A comparative analysis of the performance of machine learning models for predicting stock prices from the years 2012 to 2022: Evidence from the ASEAN 5 stock market indices

• Main Authors: Dhanani, Sameer D., Escaño, Hugh Leon B., Lim, Jasmine L., Pascual, Isaiah Franz Dominique L.
• Format: text
• Language: English
• Published: Animo Repository 2023
• Subjects: Stocks—Prices—Southeast Asia; Stock index futures—Southeast Asia; Finance; Finance and Financial Management
• Online Access: https://animorepository.dlsu.edu.ph/etdb_finman/83; https://animorepository.dlsu.edu.ph/context/etdb_finman/article/1063/viewcontent/A_Comparative_Analysis_of_the_Performance_of_Machine_Learning_Mod.pdf
• Institution: De La Salle University

The vitality of an economy is often reflected in the fluctuations of its stock market, emphasizing the necessity of studying and anticipating market dynamics. To assist some analysts, machine learning models have gained prominence in forecasting stock market behavior over the years. A few of these m...