Machine learning applications in Singapore Stock Exchange

• Main Authors: Liew, Jia Hao, Ho, Stefanie Jia Jia, Ko, Yu Zhuang
• Other Authors: Wang Wenjie
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Social sciences::Economic development
• Online Access: https://hdl.handle.net/10356/138465
• Institution: Nanyang Technological University

There is a lack of research on the application of machine learning for stock return prediction in small stock exchanges like the Singapore Exchange (SGX), despite the existence of substantial evidence on the success of machine learning application onto stock returns in global markets such as in the...