Journal: International Journal Of Innovative Research And Studies
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Abstract
Machine learning studies are concerned with the ability to learn patterns, adapt behaviors and make intelligent decisions that are not explicitly programmed in computer systems. These systems usually learn from historical or online data that is presented to them. Pure knowledge-based models applied to financial price prediction were rapidly abandoned and replaced by machine learning, data driven techniques. This paper gives a review of machine learning techniques applied to the financial asset price prediction domain. The review is focused on Neural Networks, Support Vector Machines (SVM) and evolutionary methods. In this work studies are presented following a chronological timeline that shows how techniques have evolved in terms of complexity and input datasets.