TY - GEN
T1 - Stock market movement prediction using LDA-online learning model
AU - Tantisripreecha, Tanapon
AU - Soonthomphisaj, Nuanwan
N1 - Publisher Copyright:
© 2018 IEEE.
PY - 2018/8/20
Y1 - 2018/8/20
N2 - In this paper, an online learning method namely LDA-Online algorithm is proposed to predict the stock movement. The feature set which are the opening price, the closing price, the highest price and the lowest price are applied to fit the Linear Discriminant Analysis (LDA). Experiments on the four well known NASDAQ stocks (APPLE, FACBOOK GOOGLE, and AMAZON) show that our model provide the best performance in stock prediction. We compare LDA-online to ANN, KNN and Decision Tree in both Batch and Online learning scheme. We found that LDA-Online provided the best performance. The highest performances measured on GOOGLE, AMAZON, APPLE FACEBOOK stocks are 97.81%, 97.64%, 95.58% and 95.18% respectively.
AB - In this paper, an online learning method namely LDA-Online algorithm is proposed to predict the stock movement. The feature set which are the opening price, the closing price, the highest price and the lowest price are applied to fit the Linear Discriminant Analysis (LDA). Experiments on the four well known NASDAQ stocks (APPLE, FACBOOK GOOGLE, and AMAZON) show that our model provide the best performance in stock prediction. We compare LDA-online to ANN, KNN and Decision Tree in both Batch and Online learning scheme. We found that LDA-Online provided the best performance. The highest performances measured on GOOGLE, AMAZON, APPLE FACEBOOK stocks are 97.81%, 97.64%, 95.58% and 95.18% respectively.
KW - LDA
KW - Online learning
KW - Stock movement prediction
UR - https://www.scopus.com/pages/publications/85053526710
U2 - 10.1109/SNPD.2018.8441038
DO - 10.1109/SNPD.2018.8441038
M3 - Conference contribution
AN - SCOPUS:85053526710
SN - 9781538658895
T3 - Proceedings - 2018 IEEE/ACIS 19th International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2018
SP - 135
EP - 139
BT - Proceedings - 2018 IEEE/ACIS 19th International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2018
A2 - Hwang, Ha Jin
A2 - Cai, Lizhi
A2 - Yeom, Gun Huck
A2 - Matsuo, Tokuro
A2 - Kim, Haeng Kon
A2 - Yeo, Hyun
A2 - Hong, Chung Sun
A2 - Fukuta, Naoki
A2 - Ito, Takayuki
A2 - Miao, Huaikou
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 19th IEEE/ACIS International Conference on Software Engineering, Artificial Intelligence, Networking and Parallel/Distributed Computing, SNPD 2018
Y2 - 27 June 2018 through 29 June 2018
ER -