A Comparative Study of Machine Learning Algorithms for Financial Data Prediction

Bencharef Omar, Gonzalez Cortes Daniel, Bousbaa Zineb, Cortes Jofre Aida

Resultado de la investigación: Contribución a los tipos de informe/libroContribución a la conferencia

Resumen

Machine learning has been widely used as a part of stock market investment strategies, whether for forecasting exchange rate or market volatility, and also in different classification problems in order to help for decision making. In this paper, we work on Brazilian and Chilean currency exchange data using two different algorithms. These experiments are based on 15 years historical data, the predictions are made for the next day price of the action. In addition, of historical data, our dataset includes ten technical indicators as inputs of each prediction model. Our contribution is a comparison of neural networks algorithms results with a multi linear regression algorithms optimized with particle swarm Metaheuristic.

Idioma originalInglés
Título de la publicación alojadaInternational Symposium on Advanced Electrical and Communication Technologies, ISAECT 2018 - Proceedings
EditoresMounir Arioua, Boulmalef Mohammed, Mohamed Nabil Srifi
EditorialInstitute of Electrical and Electronics Engineers Inc.
ISBN (versión digital)9781538673287
DOI
EstadoPublicada - 18 ene 2019
Evento2018 International Symposium on Advanced Electrical and Communication Technologies, ISAECT 2018 - Rabat, Marruecos
Duración: 21 nov 201823 nov 2018

Serie de la publicación

NombreInternational Symposium on Advanced Electrical and Communication Technologies, ISAECT 2018 - Proceedings

Conferencia

Conferencia2018 International Symposium on Advanced Electrical and Communication Technologies, ISAECT 2018
PaísMarruecos
CiudadRabat
Período21/11/1823/11/18

Áreas temáticas de ASJC Scopus

  • Software
  • Hardware y arquitectura
  • Ingeniería eléctrica y electrónica
  • Redes de ordenadores y comunicaciones

Huella Profundice en los temas de investigación de 'A Comparative Study of Machine Learning Algorithms for Financial Data Prediction'. En conjunto forman una huella única.

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    Omar, B., Daniel, G. C., Zineb, B., & Aida, C. J. (2019). A Comparative Study of Machine Learning Algorithms for Financial Data Prediction. En M. Arioua, B. Mohammed, & M. N. Srifi (Eds.), International Symposium on Advanced Electrical and Communication Technologies, ISAECT 2018 - Proceedings [8618774] (International Symposium on Advanced Electrical and Communication Technologies, ISAECT 2018 - Proceedings). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ISAECT.2018.8618774