Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities

  title={Measuring Financial Time Series Similarity With a View to Identifying Profitable Stock Market Opportunities},
  author={Rian Dolphin and Barry Smyth and Yang Xu and Ruihai Dong},
Forecasting stock returns is a challenging problem due to the highly stochastic nature of the market and the vast array of factors and events that can influence trading volume and prices. Nevertheless it has proven to be an attractive target for machine learning research because of the potential for even modest levels of prediction accuracy to deliver significant benefits. In this paper, we describe a case-based reasoning approach to predicting stock market returns using only historical pricing… Expand

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