DocumentCode :
2883131
Title :
Ensemble classification over stock market time series and economy news
Author :
Seker, Sadi Evren ; Mert, Cihan ; Al-Naami, Khaled ; Ayan, U. ; Ozalp, N.
Author_Institution :
Comput. Eng. Dept., Istanbul Univ., Istanbul, Turkey
fYear :
2013
fDate :
4-7 June 2013
Firstpage :
272
Lastpage :
273
Abstract :
Aim of this study is applying the ensemble classification methods over the stock market closing values, which can be assumed as time series and finding out the relation between the economy news. In order to keep the study back ground clear, the majority voting method has been applied over the three classification algorithms, which are the k-nearest neighborhood, support vector machine and the C4.5 tree. The results gathered from two different feature extraction methods are correlated with majority voting meta classifier (ensemble method) which is running over three classifiers. The results show the success rates are increased after the ensemble at least 2 to 3 percent success rate.
Keywords :
decision trees; feature extraction; pattern classification; stock markets; support vector machines; time series; C4.5 tree; economy news; ensemble classification method; feature extraction method; k-nearest neighborhood; majority voting meta classifier method; stock market; support vector machine; time series; Classification algorithms; Correlation; Feature extraction; Random access memory; Stock markets; Time series analysis; Vectors; Bollinger band; RSI index; big data; data mining; momentum; moving average; random walk; signal processing; stock market analysis; text mining; time series analysis;
fLanguage :
English
Publisher :
ieee
Conference_Titel :
Intelligence and Security Informatics (ISI), 2013 IEEE International Conference on
Conference_Location :
Seattle, WA
Print_ISBN :
978-1-4673-6214-6
Type :
conf
DOI :
10.1109/ISI.2013.6578840
Filename :
6578840
Link To Document :
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