Machine learning techniques and data for stock market forecasting: A literature review

• Published in: Expert systems with applications Vol. 197; p. 116659
• Main Authors: Kumbure, Mahinda Mailagaha, Lohrmann, Christoph, Luukka, Pasi, Porras, Jari
• Format: Journal Article
• Language: English
• Published: New York Elsevier Ltd 01.07.2022; Elsevier BV
• Subjects: Bibliometrics; Classification; Data mining; Economic forecasting; Financial market; Indicators; Literature reviews; Machine learning; Predictive performance; Regression; Securities markets; Stock exchanges; Stock market prediction; Regression; Financial market; Data mining; Predictive performance; Stock market prediction; Classification

In this literature review, we investigate machine learning techniques that are applied for stock market prediction. A focus area in this literature review is the stock markets investigated in the literature as well as the types of variables used as input in the machine learning techniques used for p...