Trading volume as a predictor of market movement: An application of Logistic regression in the R environment
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Mingyue Qiu & Yu Song, 2016. "Predicting the Direction of Stock Market Index Movement Using an Optimized Artificial Neural Network Model," PLOS ONE, Public Library of Science, vol. 11(5), pages 1-11, May.
- Hakob GRIGORYAN, 2015. "Stock Market Prediction using Artificial Neural Networks. Case Study of TAL1T, Nasdaq OMX Baltic Stock," Database Systems Journal, Academy of Economic Studies - Bucharest, Romania, vol. 6(2), pages 14-23, October.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gil Cohen, 2024. "Polynomial Moving Regression Band Stocks Trading System," Risks, MDPI, vol. 12(10), pages 1-15, October.
- Akhilesh Prasad & Priti Bakhshi, 2022. "Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy," Risks, MDPI, vol. 10(12), pages 1-18, November.
- Akhilesh Prasad & Arumugam Seetharaman, 2021. "Importance of Machine Learning in Making Investment Decision in Stock Market," Vikalpa: The Journal for Decision Makers, , vol. 46(4), pages 209-222, December.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Sugai Han & Ansheng Li & Hongchao Wang & Xiaoyun Gong & Liangwen Wang & Yixiang Huang & Yanming Li & Wenliao Du, 2020. "A health management system for large vertical mill," International Journal of Distributed Sensor Networks, , vol. 16(3), pages 15501477209, March.
- Becker, Janis & Leschinski, Christian, 2018. "Directional Predictability of Daily Stock Returns," Hannover Economic Papers (HEP) dp-624, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Zakaria Boulanouar & Ghassane Benrhmach & Rihab Grassa & Sonia Abdennadher & Mariam Aldhaheri, 2024. "Exploring the predictive power of artificial neural networks in linking global Islamic indices with a local Islamic index," Palgrave Communications, Palgrave Macmillan, vol. 11(1), pages 1-11, December.
- Ehsan Hoseinzade & Saman Haratizadeh & Arash Khoeini, 2019. "U-CNNpred: A Universal CNN-based Predictor for Stock Markets," Papers 1911.12540, arXiv.org.
- Andrea Rigamonti, 2024. "Can machine learning make technical analysis work?," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 38(3), pages 399-412, September.
- Werner Kristjanpoller & Kevin Michell & Cristian Llanos & Marcel C. Minutolo, 2025. "Incorporating causal notions to forecasting time series: a case study," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-22, December.
- Po Yun & Chen Zhang & Yaqi Wu & Xianzi Yang & Zulfiqar Ali Wagan, 2020. "A Novel Extended Higher-Order Moment Multi-Factor Framework for Forecasting the Carbon Price: Testing on the Multilayer Long Short-Term Memory Network," Sustainability, MDPI, vol. 12(5), pages 1-16, March.
- Jia LU & Noor Muhammad SHAZEMEEN & Raimonda MARTINKUTE-KAULIENE, 2020. "Portfolio Decision Using Time Series Prediction and Multi-objective Optimization," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 118-130, December.
- Deniz Can Yıldırım & Ismail Hakkı Toroslu & Ugo Fiore, 2021. "Forecasting directional movement of Forex data using LSTM with technical and macroeconomic indicators," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-36, December.
- Rohitash Chandra & Yixuan He, 2021. "Bayesian neural networks for stock price forecasting before and during COVID-19 pandemic," PLOS ONE, Public Library of Science, vol. 16(7), pages 1-32, July.
- Bivas Dinda, 2024. "Gated recurrent neural network with TPE Bayesian optimization for enhancing stock index prediction accuracy," Papers 2406.02604, arXiv.org.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2023.
"A Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting,"
Computational Economics, Springer;Society for Computational Economics, vol. 62(4), pages 1801-1843, December.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working Papers 202056, University of Pretoria, Department of Economics.
- Heni Boubaker & Giorgio Canarella & Rangan Gupta & Stephen M. Miller, 2020. "Hybrid ARFIMA Wavelet Artificial Neural Network Model for DJIA Index Forecasting," Working papers 2020-10, University of Connecticut, Department of Economics.
- Anders Nõu & Darya Lapitskaya & Mustafa Hakan Eratalay & Rajesh Sharma, 2021. "Predicting Stock Return And Volatility With Machine Learning And Econometric Models: A Comparative Case Study Of The Baltic Stock Market," University of Tartu - Faculty of Economics and Business Administration Working Paper Series 135, Faculty of Economics and Business Administration, University of Tartu (Estonia).
- Hongping Hu & Yangyang Li & Yanping Bai & Juping Zhang & Maoxing Liu, 2019. "The Improved Antlion Optimizer and Artificial Neural Network for Chinese Influenza Prediction," Complexity, Hindawi, vol. 2019, pages 1-12, August.
- Ghada A. Altarawneh & Ahmad B. Hassanat & Ahmad S. Tarawneh & Ahmad Abadleh & Malek Alrashidi & Mansoor Alghamdi, 2022. "Stock Price Forecasting for Jordan Insurance Companies Amid the COVID-19 Pandemic Utilizing Off-the-Shelf Technical Analysis Methods," Economies, MDPI, vol. 10(2), pages 1-18, February.
- Göncü, Ahmet & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2024. "Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction," Finance Research Letters, Elsevier, vol. 67(PB).
- Myladis R. Cogollo & Gilberto González-Parra & Abraham J. Arenas, 2021. "Modeling and Forecasting Cases of RSV Using Artificial Neural Networks," Mathematics, MDPI, vol. 9(22), pages 1-20, November.
- Basak, Suryoday & Kar, Saibal & Saha, Snehanshu & Khaidem, Luckyson & Dey, Sudeepa Roy, 2019. "Predicting the direction of stock market prices using tree-based classifiers," The North American Journal of Economics and Finance, Elsevier, vol. 47(C), pages 552-567.
- Pegah Eslamieh & Mehdi Shajari & Ahmad Nickabadi, 2023. "User2Vec: A Novel Representation for the Information of the Social Networks for Stock Market Prediction Using Convolutional and Recurrent Neural Networks," Mathematics, MDPI, vol. 11(13), pages 1-26, July.
- Hyungjin Ko & Jaewook Lee & Junyoung Byun & Bumho Son & Saerom Park, 2019. "Loss-Driven Adversarial Ensemble Deep Learning for On-Line Time Series Analysis," Sustainability, MDPI, vol. 11(12), pages 1-24, June.
More about this item
Keywords
Stock exchange; Market movement; Logistic regression; R programming;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rbs:ijfbss:v:8:y:2019:i:2:p:57-69. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Hasan Dincer (email available below). General contact details of provider: https://edirc.repec.org/data/ssbffea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.