Predict the stock exchange of Thailand-Set

Warut Sirijunyapong; Adisorn Leelasantitham; Supapogrn Kiattisin; Waranyu Wongseree

doi:10.1109/JICTEE.2014.6804126

Predict the stock exchange of Thailand-Set

Warut Sirijunyapong
, Adisorn Leelasantitham
, Supapogrn Kiattisin
, Waranyu Wongseree

Information System Management Technology Academic Group

Mahidol University
King Mongkut's University of Technology North Bangkok

Research output: Contribution to conference › Paper › peer-review

2 Citations (Scopus)

Abstract

This paper proposes an investment in the stock exchange of Thailand (SET) using ARIMA model and support vector machine. Today, the investors are interesting to invest the stock market because it provides for higher profits than ones from deposit banking. Although the stock market can provide a high benefit for investors, it comes with a high risk too. Thus, this is a reason why we are proposing ARIMA model and Support vector machine. ARIMA model is one of the most popular approaches to forecast. Support vector machine is the structure of minimization of risk and supports high dimension data. Both of them can be reduced a risk to investors before their decisions to invest on stocks.

Original language	English
DOIs	https://doi.org/10.1109/JICTEE.2014.6804126
Publication status	Published - 2014
Event	4th Joint International Conference on Information and Communication Technology, Electronic and Electrical Engineering, JICTEE 2014 - Chiang Rai, Thailand Duration: 5 Mar 2014 → 8 Mar 2014

Conference

Conference	4th Joint International Conference on Information and Communication Technology, Electronic and Electrical Engineering, JICTEE 2014
Country/Territory	Thailand
City	Chiang Rai
Period	5/03/14 → 8/03/14

Keywords

Arima
DMI
Efin
MACD
RSI
SET
SVM
Stock
Stock market

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10.1109/JICTEE.2014.6804126

Cite this

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title = "Predict the stock exchange of Thailand-Set",

abstract = "This paper proposes an investment in the stock exchange of Thailand (SET) using ARIMA model and support vector machine. Today, the investors are interesting to invest the stock market because it provides for higher profits than ones from deposit banking. Although the stock market can provide a high benefit for investors, it comes with a high risk too. Thus, this is a reason why we are proposing ARIMA model and Support vector machine. ARIMA model is one of the most popular approaches to forecast. Support vector machine is the structure of minimization of risk and supports high dimension data. Both of them can be reduced a risk to investors before their decisions to invest on stocks.",

keywords = "Arima, DMI, Efin, MACD, RSI, SET, SVM, Stock, Stock market",

author = "Warut Sirijunyapong and Adisorn Leelasantitham and Supapogrn Kiattisin and Waranyu Wongseree",

year = "2014",

doi = "10.1109/JICTEE.2014.6804126",

language = "English",

note = "4th Joint International Conference on Information and Communication Technology, Electronic and Electrical Engineering, JICTEE 2014 ; Conference date: 05-03-2014 Through 08-03-2014",

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T1 - Predict the stock exchange of Thailand-Set

AU - Sirijunyapong, Warut

AU - Leelasantitham, Adisorn

AU - Kiattisin, Supapogrn

AU - Wongseree, Waranyu

PY - 2014

Y1 - 2014

N2 - This paper proposes an investment in the stock exchange of Thailand (SET) using ARIMA model and support vector machine. Today, the investors are interesting to invest the stock market because it provides for higher profits than ones from deposit banking. Although the stock market can provide a high benefit for investors, it comes with a high risk too. Thus, this is a reason why we are proposing ARIMA model and Support vector machine. ARIMA model is one of the most popular approaches to forecast. Support vector machine is the structure of minimization of risk and supports high dimension data. Both of them can be reduced a risk to investors before their decisions to invest on stocks.

AB - This paper proposes an investment in the stock exchange of Thailand (SET) using ARIMA model and support vector machine. Today, the investors are interesting to invest the stock market because it provides for higher profits than ones from deposit banking. Although the stock market can provide a high benefit for investors, it comes with a high risk too. Thus, this is a reason why we are proposing ARIMA model and Support vector machine. ARIMA model is one of the most popular approaches to forecast. Support vector machine is the structure of minimization of risk and supports high dimension data. Both of them can be reduced a risk to investors before their decisions to invest on stocks.

KW - Arima

KW - DMI

KW - Efin

KW - MACD

KW - RSI

KW - SET

KW - SVM

KW - Stock

KW - Stock market

UR - https://www.scopus.com/pages/publications/84901020613

U2 - 10.1109/JICTEE.2014.6804126

DO - 10.1109/JICTEE.2014.6804126

M3 - Paper

AN - SCOPUS:84901020613

T2 - 4th Joint International Conference on Information and Communication Technology, Electronic and Electrical Engineering, JICTEE 2014

Y2 - 5 March 2014 through 8 March 2014

ER -

Predict the stock exchange of Thailand-Set

Abstract

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Keywords

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