Month: March 2016

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The day international law died – Anniversary of NATO attack on Yugoslavia

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How to predict future movement of stock prices using machine learning

For a while, I have been interested in finance and especially in algorithmic trading. I had this question over my head for some time “Can the long term investment be helped by machine learning?”. The answer seems to be yes based on many models we currently have for company evaluation, especially when it comes to evaluating intrinsic value of the company and comparing it to the market price. Benjamin Graham set a set of criteria, which are pretty much numerical and require analyst to look at couple of financial ratios. Graham criteria are hard to apply in today’s market because they are too harsh. But the question is, can we learn new criteria by using historical data?