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

• المؤلف الرئيسي: Yeo, Jarrett Shan Wei
• مؤلفون آخرون: Yeo Chai Kiat
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2021
• الموضوعات: Engineering::Computer science and engineering::Information systems
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/148294

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...