Stock price predictability and the business cycle via machine learning

• Main Author: Wang, Li Rong
• Other Authors: Fan Xiuyi
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2023
• Subjects: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• Online Access: https://hdl.handle.net/10356/165925
• Institution: 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...