Soft Computing Techniques for Stock Market Prediction: A Literature Survey

Ibidapo, Isaac and Adebiyi, A. A. and Okesola, Olatunji (2017) Soft Computing Techniques for Stock Market Prediction: A Literature Survey. Covenant Journal of Informatics & Communication Technology, 5 (2). pp. 1-28.

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Stock market trading is an unending investment exercise globally. It has potentials to generate high returns on investors’ investment. However, it is characterized by high risk of investment hence, having knowledge and ability to predict stock price or market movement is invaluable to investors in the stock market. Over the years, several soft computing techniques have been used to analyze various stock markets to retrieve knowledge to guide investors on when to buy or sell. This paper surveys over 100 published articles that focus on the application of soft computing techniques to forecast stock markets. The aim of this paper is to present a coherent of information on various soft computing techniques employed for stock market prediction. This research work will enable researchers in this field to know the current trend as well as help to inform their future research efforts. From the surveyed articles, it is evident that researchers have firmly focused on the development of hybrid prediction models and substantial work has also been done on the use of social media data for stock market prediction. It is also revealing that most studies have focused on the prediction of stock prices in emerging market.

Item Type: Article
Subjects: Q Science > QA Mathematics > QA75 Electronic computers. Computer science
Date Deposited: 24 Apr 2019 09:11
Last Modified: 24 Apr 2019 09:11

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