Predicting stock movement direction with machine learning: An extensive study on S&P 500 stocks

Yang Jiao, Jérémie Jakubowicz. Predicting stock movement direction with machine learning: An extensive study on S&P 500 stocks. In Jian-Yun Nie, Zoran Obradovic, Toyotaro Suzumura, Rumi Ghosh, Raghunath Nambiar, Chonggang Wang, Hui Zang, Ricardo A. Baeza-Yates, Xiaohua Hu, Jeremy Kepner, Alfredo Cuzzocrea, Jian Tang, Masashi Toyoda, editors, 2017 IEEE International Conference on Big Data, BigData 2017, Boston, MA, USA, December 11-14, 2017. pages 4705-4713, IEEE, 2017. [doi]

Abstract

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