Predicting the direction of stock market prices using random forest

Malkiel, B. G. and Fama, E. F.(1970). Efficient capital markets: A review of theory and empirical work. The Journal of Finance, 25(2), 383-417

1970

Earlier work this paper cites.

Widom, J. (1995). Research problems in data warehousing. In Proceedings of the fourth international conference on information and knowledge management, CIKM ’95 ( pp. 25- 30). New York, NY, USA: ACM. 10.1145/221270.221319

1995

Earlier work this paper cites.

Hellstrom, T., Holmstromm, K. (1998). Predictable Patterns in Stock Returns. Technical Report Series IMa-TOM- 1997-09

1997

Earlier work this paper cites.

R. Gencay, ”Linear, non-linear and essential foreign exchange rate prediction with simple technical trading rules,” Journal of International Economics, vol. 47,no.!, pp. 91-107,1999

1999

Earlier work this paper cites.

Tom Bylander,Dennis Hanzlik (1999). Estimating Generalization Error Using Out-of-Bag Estimates. AAAI-99 Proceedings. Copyright © 1999, AAAI (www.aaai.org). All rights reserved

1999

Earlier work this paper cites.

Leo Breiman (2001), Statistics Department ,University of California Berkeley, CA 94720. Random Forests

2001

Earlier work this paper cites.

Malkiel, Burton G. (2003). The efficient market hypothesis and its critics. The Journal of Economic Perspectives, 17(1), 59-82

2003

Cited alongside, same era.

A. Timmermann and C. W Granger, ”Efficient market hypothesis and forecasting,” Interational Journal of Forecasting, vol. 20,no.!, pp. 15- 27,2004

2004

Cited alongside, same era.

D. Bao and Z. Yang, ”Intelligent stock trading system by turning point confirming and probabilistic reasoning,” Expert Systems with Applications, vol.34,no. 1,pp. 620-627,2008

2008

Cited alongside, same era.

Pierre Geurts, Gilles Louppe . Learning to rank with extremely randomized tree. JMLR: Workshop and Conference Proceedings 14 (2011) 49–61

2011

Cited alongside, same era.

Yuqing Dai, Yuning Zhang (2013). Machine Learning in Stock Price Trend Forecasting. Stanford University

2013

Cited alongside, same era.

Haoming Li, Zhijun Yang and Tianlun Li (2014). Algorithmic Trading Strategy Based On Massive Data Mining. Stanford University

2014

Later among the works it cites.

Xinjie (2014). Stock Trend Prediction With Technical Indicators using SVM. Stanford University

2014

Later among the works it cites.

Felipe Giacomel, Renata Galante, Adriano Pareira. An Algorithmic Trading Agent based on a Neural Network Ensemble: a Case of Study in North American and Brazilian Stock Markets. 2015 IEEE/WIC/ACM International Conference on Web Intelligence and Intelligent Agent Technology

2015

Later among the works it cites.

Ms. K. Nirmala Devi, Dr.V.Murali Bhaskaran, G. Prem Kumar (2015). Cuckoo Optimized SVM for Stock Market Prediction.IEEE Sponsored 2nd International Conference on Innovations in Information, Embedded and Communication systems (ICJJECS)2015

2015

Later among the works it cites.