• 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