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A hybrid procedure with feature selection for resolving stock/futures price forecasting problems
16 references·2 citing·37 second hop
A hybrid procedure with feature selection for resolving stock/futures price forecasting problems (2011)A hybrid procedure with feature selection…Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting (2010)Integration of genetic fuzzy …Integrating independent component analysis-based denoising scheme with neural network for stock price prediction (2010)Integrating independent compo…A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting (2010)A hybrid model based on rough…Short term forecasting with support vector machines and application to stock price prediction (2008)Short term forecasting with s…Evolving and clustering fuzzy decision tree for financial time series data forecasting (2008)Evolving and clustering fuzzy…A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting (2008)A hybrid SOFM-SVR with a filt…A genetic programming model for bankruptcy prediction: Empirical evidence from Iran (2008)A genetic programming model f…A type-2 fuzzy rule-based expert system model for stock price analysis (2007)A type-2 fuzzy rule-based exp…Design and implementation of NN5 for Hong Kong stock price forecasting (2006)Design and implementation of …A TSK type fuzzy rule based system for stock price prediction (2006)A TSK type fuzzy rule based s…Stock market prediction using artificial neural networks with optimal feature transformation (2004)Stock market prediction using…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A hybrid ARIMA and support ve…Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index (2000)Genetic algorithms approach t…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis Forecasting and Control. (1971)Time Series Analysis Forecast…Research on Quantitative Investment Strategies Based on Deep Learning (2019)Research on Quantitative Inve…Index tracking optimization with cardinality constraint: a performance comparison of genetic algorithms and tabu search heuristics (2017)Index tracking optimization w…Stock market prediction system with modular neural networks (1990)Analysis of decision making factors for equity investment by DEMATEL and Analytic Network Process (2011)A bat-neural network multi-agent system (BNNMAS) for stock price prediction: Case study of DAX stock price (2015)Application of evolutionary computation for rule discovery in stock algorithmic trading: A literature review (2015)Time series forecasting using a hybrid ARIMA and neural network model (2003)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Application of support vector machines in financial time series forecasting (2001)Financial time series forecasting using support vector machines (2003)Forecasting stock market movement direction with support vector machine (2004)A hybrid stock selection model using genetic algorithms and support vector regression (2011)A novel deep learning framework: Prediction and analysis of financial time series using CEEMD and LSTM (2020)Artificial Intelligence Applied to Stock Market Trading: A Review (2021)Stock market forecasting using hidden Markov model: a new approach (2005)Stock market prediction of S&P 500 via combination of improved BCO approach and BP neural network (2008)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Forecasting time series using a methodology based on autoregressive integrated moving average and genetic programming (2010)Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction (2015)Systematic analysis and review of stock market prediction techniques (2019)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Using support vector machine with a hybrid feature selection method to the stock trend prediction (2009)A multiple-kernel support vector regression approach for stock market price forecasting (2010)Stock Market Forecasting Using Computational Intelligence: A Survey (2020)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)Application of deep reinforcement learning in stock trading strategies and stock forecasting (2019)Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants (2020)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)Some recent development in a concept of causality (1988)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1971Time Series Analysis Forecasting and Control.6,714 cited
  • 2004A hybrid ARIMA and support vector machines model in stock price forecasting1,000 cited
  • 2000Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index758 cited
  • 2010Integration of genetic fuzzy systems and artificial neural networks for stock price forecasting371 cited
  • 2006A TSK type fuzzy rule based system for stock price prediction319 cited
  • 2008A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting257 cited
  • 2010A hybrid model based on rough sets theory and genetic algorithms for stock price forecasting212 cited
  • 2007A type-2 fuzzy rule-based expert system model for stock price analysis189 cited
  • 2008A genetic programming model for bankruptcy prediction: Empirical evidence from Iran163 cited
  • 2008Evolving and clustering fuzzy decision tree for financial time series data forecasting156 cited
  • 2004Stock market prediction using artificial neural networks with optimal feature transformation115 cited
  • 2008Short term forecasting with support vector machines and application to stock price prediction

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109 cited
  • 2010Integrating independent component analysis-based denoising scheme with neural network for stock price prediction98 cited
  • 2006Design and implementation of NN5 for Hong Kong stock price forecasting86 cited
  • Cited by

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    • 2019Research on Quantitative Investment Strategies Based on Deep Learning43 cited