Predicting stock market index with gradient boosting machine ensemble, bayesian optimization, temporal consistency analysis, market sentiment analysis, game theory and novel holdout method

The potential of machine learning has sustained the interest of both academia and industry in stock market prediction for over the past decade. This project aims to integrate modern techniques used in the field into a resource-efficient and accurate stock index predictor. While Gradient Boosting Ma...

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Bibliographic Details
Main Author: Yeo, Jarrett Shan Wei
Other Authors: Yeo Chai Kiat
Format: Final Year Project
Language:English
Published: Nanyang Technological University 2021
Subjects:
Online Access:https://hdl.handle.net/10356/148294
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Institution: Nanyang Technological University
Language: English