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An Integrated Model Combined ARIMA, EMD with SVR for Stock Indices Forecasting
16 references·0 citing·31 second hop
An Integrated Model Combined ARIMA, EMD with SVR for Stock Indices Forecasting (2016)An Integrated Model Combined ARIMA, EMD w…Support vector regression with chaos-based firefly algorithm for stock market price forecasting (2012)Support vector regression wit…A multiple-kernel support vector regression approach for stock market price forecasting (2010)A multiple-kernel support vec…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…An artificial neural network (p,d,q) model for timeseries forecasting (2009)An artificial neural network …Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs) (2008)Improvement of Auto-Regressiv…Forecasting crude oil price with an EMD-based neural network ensemble learning paradigm (2008)Forecasting crude oil price w…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…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Modified support vector machines in financial time series forecasting (2002)Modified support vector machi…Application of support vector machines in financial time series forecasting (2001)Application of support vector…Forecasting with artificial neural networks: (1998)Forecasting with artificial n…Introduction to financial forecasting (1996)Introduction to financial for…To combine or not to combine? issues of combining forecasts (1992)To combine or not to combine?…Invited review combining forecasts—twenty years later (1989)Invited review combining fore…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)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 prediction: Forecasting the future and understanding the past (1994)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Machine learning in energy economics and finance: A review (2019)A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series (2020)Time Series Analysis: Forecasting and Control. (1978)Generalized autoregressive conditional heteroskedasticity (1986)An Empirical Study on Modeling and Prediction of Bitcoin Prices With Bayesian Neural Networks Based on Blockchain Information (2017)Stock market movement forecast: A Systematic review (2020)A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction (2021)Comparing Predictive Accuracy (1994)Stock price prediction using support vector regression on daily and up to the minute prices (2018)Optimizing LSTM for time series prediction in Indian stock market (2020)Machine learning techniques and data for stock market forecasting: A literature review (2022)Designing a neural network for forecasting financial and economic time series (1996)Financial time series forecasting with multi-modality graph neural network (2021)Forecasting stock market movement direction with support vector machine (2004)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)Using artificial neural network models in stock market index prediction (2011)Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Recurrent neural network and a hybrid model for prediction of stock returns (2014)
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  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2012Support vector regression with chaos-based firefly algorithm for stock market price forecasting466 cited
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  • 1989Invited review combining forecasts—twenty years later321 cited
  • 2008Improvement of Auto-Regressive Integrated Moving Average models using Fuzzy logic and Artificial Neural Networks (ANNs)299 cited

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  • 2010A multiple-kernel support vector regression approach for stock market price forecasting255 cited
  • 1992To combine or not to combine? issues of combining forecasts222 cited
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