{"about":{"site":"https://codewithpapers.app","non_affiliation":"Code with Papers and Syntology are not affiliated with, endorsed by, or sponsored by Papers with Code, Meta, or the pwc-archive mirror.","licence":"CC BY-SA 4.0","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","attribution":"https://codewithpapers.app/attribution","modified":"archive material modified by Syntology; see the attribution page"},"url":"/paper/combining-machine-learning-classifiers-for","title":"Combining Machine Learning Classifiers for Stock Trading with Effective Feature Extraction","arxiv_id":"2107.13148","date":"2021-07-28","proceeding":null,"authors":["A. K. M. Amanat Ullah","Fahim Imtiaz","Miftah Uddin Md Ihsan","Md. Golam Rabiul Alam","Mahbub Majumdar"],"abstract":"The unpredictability and volatility of the stock market render it challenging to make a substantial profit using any generalised scheme. Many previous studies tried different techniques to build a machine learning model, which can make a significant profit in the US stock market by performing live trading. However, very few studies have focused on the importance of finding the best features for a particular trading period. Our top approach used the performance to narrow down the features from a total of 148 to about 30. Furthermore, the top 25 features were dynamically selected before each time training our machine learning model. It uses ensemble learning with four classifiers: Gaussian Naive Bayes, Decision Tree, Logistic Regression with L1 regularization, and Stochastic Gradient Descent, to decide whether to go long or short on a particular stock. Our best model performed daily trade between July 2011 and January 2019, generating 54.35% profit. Finally, our work showcased that mixtures of weighted classifiers perform better than any individual predictor of making trading decisions in the stock market.","url_abs":"https://arxiv.org/abs/2107.13148v3","url_pdf":"https://arxiv.org/pdf/2107.13148v3.pdf","source":{"archive":"pwc-archive (Hugging Face), CC BY-SA 4.0","snapshot":"2025-07-28","licence_url":"https://creativecommons.org/licenses/by-sa/4.0/legalcode","row_kind":"abstracts"},"code_links":[{"paper_slug":"combining-machine-learning-classifiers-for","repo_url":"https://github.com/amanat9/QuantopianThesis","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":1,"framework":"none","reach":null}],"tasks":[{"task_slug":"machine-learning","task_name":"BIG-bench Machine Learning"},{"task_slug":"ensemble-learning","task_name":"Ensemble Learning"},{"task_slug":"feature-selection","task_name":"feature selection"}],"methods":[{"method_slug":"l1-regularization","method_name":"L1 Regularization"},{"method_slug":"logistic-regression","method_name":"Logistic Regression"}],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}