Directional Stock Price Forecasting Based on Quantitative Value Investing Principles for Loss Averted Bogle-Head Investing using Various Machine Learning Algorithms
Agnij Moitra
Abstract:Boglehead investing, founded on the principles of John C. Bogle is one of the classic time tested long term, low cost, and passive investment strategy. This paper uses various machine learning methods, and fundamental stock data in order to predict whether or not a stock would incur negative returns next year, and suggests a loss averted bogle-head strategy to invest in all stocks which are expected to not give negative returns over the next year. Results reveal that XGBoost, out of the 44 models trained, has … Show more
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