Investment Performance of Machine Learning: Analysis of S&P 500 Index

<p>This study aims to explore the prediction of S&amp;P 500 stock price movement and conduct an analysis of its investment performance. Based on the S&amp;P 500 index, the study compares three machine learning models: ANN, SVM, and Random Forest. With a performance evaluation of S&...

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Bibliographic Details
Main Authors: Chia-Cheng Chen, Chun-Hung Chen, Ting-Yin Liu
Format: Article
Language:English
Published: EconJournals 2019-12-01
Series:International Journal of Economics and Financial Issues
Online Access:http://www.econjournals.com/index.php/ijefi/article/view/8925