{"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/improving-sp-stock-prediction-with-time","title":"Improving S&P stock prediction with time series stock similarity","arxiv_id":"2002.05784","date":"2020-02-08","proceeding":null,"authors":["Lior Sidi"],"abstract":"Stock market prediction with forecasting algorithms is a popular topic these days where most of the forecasting algorithms train only on data collected on a particular stock. In this paper, we enriched the stock data with related stocks just as a professional trader would have done to improve the stock prediction models. We tested five different similarities functions and found co-integration similarity to have the best improvement on the prediction model. We evaluate the models on seven S&P stocks from various industries over five years period. The prediction model we trained on similar stocks had significantly better results with 0.55 mean accuracy, and 19.782 profit compare to the state of the art model with an accuracy of 0.52 and profit of 6.6.","url_abs":"https://arxiv.org/abs/2002.05784v1","url_pdf":"https://arxiv.org/pdf/2002.05784v1.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":"improving-sp-stock-prediction-with-time","repo_url":"https://github.com/liorsidi/StockSimilarity","is_official":1,"mentioned_in_paper":1,"mentioned_in_github":0,"framework":"none","reach":null}],"tasks":[{"task_slug":"prediction","task_name":"Prediction"},{"task_slug":"stock-market-prediction","task_name":"Stock Market Prediction"},{"task_slug":"stock-prediction","task_name":"Stock Prediction"},{"task_slug":"time-series-1","task_name":"Time Series"},{"task_slug":"time-series","task_name":"Time Series Analysis"}],"methods":[],"datasets_introduced":[],"methods_introduced":[],"results":[],"syntology":{"atlas_url":null,"mcp":null,"developers":"https://syntology.ai/developers"},"arxiv_metadata":null,"syntology_extracted_results":null}