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Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models
16 references·10 citing·32 second hop
Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN, and ARIMA-random forest hybrid models (2014)Forecasting stock index returns using ARI…Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting direction of stock…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…A hybrid ARIMA and support vector machines model in stock price forecasting (2004)A hybrid ARIMA and support ve…Time series forecasting using a hybrid ARIMA and neural network model (2003)Time series forecasting using…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Combining neural network model with seasonal time series ARIMA model (2002)Combining neural network mode…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Support vector machine for regression and applications to financial forecasting (2000)Support vector machine for re…Forecasting stock indices: a comparison of classification and level estimation models (2000)Forecasting stock indices: a …Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Neural Network Models for Time Series Forecasts (1996)Neural Network Models for Tim…Predictable Risk and Returns in Emerging Markets (1994)Predictable Risk and Returns …A Simple Nonparametric Test of Predictive Performance (1992)A Simple Nonparametric Test o…Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Alternative models for conditional stock volatility (1990)Alternative models for condit…Improved methods of combining forecasts (1984)Improved methods of combining…Data-driven stock forecasting models based on neural networks: A review (2024)Data-driven stock forecasting…Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series (2023)Hybridization of ARIMA with L…Board gender diversity and workplace diversity: a machine learning approach (2023)Board gender diversity and wo…Stock Index Prediction Based on Time Series Decomposition and Hybrid Model (2022)Stock Index Prediction Based …Demand forecasting model for time-series pharmaceutical data using shallow and deep neural network model (2022)Demand forecasting model for …Stock Trend Prediction Using Candlestick Charting and Ensemble Machine Learning Techniques With a Novelty Feature Engineering Scheme (2021)Stock Trend Prediction Using …Accurate Stock Price Forecasting Using Robust and Optimized Deep Learning Models (2021)Accurate Stock Price Forecast…A hybrid ARIMA-LSTM model optimized by BP in the forecast of outpatient visits (2020)A hybrid ARIMA-LSTM model opt…Can artificial intelligence enhance the Bitcoin bonanza (2019)Can artificial intelligence e…A least squares-based parallel hybridization of statistical and intelligent models for time series forecasting (2018)A least squares-based paralle…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Time Series Analysis Forecasting and Control. (1971)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)The Cross-Section of Expected Stock Returns (1992)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)The Combination of Forecasts (1969)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Risk, Return, and Equilibrium: Empirical Tests (1973)Local Return Factors and Turnover in Emerging Stock Markets (1999)A bivariate causality between stock prices and exchange rates: evidence from recent Asianflu☆ (2000)Liquidity and Expected Returns: Lessons from Emerging Markets (2007)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Chapter 4 Forecast Combinations (2006)Handbook of Economic Forecasting (2013)Support vector machine with adaptive parameters in financial time series forecasting (2003)Assessing bank efficiency and performance with operational research and artificial intelligence techniques: A survey (2009)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)Recurrent Neural Networks for Time Series Forecasting: Current status and future directions (2020)
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References

  • 2003Time series forecasting using a hybrid ARIMA and neural network model4,469 cited
  • 1998Forecasting with artificial neural networks:4,225 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 1994Predictable Risk and Returns in Emerging Markets1,042 cited
  • 2004A hybrid ARIMA and support vector machines model in stock price forecasting1,000 cited
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  • 1996Neural Network Models for Time Series Forecasts468 cited
  • 2000Forecasting stock indices: a comparison of classification and level estimation models428 cited
  • 2002Combining neural network model with seasonal time series ARIMA model

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345 cited
  • 2000Support vector machine for regression and applications to financial forecasting326 cited
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