Entropy-Based Technical Analysis Indicators Selection for International Stock Markets Fluctuations Prediction Using Support Vector Machines

@inproceedings{Lahmiri2014EntropyBasedTA,
  title={Entropy-Based Technical Analysis Indicators Selection for International Stock Markets Fluctuations Prediction Using Support Vector Machines},
  author={Salim Lahmiri},
  year={2014}
}
Most of works on stock price forecasting are concerned with the problem of predicting its future value. However, forecasting stock price future fluctuation trend could be easier and interesting for traders and investors to maximize profits. The purpose of this study is to predict CAC40, FTSE, NASDAQ and S&P500 price index up and down fluctuations. In particular, it aims to propose a methodology to forecast regime switches in these markets time series to assist traders and investors in decision… CONTINUE READING

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