文章基本信息

标题：Machine Learning Stock Market Prediction Studies: Review and Research Directions
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作者：Strader, Troy J ; Rozycki, John J ; ROOT, THOMAS H 等
期刊名称：Journal of International Technology and Information Management
印刷版ISSN：1941-6679
出版年度：2019
卷号：28
期号：4
页码：63-83
出版社：California State University, San Bernardino
摘要：Stock market investment strategies are complex and rely on an evaluation of vast amounts of data. In recent years, machine learning techniques have increasingly been examined to assess whether they can improve market forecasting when compared with traditional approaches. The objective for this study is to identify directions for future machine learning stock market prediction research based upon a review of current literature. A systematic literature review methodology is used to identify relevant peer-reviewed journal articles from the past twenty years and categorize studies that have similar methods and contexts. Four categories emerge: artificial neural network studies, support vector machine studies, studies using genetic algorithms combined with other techniques, and studies using hybrid or other artificial intelligence approaches. Studies in each category are reviewed to identify common findings, unique findings, limitations, and areas that need further investigation. The final section provides overall conclusions and directions for future research.
关键词：machine learning; stock market prediction; literature review; research taxonomy; artificial neural network; support vector machine; genetic algorithm; investment decision