Why Existing Machine Learning Methods Fails At Extracting the Information of Future Returns Out of Historical Sctock Prices : the Curve-Shape-Feature and Non-Curve-Shape-Feature Modes

Jia-Yao Yang, Hao Zhu, Yue-Jie Hou +2

The financial time series analysis is important access to touch the complex laws of financial markets. Among many goals of the financial time series analysis, one is to construct a…