Stock price predictability and the business cycle via machine learning

• المؤلف الرئيسي: Wang, Li Rong
• مؤلفون آخرون: Fan Xiuyi
• التنسيق: Final Year Project
• اللغة: English
• منشور في: Nanyang Technological University 2023
• الموضوعات: Engineering::Computer science and engineering::Computing methodologies::Artificial intelligence
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/165925
• المؤسسة: 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...