FEB-Stacking and FEB-DNN Models for Stock Trend Prediction: A Performance Analysis for Pre and Post Covid-19 Periods
In this paper, stock price prediction is perceived as a binary classification problem where the goal is to predict whether an increase or decrease in closing prices is going to be observed the next day. The framework will be of use for both investors and traders. In the aftermath of the Covid-19 pan...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Regional Association for Security and crisis management
2021-02-01
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| Series: | Decision Making: Applications in Management and Engineering |
| Subjects: | |
| Online Access: | https://dmame.rabek.org/index.php/dmame/article/view/163 |