Skuteczność metod klasyfikacji w prognozowaniu kierunku zmian indeksu giełdowego S&P500
Effectiveness of classification methods in S&P500 stock index direction changes forecasting

Summary/Abstract: The most important factor in the forecasting of financial market is to determine the direction of the market − will the market go up or will there be the descent. A tool which can be used for this purpose is a classifier − a frequently used data mining technique. Based on a learning dataset (historical data), the classifier will determine if a new observation falls into the class of increase or the class of decline. In this article the accuracy of such a classification (or forecast) has been analyzed for the American stock exchange index − S&P500. Seven popular classifiers have been used, including the decision trees and the SVM classifier.

• Details
• Contents