Predicting the Direction of US Stock Prices Using Effective Transfer Entropy and Machine Learning Techniques
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DOI: 10.1109/access.2020.3002174
Abstract: This study aims to predict the direction of US stock prices by integrating time-varying effective transfer entropy (ETE) and various machine learning algorithms. At first, we explore that the ETE based on 3 and 6… read more here.
Keywords: transfer entropy; direction; effective transfer; stock prices ... See more keywords