Ensemble classification method for daily return stock market

Ensemble classification method for daily return stock market

Stock price movements in Indonesia are measured using indices, one of which is the Composite Stock Price Index (CSPI). CSPI is a stock index that measures a combination of all shares from various sectors listed on the Indonesia Stock Exchange. The ensemble method is to build predictive models by...

Full description

Bibliographic Details
Main Authors: Meilany Nonsi Tentua, Dedi Rosadi
Format: Article
Language:English
Published: Prince of Songkla University 2021-10-01
Series:Songklanakarin Journal of Science and Technology (SJST)
Subjects:
ensemble method
stock market returns
classification
Online Access:https://rdo.psu.ac.th/sjst/journal/43-5/26.pdf

Similar Items

Similar Items