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A fusion model of HMM, ANN and GA for stock market forecasting
8 references·16 citing·40 second hop
A fusion model of HMM, ANN and GA for stock market forecasting (2006)A fusion model of HMM, ANN and GA for sto…Stock market forecasting using hidden Markov model: a new approach (2005)Stock market forecasting usin…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Stock market prediction system with modular neural networks (1990)Stock market prediction syste…Economic prediction using neural networks: the case of IBM daily stock returns (1988)Economic prediction using neu…Forecasting with Univariate Box - Jenkins Models : concepts and cases (1983)Forecasting with Univariate B…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Data-driven stock forecasting models based on neural networks: A review (2024)Data-driven stock forecasting…A survey on machine learning models for financial time series forecasting (2022)A survey on machine learning …Forecasting stock index price using the CEEMDAN-LSTM model (2021)Forecasting stock index price…Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Stock Market Forecasting Usin…Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions (2020)Fusion in stock market predic…Evaluation of Tree-Based Ensemble Machine Learning Models in Predicting Stock Price Direction of Movement (2020)Evaluation of Tree-Based Ense…Predicting short-term stock prices using ensemble methods and online data sources (2018)Predicting short-term stock p…Stock market one-day ahead movement prediction using disparate data sources (2017)Stock market one-day ahead mo…Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016)Bridging the divide in financ…Stock Market Prediction Using Artificial Neural Networks (2012)Stock Market Prediction Using…Predicting stock returns by classifier ensembles (2010)Predicting stock returns by c…Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)Forecasting stock market shor…A combination of hidden Markov model and fuzzy model for stock market forecasting (2009)A combination of hidden Marko…Development and performance evaluation of FLANN based model for forecasting of stock markets (2008)Development and performance e…A hybrid model for stock market forecasting and portfolio selection based on ARX, grey system and RS theories (2008)A hybrid model for stock mark…Efficient prediction of exchange rates with low complexity artificial neural network models (2007)Efficient prediction of excha…Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Financial time series forecasting using support vector machines (2003)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)The Behavior of Stock-Market Prices (1965)Efficient Capital Markets: II (1991)An approach based on ANFIS input selection and modeling for supplier selection problem (2011)Financial forecasting using ANFIS networks with Quantum-behaved Particle Swarm Optimization (2014)Bitcoin price forecasting with neuro-fuzzy techniques (2019)A BEHAVIORAL MODEL OF RATIONAL CHOICE (1955)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Chaos and Nonlinear Dynamics: Application to Financial Markets (1991)Models of Bounded Rationality (1997)Predicting the Price of Bitcoin Using Machine Learning (2018)A CNN-LSTM-Based Model to Forecast Stock Prices (2020)Financial Forecasting Using Support Vector Machines (2001)Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting (2010)Stock Market Trend Prediction Using High-Order Information of Time Series (2019)Short-term stock market price trend prediction using a comprehensive deep learning system (2020)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Twitter mood predicts the stock market (2011)Portfolio formation with preselection using deep learning from long-term financial data (2019)Multi-DQN: An ensemble of Deep Q-learning agents for stock market forecasting (2020)Survey of feature selection and extraction techniques for stock market prediction (2023)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Forecasting Economic Time Series (2000)A simulation study of artificial neural networks for nonlinear time-series forecasting (2001)Earthquake devastation and recovery in tourism: the Taiwan case (2002)Support vector regression with genetic algorithms in forecasting tourism demand (2006)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Literature review: Machine learning techniques applied to financial market prediction (2019)Financial time series forecasting model based on CEEMDAN and LSTM (2018)NSE Stock Market Prediction Using Deep-Learning Models (2018)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)
this work references cited by second hop

References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 1988Economic prediction using neural networks: the case of IBM daily stock returns698 cited
  • 1990Stock market prediction system with modular neural networks654 cited
  • 1983Forecasting with Univariate Box - Jenkins Models : concepts and cases402 cited
  • 2005Stock market forecasting using hidden Markov model: a new approach382 cited

Cited by

  • 2009Forecasting stock market short-term trends using a neuro-fuzzy based methodology307 cited
  • 2018Predicting short-term stock prices using ensemble methods and online data sources278 cited
  • 2020Evaluation of Tree-Based Ensemble Machine Learning Models in Predicting Stock Price Direction of Movement245 cited
  • 2017Stock market one-day ahead movement prediction using disparate data sources240 cited
  • 2020Fusion in stock market prediction: A decade survey on the necessity, recent developments, and potential future directions214 cited
  • 2020Stock Market Forecasting Using Computational Intelligence: A Survey

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

209 cited
  • 2016Bridging the divide in financial market forecasting: machine learners vs. financial economists195 cited
  • 2021Forecasting stock index price using the CEEMDAN-LSTM model189 cited
  • 2010Predicting stock returns by classifier ensembles169 cited
  • 2008Development and performance evaluation of FLANN based model for forecasting of stock markets166 cited
  • 2008A hybrid model for stock market forecasting and portfolio selection based on ARX, grey system and RS theories163 cited
  • 2012Stock Market Prediction Using Artificial Neural Networks150 cited
  • 2022A survey on machine learning models for financial time series forecasting135 cited
  • 2024Data-driven stock forecasting models based on neural networks: A review120 cited
  • 2007Efficient prediction of exchange rates with low complexity artificial neural network models119 cited
  • 2009A combination of hidden Markov model and fuzzy model for stock market forecasting115 cited