A Hybrid Forecasting Model for Stock Market Prediction
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References listed on IDEAS
- Piotroski, JD, 2000. "Value investing: The use of historical financial statement information to separate winners from losers," Journal of Accounting Research, Wiley Blackwell, vol. 38, pages 1-41.
- Wang, Ju-Jie & Wang, Jian-Zhou & Zhang, Zhe-George & Guo, Shu-Po, 2012. "Stock index forecasting based on a hybrid model," Omega, Elsevier, vol. 40(6), pages 758-766.
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Cited by:
- M. Mallikarjuna & R. Prabhakara Rao, 2019. "Evaluation of forecasting methods from selected stock market returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-16, December.
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More about this item
Keywords
Hybrid Model; Kernel Methods; Stock Market Forecasting; Support Vector Machines; Minimax Probability Machines;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- E37 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Forecasting and Simulation: Models and Applications
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