Machine learning prediction of stock price behavior in SGX

• Main Author: Pan, Sun Wei
• Other Authors: Wong Jia Yiing, Patricia
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2021
• Subjects: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence; Business::Finance::Stock exchanges
• Online Access: https://hdl.handle.net/10356/149323
• Institution: Nanyang Technological University

In recent years, ML has been used to solve many complex mathematical problems. Researchers have identified ML as a means to predict stock prices and their characteristics to execute profitable trades in the stock market. This project proposes a novel labelling scheme and evaluates the use of five...