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A comparative study of approaches to forecast the correct trading actions

  • Published:2016-11-18 Issue:1 Volume:34 Page:e12169
  • ISSN:0266-4720
  • Container-title:Expert Systems
  • language:en
  • Short-container-title:Expert Systems

Author:

Baía Luís12,Torgo Luís12

Affiliation:

1. LIAAD - INESC TEC; Porto Portugal

2. Departamento de Ciência de Computadores-Faculdade de Ciências; Universidade do Porto; Porto Portugal

Funder

European Regional Development Fund

Publisher

Wiley

Subject

Artificial Intelligence,Computational Theory and Mathematics,Theoretical Computer Science,Control and Systems Engineering

Reference28 articles.

1. Surveying stock market forecasting techniques part II: Soft computing methods;Atsalakis;Expert Systems with Applications,2009

2. Baia , L. 2015 Actionable forecasting and activity monitoring: Applications to financial trading

3. Branco , P. Torgo , L. Ribeiro , R. 2016 A survey of predictive modeling on imbalanced domains ACM Computing Surveys (to appear)

4. Integrating a piecewise linear representation method and a neural network model for stock trading points prediction;Chang;IEEE Transactions on Systems, Man and Cybernetics Part C: Applications and Reviews,2009

5. Smote: Synthetic minority over-sampling technique;Chawla;Journal of Artificial Intelligence Research,2002

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