection,Morphological pattern recognition,Random forest,Stock price prediction
Econometrics,Data mining,Data-driven,Feature selection,Heuristic (computer science),Computer science,Relative return,Predictive modelling,Random forest,Transaction data,Volatility (finance)
Journal
Volume
ISSN
Citations 
97
0957-4174
4
PageRank 
References 
Authors
0.42
22
5
Name
Order
Citations
PageRank
Jing Zhang1225.41
Shicheng Cui271.82
Yan Xu340.76
Li Qian-Mu43314.78
Tao Li538741.20