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Hybrid evolutionary intelligent system and hybrid time series econometric model for stock price forecasting
16 references·1 citing·45 second hop
Hybrid evolutionary intelligent system and hybrid time series econometric model for stock price forecasting (2021)Hybrid evolutionary intelligent system an…Stock Market Forecasting Using Computational Intelligence: A Survey (2020)Stock Market Forecasting Usin…Predicting short-term stock prices using ensemble methods and online data sources (2018)Predicting short-term stock p…A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis (2018)A hybrid volatility forecasti…Forecasting daily stock market return using dimensionality reduction (2016)Forecasting daily stock marke…Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market (2016)Application of artificial neu…Integrating metaheuristics and Artificial Neural Networks for improved stock price prediction (2015)Integrating metaheuristics an…Comparison of ARIMA and Artificial Neural Networks Models for Stock Price Prediction (2014)Comparison of ARIMA and Artif…Hybridization of evolutionary Levenberg–Marquardt neural networks and data pre-processing for stock market prediction (2012)Hybridization of evolutionary…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Using artificial neural network models in stock market index prediction (2011)Using artificial neural netwo…Financial time series forecasting using independent component analysis and support vector regression (2009)Financial time series forecas…Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)Surveying stock market foreca…An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2008)An Autoregressive Distributed…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Time Series Analysis Forecasting and Control. (1973)Time Series Analysis Forecast…Fitting autoregressive models for prediction (1969)Fitting autoregressive models…A hierarchical attention network for stock prediction based on attentive multi-view news learning (2022)A hierarchical attention netw…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Bounds testing approaches to the analysis of level relationships (2001)Forecasting with artificial neural networks: (1998)An artificial neural network (p,d,q) model for timeseries forecasting (2009)Stock Price Prediction via Discovering Multi-Frequency Trading Patterns (2017)A systematic review of fundamental and technical analysis of stock market predictions (2019)A hybrid model integrating deep learning with investor sentiment analysis for stock price prediction (2021)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Testing for a Unit Root in Time Series Regression (1988)A hybrid ARIMA and support vector machines model in stock price forecasting (2004)Forecasting stock market movement direction with support vector machine (2004)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Deep learning networks for stock market analysis and prediction: Methodology, data representations, and case studies (2017)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)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Financial time series forecasting model based on CEEMDAN and LSTM (2018)CNNpred: CNN-based stock market prediction using a diverse set of variables (2019)A Comprehensive Comparative Study of Artificial Neural Network (ANN) and Support Vector Machines (SVM) on Stock Forecasting (2021)Fuzzy sets (1965)Fuzzy sets (1996)Time series forecasting using a hybrid ARIMA and neural network model (2003)A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction (2017)ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module (2018)Stock market prediction using machine learning classifiers and social media, news (2020)Revealing the dynamic network structure of the Beck Depression Inventory-II (2014)The life course cube: A tool for studying lives (2018)Assessing the environmental impacts of renewable energy sources: A case study on air pollution and carbon emissions in China (2023)Identifying the impacts of human capital on carbon emissions in Pakistan (2018)Renewable energy, nuclear energy, and environmental pollution: Accounting for political institutional quality in South Africa (2018)The role of environmental technology for energy demand and energy efficiency: Evidence from OECD countries (2021)Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models (2001)Tourism as a long-run economic growth factor: the Spanish case (2002)Estimation of Panel Vector Autoregression in Stata (2016)
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
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  • 2011Using artificial neural network models in stock market index prediction787 cited
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  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2016Forecasting daily stock market return using dimensionality reduction395 cited
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  • 2018Predicting short-term stock prices using ensemble methods and online data sources278 cited
  • 2016Application of artificial neural network for the prediction of stock market returns: The case of the Japanese stock market230 cited
  • 2018A hybrid volatility forecasting framework integrating GARCH, artificial neural network, technical analysis and principal components analysis

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226 cited
  • 2020Stock Market Forecasting Using Computational Intelligence: A Survey209 cited
  • 2012Hybridization of evolutionary Levenberg–Marquardt neural networks and data pre-processing for stock market prediction201 cited
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    • 2022A hierarchical attention network for stock prediction based on attentive multi-view news learning40 cited