An Analysis on Investment Performance of Machine Learning: An Empirical Examination on Taiwan Stock Market

<p>This study aims to explore the prediction of Taiwan stock price movement and conduct an analysis of its investment performance. Based on Taiwan Stock Market index, the study compares four machine learning models: ANN, SVM, Random Forest and Naïve-Bayes. With a performance evaluation of Taiw...

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Bibliographic Details
Main Authors: Chia-Cheng Chen, Yisheng Liu, Ting-Hsin Hsu
Format: Article
Language:English
Published: EconJournals 2019-07-01
Series:International Journal of Economics and Financial Issues
Online Access:https://www.econjournals.com/index.php/ijefi/article/view/8129