A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines
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References listed on IDEAS
- Pai, Ping-Feng & Lin, Chih-Sheng, 2005. "A hybrid ARIMA and support vector machines model in stock price forecasting," Omega, Elsevier, vol. 33(6), pages 497-505, December.
- Olson, Dennis & Mossman, Charles, 2003. "Neural network forecasts of Canadian stock returns using accounting ratios," International Journal of Forecasting, Elsevier, vol. 19(3), pages 453-465.
- Tay, Francis E. H. & Cao, Lijuan, 2001. "Application of support vector machines in financial time series forecasting," Omega, Elsevier, vol. 29(4), pages 309-317, August.
- Wun-Hua Chen & Jen-Ying Shih & Soushan Wu, 2006. "Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets," International Journal of Electronic Finance, Inderscience Enterprises Ltd, vol. 1(1), pages 49-67.
More about this item
KeywordsStock selection; Fundamental analysis; Technical analysis; Support vector machines; Artificial neural networks;
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
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