A Competitive Model to Forecast a Stock Market Index
نویسندگان
چکیده
منابع مشابه
An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market
Objective: In general, financial time series such as stock indexes have nonlinear, mutable and noisy behavior. Structural and statistical models and machine learning-based models are often unable to accurately predict series with such a behavior. Accordingly, the aim of the present study is to present a new hybrid model using the advantages of the GMDH method and Non-dominated Sorting Genetic A...
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ژورنال
عنوان ژورنال: Journal of Business Accounting and Finance Perspectives
سال: 2020
ISSN: 2603-7475
DOI: 10.35995/jbafp2020014