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Prediction of selected Indian stock using a partitioning–interpolation based ARIMA–GARCH model
13 references·7 citing·39 second hop
Prediction of selected Indian stock using a partitioning–interpolation based ARIMA–GARCH model (2014)Prediction of selected Indian stock using…A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data (2014)A moving-average filter based…A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)A novel hybridization of arti…Predictive analysis on electric-power supply and demand in China (2006)Predictive analysis on electr…Risk and Volatility: Econometric Models and Financial Practice (2004)Risk and Volatility: Economet…Time series forecasting using a hybrid ARIMA and neural network model (2003)Time series forecasting using…Principles of Forecasting. A Handbook for Researchers and Practitioners (2002)Principles of Forecasting. 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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2003Time series forecasting using a hybrid ARIMA and neural network model4,469 cited
  • 1992ARCH modeling in finance4,288 cited
  • 2001Principles of forecasting : a handbook for researchers and practitioners1,045 cited
  • 1994Chapter 49 Arch models880 cited
  • 2010A novel hybridization of artificial neural networks and ARIMA models for time series forecasting825 cited
  • 2004Risk and Volatility: Econometric Models and Financial Practice554 cited
  • 2002Principles of Forecasting. A Handbook for Researchers and Practitioners517 cited
  • 2014A moving-average filter based hybrid ARIMA–ANN model for forecasting time series data505 cited
  • 1993Common Persistence in Conditional Variances313 cited
  • 1999Additive outliers, GARCH and forecasting volatility266 cited
  • 1998Improving forecasting for telemarketing centers by ARIMA modeling with intervention96 cited
  • 2006Predictive analysis on electric-power supply and demand in China70 cited

Cited by

  • 2021Multi-step time series analysis and forecasting strategy using ARIMA and evolutionary algorithms61 cited

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2019
Analysis of temporal pattern, causal interaction and predictive modeling of financial markets using nonlinear dynamics, econometric models and machine learning algorithms
56 cited
  • 2022Research on Stock Price Time Series Prediction Based on Deep Learning and Autoregressive Integrated Moving Average54 cited
  • 2023Machine learning techniques for stock price prediction and graphic signal recognition52 cited
  • 2018Estimating stock closing indices using a GA-weighted condensed polynomial neural network49 cited
  • 2017Hybrid ARIMA-BPNN model for time series prediction of the Chinese stock market41 cited
  • 2021FEB-Stacking and FEB-DNN Models for Stock Trend Prediction: A Performance Analysis for Pre and Post Covid-19 Periods40 cited