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ArticleForecasting stock indices with wavelet domain kernel partial least square regressions

Shian-Chang Huang2011

Article2011

Forecasting stock indices with wavelet domain kernel partial least square regressions

Shian-Chang Huang

39 citations·0/0 files stored·Applied Soft Computing

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Stock Market Forecasting Methods Forecasting Techniques and Applications Time Series Analysis and Forecasting

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References

1986Generalized autoregressive conditional heteroskedasticity 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1994Comparing Predictive Accuracy 1997Testing the equality of prediction mean squared errors 1967Applied Economic Forecasting 2002An Introduction to Wavelets and Other Filtering Methods in Finance and Economics 2008Surveying stock market forecasting techniques – Part II: Soft computing methods 2010A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

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2013On the development and performance evaluation of a multiobjective GA-based RBF adaptive model for the prediction of stock indices 2014A Hybrid Approach by Integrating Brain Storm Optimization Algorithm with Grey Neural Network for Stock Index Forecasting

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Year2011

Typearticle

Published2011-05-21

VenueApplied Soft Computing

ISSN-L1568-4946

Languageen

Citations39

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/j.asoc.2011.05.015

openalex_workW2013036030

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