Please use this identifier to cite or link to this item: http://hdl.handle.net/10125/41281

Modern Advanced Analytics Platforms and Predictive Models for Stock Price Forecasting: IBM Watson Analytics Case

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Title: Modern Advanced Analytics Platforms and Predictive Models for Stock Price Forecasting: IBM Watson Analytics Case
Authors: Faizullov, Ilias
Yablonsky, Sergey
Keywords: Advanced Analytics Platforms
IBM Watson Analytics
Predictive Models for Stock Price Forecasting
Issue Date: 04 Jan 2017
Abstract: The primary purpose of this paper was to provide an in-depth analysis of the ability of modern analytical platforms (using IBM Watson Analytics as an example) to generate predictive models for stock prices forecasting in comparison with traditional analytical econometric platforms and models. Series of stock predictive models based on the suggestions of IBM Watson Analytics have demonstrated results, which are superior to all other models. In terms of forecasting accuracy, they beat all models except for the Random Walk. The simulation has demonstrated high returns for most of the suggested models.
Pages/Duration: 10 pages
URI/DOI: http://hdl.handle.net/10125/41281
ISBN: 978-0-9981331-0-2
DOI: 10.24251/HICSS.2017.128
Rights: Attribution-NonCommercial-NoDerivatives 4.0 International
Appears in Collections:Business Intelligence, Analytics and Cognitive: Case Studies and Applications (COGS) Minitrack



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