Machine learning techniques and data for stock market forecasting: A literature review

Mahinda Mailagaha Kumbure, Christoph Lohrmann, Pasi Luukka, Jari Porras

Abstract: Highlights•A systematic review of 138 related journal articles published during 2000–2019.•North American market covered most, especially the S&P500 index, followed by Asia.•Technical Indicators (e.g., return, simple moving average, RSI) common predictors.•Neural networks and support vector machines are frequently used algorithms.•Growing use of deep learning methods and textual data in recent research articles.