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Forecasting UK stock prices
The Vector Autoregressive (VAR) model, the Error Correction Model (ECM), and the Kalman Filter Model (KFM) are used to forecast UK stock prices. The forecasting performance of the three models is compared using out of sample forecasting. The results show that the forecasting performance of the ECM is better than that of the VAR and the KFM, and that the VAR performs a forecasting better than th...
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In recent years the computers have shown to be a powerful tool in financial forecasting. Many machine learning techniques have been utilized to predict movements in financial markets. Machine learning classifiers involve extending the past experiences into the future. However the rareness of some events makes difficult to create a model that detect them. For example bubbles burst and crashes ar...
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ژورنال
عنوان ژورنال: Journal of Engineering and Applied Sciences
سال: 2020
ISSN: 1816-949X
DOI: 10.36478/jeasci.2020.1330.1336