What is it about?
This paper explores the application of machine learning techniques, specifically Long Short-Term Memory (LSTM) and Support Vector Machine (SVM), for predicting stock prices in the Hong Kong share market. We utilized a publicly available dataset and performed feature engineering to extract relevant features. Subsequently, LSTM and SVM algorithms were applied to predict stock prices. Our results indicate that the proposed machine learning techniques can predict stock prices in the Hong Kong share market with the error metrics presented.
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Why is it important?
Predicting stock prices has always been a challenging task due to their volatility and unpredictability. Our research provides a novel approach to predicting stock prices in the Hong Kong share market, which could be highly beneficial for investors and market analysts. Our results demonstrate that LSTM outperforms SVM in predicting stock prices, providing valuable insights for future research in stock price prediction.
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This page is a summary of: An Exploratory Comparison of Stock Prices Prediction using Multiple Machine Learning Approaches based on Hong Kong Share Market, July 2023, ACM (Association for Computing Machinery),
DOI: 10.1145/3616712.3616762.
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