Predicting Future Market Trends: Which Is the Optimal Window?

  • Simone Merello
  • Andrea Picasso Ratto
  • Luca OnetoEmail author
  • Erik Cambria
Conference paper
Part of the Proceedings of the International Neural Networks Society book series (INNS, volume 1)


The problem of predicting future market trends has been attracting the interest of researches, mathematicians, and financial analysts for more then fifty years. Many different approaches have been proposed to solve the task. However only few of them have focused on the selection of the optimal trend window to be forecasted and most of the research focuses on the daily prediction without a proper explanation. In this work, we exploit finance-related numerical and textual data to predict different trend windows through several learning algorithms. We demonstrate the non optimality of the daily trend prediction with the aim to establish a new guideline for future research.


Stock market prediction Learning from data Sentiment analysis Optimal window 


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Copyright information

© Springer Nature Switzerland AG 2020

Authors and Affiliations

  • Simone Merello
    • 1
  • Andrea Picasso Ratto
    • 1
  • Luca Oneto
    • 1
    Email author
  • Erik Cambria
    • 2
  1. 1.DIBRIS - University of GenoaGenovaItaly
  2. 2.Nanyang Technological UniversitySingaporeSingapore

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