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

Financial Innovation - Tập 5 Số 1 - 2019
Xiao Zhong1, David Enke2
1Graduate School of Management, Clark University, 313B Carlson Hall, 950 Main Street, Worcester, MA, 01610, USA
2Laboratory for Investment and Financial Engineering, Department of Engineering Management and Systems Engineering, Missouri University of Science and Technology, 221 Engineering Management, 600 W. 14th Street, Rolla, MO, 65409-0370, USA

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