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Predicting Chinese Stock Market Price Trend Using Machine Learning Approach

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Published:22 October 2018Publication History

ABSTRACT

The stock1 market is dynamic, noisy and hard to predict. In this paper, we explored four machine learning models using technical indicators as input features to predict the price trend 30 days later. The experimental dataset is Shanghai Stock Exchange(SSE) 50 index stocks. The result demonstrates that ANN performs better than the other three models and is promising to find some profitable patterns.

References

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    • Published in

      cover image ACM Other conferences
      CSAE '18: Proceedings of the 2nd International Conference on Computer Science and Application Engineering
      October 2018
      1083 pages
      ISBN:9781450365123
      DOI:10.1145/3207677

      Copyright © 2018 ACM

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      Association for Computing Machinery

      New York, NY, United States

      Publication History

      • Published: 22 October 2018

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      • Refereed limited

      Acceptance Rates

      CSAE '18 Paper Acceptance Rate189of383submissions,49%Overall Acceptance Rate368of770submissions,48%

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