ETF predication with machine learning algorithms

• Main Author: Jin, Ziyan
• Other Authors: Wong Jia Yiing, Patricia
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2022
• Subjects: Engineering::Electrical and electronic engineering
• Online Access: https://hdl.handle.net/10356/158294
• Institution: Nanyang Technological University

There are three stages to this report. The first stage of this paper explains how to use random forest and SVM to tackle the price trend prediction problem. After comparing the data, SVM comes out on top, with an accuracy of up to 80%. The second stage of this study involves creating a recurrent neu...