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Short term forecasting with support vector machines and application to stock price prediction
8 references·15 citing·52 second hop
Short term forecasting with support vector machines and application to stock price prediction (2008)Short term forecasting with support vecto…Modified support vector machines in financial time series forecasting (2002)Modified support vector machi…Investment using technical analysis and fuzzy logic (2002)Investment using technical an…A case study on using neural networks to perform technical forecasting of forex (2000)A case study on using neural …Non-linear prediction of security returns with moving average rules (1996)Non-linear prediction of secu…Size and Book-to-Market Factors in Earnings and Returns (1995)Size and Book-to-Market Facto…Predictability of Stock Returns: Robustness and Economic Significance (1995)Predictability of Stock Retur…Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Simple Technical Trading Rule…Mutual Fund Performance (1966)Mutual Fund PerformanceA stock series prediction model based on variational mode decomposition and dual-channel attention network (2023)A stock series prediction mod…An efficient real-time stock prediction exploiting incremental learning and deep learning (2022)An efficient real-time stock …Machine Learning and Finance (2021)Machine Learning and FinanceA Novel Hybrid Model for Stock Price Forecasting Based on Metaheuristics and Support Vector Machine (2019)A Novel Hybrid Model for Stoc…A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM (2018)A New Approach for Stock Pric…Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques (2017)Multivariate Time Series Fore…Deep Learning-Based Corporate Performance Prediction Model Considering Technical Capability (2017)Deep Learning-Based Corporate…Modelling and trading the U.S. implied volatility indices. 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(2005)The Behavior of Stock-Market Prices (1965)Does the Stock Market Overreact? (1985)Market underreaction to open market share repurchases (1995)Do Investors Trade Too Much? (1999)Improved Methods for Tests of Long‐Run Abnormal Stock Returns (1999)Expected stock returns and volatility (1987)Efficient Capital Markets: II (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Conditioning Variables and the Cross Section of Stock Returns (1999)International evidence on ethical mutual fund performance and investment style (2004)Can Mutual Fund “Stars” Really Pick Stocks? New Evidence from a Bootstrap Analysis (2006)Time Series Analysis: Forecasting and Control (1977)Chaos and order in the capital markets (1991)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)A novel nonlinear ensemble forecasting model incorporating GLAR and ANN for foreign exchange rates (2004)Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear Grey Bernoulli model NGBM(1,1) (2006)An investigation and comparison of artificial neural network and time series models for Chinese food grain price forecasting (2007)An Intertemporal Capital Asset Pricing Model (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Industry costs of equity (1997)A five-factor asset pricing model (2014)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)
this work references cited by second hop

References

  • 1966Mutual Fund Performance3,932 cited
  • 1995Size and Book-to-Market Factors in Earnings and Returns3,456 cited
  • 1992Simple Technical Trading Rules and the Stochastic Properties of Stock Returns2,298 cited
  • 1995Predictability of Stock Returns: Robustness and Economic Significance1,034 cited
  • 2000A case study on using neural networks to perform technical forecasting of forex398 cited
  • 2002Modified support vector machines in financial time series forecasting372 cited
  • 2002Investment using technical analysis and fuzzy logic140 cited
  • 1996Non-linear prediction of security returns with moving average rules121 cited

Cited by

  • 2014Stock Price Prediction based on SSA and SVM108 cited
  • 2015Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms—Support vector regression forecast combinations104 cited
  • 2011A hybrid procedure for stock price prediction by integrating self-organizing map and genetic programming93 cited
  • 2018A New Approach for Stock Price Analysis and Prediction Based on SSA and SVM82 cited
  • 2011A comparative study of artificial neural networks, and decision trees for digital game content stocks price prediction76 cited
  • 2019A Novel Hybrid Model for Stock Price Forecasting Based on Metaheuristics and Support Vector Machine

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75 cited
  • 2022An efficient real-time stock prediction exploiting incremental learning and deep learning67 cited
  • 2011A hybrid procedure with feature selection for resolving stock/futures price forecasting problems54 cited
  • 2023A stock series prediction model based on variational mode decomposition and dual-channel attention network53 cited
  • 2017Multivariate Time Series Forecasting of Crude Palm Oil Price Using Machine Learning Techniques51 cited
  • 2016Modelling and trading the U.S. implied volatility indices. Evidence from the VIX, VXN and VXD indices50 cited
  • 2017Deep Learning-Based Corporate Performance Prediction Model Considering Technical Capability45 cited
  • 2014Forecasting US Unemployment with Radial Basis Neural Networks, Kalman Filters and Support Vector Regressions36 cited
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  • 2021Machine Learning and Finance1 cited