Applications of Mathematical Modeling, Machine Learning, and Intelligent Computing for Industrial Development

Chapter 13 Regression ensemble techniques with technical indicators for prediction of financial time series data

Richa Handa

D. P.  Vipra College, Bilaspur, India

H. S. Hota

Atal Bihari Vajpayee Vishwavidyalaya, Bilaspur, India

Julius A. Alade

University of Maryland Eastern Shore, Princess Anne, USA

DOI: 10.1201/9781003386599-15

Contents

1. 13.1 Introduction
2. 13.2 Literature review
3. 13.3 Dataset and technical indicators
4. 13.4 Framework of proposed work
5. 13.5 Methodology
   • 13.5.1 Regression
   • 13.5.2 Ensemble model
   • 13.5.3 K-Fold cross validation
6. 13.6 Result and analysis
7. 13.7 Conclusion
8. References

13.1 Introduction

Fluctuating behaviour of the financial market is a main interest area for researchers now as it is a complex and dynamic system with non-linear ...