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What is Stock Prediction Using GANs and XGBoost about?

This paper evaluates stock market prediction models using machine learning, specifically comparing XGBoost and Fin-GANs on five SET50 stocks. The study integrates fundamental and technical factors to enhance predictive performance, ultimately proposing a hybrid model, XGBoost-Factor-Fin-GANs, which outperforms individual models in return forecasting. The research aims to develop advanced AI-driven prediction systems and assess the effectiveness of deep learning models in financial forecasting.

Author

Thanawat Khumchanqt

Language

EN