Stock price predictability and the business cycle via machine learning

• 主要作者: Wang, Li Rong
• 其他作者: Fan Xiuyi
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2023
• 主題: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• 在線閱讀: https://hdl.handle.net/10356/165925
• 機構: Nanyang Technological University

The negative effects of data shifts on machine learning (ML) model performance have been extensively characterized in numerous applications of ML (e.g. natural language processing). However, few studies are exploring the data-shifting effects of the business cycle, particularly in the context of sto...