Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models
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Cited by:
- Jaydip Sen & Sidra Mehtab, 2021. "Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models," Papers 2103.15096, arXiv.org.
- Frédy Pokou & Jules Sadefo Kamdem & François Benhmad, 2024.
"Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series,"
Computational Economics, Springer;Society for Computational Economics, vol. 63(4), pages 1349-1399, April.
- Frédy Valé Manuel Pokou & Jules Sadefo Kamdem & François Benhmad, 2023. "Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series," Post-Print hal-04312314, HAL.
- Yiyang Zheng, 2022. "Neural Network and Order Flow, Technical Analysis: Predicting short-term direction of futures contract," Papers 2203.12457, arXiv.org.
- Yihang Zhu & Yinglei Zhao & Jingjin Zhang & Na Geng & Danfeng Huang, 2019. "Spring onion seed demand forecasting using a hybrid Holt-Winters and support vector machine model," PLOS ONE, Public Library of Science, vol. 14(7), pages 1-18, July.
- Shalini Sharma & Víctor Elvira & Emilie Chouzenoux & Angshul Majumdar, 2021. "Recurrent Dictionary Learning for State-Space Models with an Application in Stock Forecasting," Post-Print hal-03184841, HAL.
- Hüseyin İlker Erçen & Hüseyin Özdeşer & Turgut Türsoy, 2022. "The Impact of Macroeconomic Sustainability on Exchange Rate: Hybrid Machine-Learning Approach," Sustainability, MDPI, vol. 14(9), pages 1-19, April.
- Dmytro Krukovets, 2024. "Exploring an LSTM-SARIMA routine for core inflation forecasting," Technology audit and production reserves, PC TECHNOLOGY CENTER, vol. 2(2(76)), pages 6-12, April.
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Keywords
hybrid models; ARIMA; artificial neural networks; ANNs; support vector machines; SVM; random forest; forecasting; stock market trading; stock index returns; trading performance; trading strategy; stock markets.;All these keywords.
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