The application of machine learning in the stock market

Wencheng Bao

doi:10.1117/12.2646616

23 August 2022 The application of machine learning in the stock market

Wencheng Bao

Proceedings Volume 12330, International Conference on Cyber Security, Artificial Intelligence, and Digital Economy (CSAIDE 2022); 123301E (2022) https://doi.org/10.1117/12.2646616
Event: International Conference on Cyber Security, Artificial Intelligence, and Digital Economy (CSAIDE 2022), 2022, Huzhou, China

Abstract

Artificial intelligence (AI) appears more and more in people's life. Many academic articles point out that there are signal to noises in the financial market itself. The paper aims to find whether or not we can avoid the emergence of signal to noises by using different factors or models. We will select several machine learning models, including linear regression model, XGBoost in recent 5 years, and long short-term memory (LSTM) in time series. Using exponential moving average as a factor, this paper compares the performance of different machine learning models in the stock market. Finally, we find the results simulated by the regressor models are similar.

Citation Download Citation

Wencheng Bao "The application of machine learning in the stock market", Proc. SPIE 12330, International Conference on Cyber Security, Artificial Intelligence, and Digital Economy (CSAIDE 2022), 123301E (23 August 2022); https://doi.org/10.1117/12.2646616

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