Machine learning techniques (support vector machine and artificial neural network) for fundamental and technical analysis: a study on SET and PSEI

Machine learning techniques (support vector machine and artificial neural network) for fundamental and technical analysis: a study on SET and PSEI

Our paper investigates the performance of two machine learning models, namely Support Vector Machine (SVM) and Artificial Neural Network (ANN) in predicting the direction of movement of Stock Exchange of Thailand (SET) index and Philippines Stock Exchange Composite Inde...

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Bibliographic Details
Main Author: Chin, Jern Tat
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2021
Subjects:
support vector machine
artificial neural network
fundamental analysis
technical analysis
SET
PSEI
Online Access:https://eprints.nottingham.ac.uk/63254/

Internet

https://eprints.nottingham.ac.uk/63254/

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