Data vs. information: Using clustering techniques to enhance stock returns forecasting

Javier Vásquez Sáenz, Facundo Manuel Quiroga and Aurelio Fernandez Bariviera

International Review of Financial Analysis, 2023, vol. 88, issue C

Abstract: This paper explores the use of clustering models of stocks to improve both (a) the prediction of stock prices and (b) the returns of trading algorithms.

Keywords: Stock price forecast; Clustering; Financial Reports; Deep learning; Investment algorithms; Trading (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001734

DOI: 10.1016/j.irfa.2023.102657

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