0% Complete
صفحه اصلی
/
سی و دومین کنفرانس بین المللی مهندسی برق
Machine Learning-based Fundamental Stock Prediction Using Companies’ Financial Reports
نویسندگان :
Hossein Rezaei
1
Kamran Abdi
2
Mohsen Hooshmand
3
1- دانشگاه تحصیلات تکمیلی علوم پایه زنجان
2- دانشگاه تحصیلات تکمیلی علوم پایه زنجان
3- دانشگاه تحصیلات تکمیلی علوم پایه زنجان
کلمات کلیدی :
Stock market prediction،Fundamental feature analysis،Dataset generation،Machine learning،Time series،Statistical conversion
چکیده :
Portfolio management is a significant and crucial goal in investments. Therefore, the efficient prediction of the shares and securities plays an important role in highly profitable incomes. The fundamental stock analysis is a powerful and fruitful method of predicting the long-term of shares. However, further investigation in this area suffers from the lack of online fundamental features. This paper provides a fundamental feature dataset from TSE. Its features are extracted from the financial reports of companies and its prediction targets are both the return and risk values of each share. Moreover, this work investigates the effect of utilizing time dependency, absent in a vast majority of machine learning methods, on the prediction performance. Last, we propose machine-learning methods, i.e., logistic regression and gradient boosting to analyze the performance of fundamental stock prediction.
لیست مقالات
لیست مقالات بایگانی شده
Φ-OTDR Event Classification Using Machine Learning and Optical Signal Processing
Amir Babaoughli - Tohid Alizadeh - Seyed Sadra Kashef
A Wideband PLL with Programmable LC VCO with 5.1 to 7.9GHz Lock Range
Mohsen Azimikia - Arash Esmaili
A Novel Low Torque Ripple Hexagon Biased Flux Doubly Salient Permanent Magnet Motor
Mohammad Amirkhani - Behnam Mohammadian Mosammam - Mojtaba Mirsalim
A 400 ps Input Time Range 2× Time Amplifier Using Time-to-Current Compensation Technique
Mohammad Amin Yaldagard - Hossein Shamsi
Global Voltage Harmonic Index for Measuring Harmonic Situation of Power Grids: A Focus on Power Transformers
Alireza Zabihi - Mehrzad Bidari - Hossein Mokhtari
On the Interaction Between Meteorological Conditions and Performance Optimization in MISO Free-Space Optical Communication
Meysam Ghanbari - Mahdis Saghaee Jahed - Seyed Mohammad Sajad Sadough
Binomial Distribution based K-means for Graph Partitioning Approach in Partially Reconfigurable Computing system
Zahra Asgari - Maryam Sadat Mastoori
Enhancing Disaster Communication: Multi-UAV Optimization for Efficient Coverage
Amirhossein Solati - Javad Zeraatkar Moghaddam - Mehrdad Ardebilipour
حل مسئله مجموعه مستقل d-فاصله با رویکرد CombOpt Zero
فاطمه نیکبخت نصرآبادی - حسین فلسفین - مهران صفایانی
Design of an Optical Current Transformer for High-Voltage Gas-Insulated Switchgear-Part I: Focus on Optical Sensor Design
Reza Babaei - Asghar Akbari - Arash Moradi
ثمین همایش، سامانه مدیریت کنفرانس ها و جشنواره ها - نگارش 40.4.2