Literature review: Machine learning techniques applied to financial market prediction

作者：

Highlights：

• The search for models to predict the prices is still a highly researched topic.

• The prices are financial time series that are difficult to predict.

• The machine learning area applied to the prediction of financial market prices.

摘要

•The search for models to predict the prices is still a highly researched topic.•The prices are financial time series that are difficult to predict.•The machine learning area applied to the prediction of financial market prices.

论文关键词：Financial time series prediction,Machine learning,Literature review,Main path analysis

论文评审过程：Received 15 May 2018, Revised 30 August 2018, Accepted 4 January 2019, Available online 15 January 2019, Version of Record 31 January 2019.

论文官网地址：https://doi.org/10.1016/j.eswa.2019.01.012