Predicting next day direction of stock price movement using machine learning methods with persistent homology: Evidence from Kuala Lumpur Stock Exchange
Mohd Sabri Ismail, Mohd Sabri Ismail, Mohd Salmi Md Noorani, Munira Ismail, Munira Ismail, Fatimah Abdul Razak, Mohd Almie Alias
Topics & Concepts
Stock exchangeSupport vector machineMachine learningKuala lumpurComposite indexPairwise comparisonComputer scienceArtificial intelligencePersistent homologyStock (firearms)EconometricsRandom forestMathematicsAlgorithmBusinessEngineeringFinanceMarketingMechanical engineeringTopological and Geometric Data AnalysisComplex Systems and Time Series AnalysisTheoretical and Computational Physics