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Forecasting rare earth stock prices with machine learning
16 references·0 citing·52 second hop
Forecasting rare earth stock prices with machine learning (2023)Forecasting rare earth stock prices with …Stock market movement forecast: A Systematic review (2020)Stock market movement forecas…Predicting the direction of stock market prices using tree-based classifiers (2018)Predicting the direction of s…Rare-earth elements market: A historical and financial perspective (2017)Rare-earth elements market: A…A note on the validity of cross-validation for evaluating autoregressive time series prediction (2017)A note on the validity of cro…Predicting the oil prices: Do technical indicators help? (2016)Predicting the oil prices: Do…Forecasting the COMEX copper spot price by means of neural networks and ARIMA models (2015)Forecasting the COMEX copper …Evaluating multiple classifiers for stock price direction prediction (2015)Evaluating multiple classifie…Forecasting the Equity Risk Premium: The Role of Technical Indicators (2014)Forecasting the Equity Risk P…An improved wavelet–ARIMA approach for forecasting metal prices (2013)An improved wavelet–ARIMA app…Can Exchange Rates Forecast Commodity Prices? * (2010)Can Exchange Rates Forecast C…PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis (2007)PerformanceAnalytics: Econome…Implied volatility and future portfolio returns (2007)Implied volatility and future…Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics (2006)Financial Asset Returns, Dire…On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach (2003)On the relationship between t…Market timing and return prediction under model instability (2002)Market timing and return pred…Forecasting stock indices: a comparison of classification and level estimation models (2000)Forecasting stock indices: a …Risk, Return, and Equilibrium: Empirical Tests (1973)Business conditions and expected returns on stocks and bonds (1989)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Forecasting Time Series Subject to Multiple Structural Breaks (2006)Elusive return predictability (2008)Does renewable energy consumption add in economic growth? An application of auto-regressive distributed lag model in Pakistan (2015)Expectations and Exchange Rate Dynamics (1976)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Comparing Predictive Accuracy (1994)Oil price fluctuations and U.S. dollar exchange rates (2009)Should Macroeconomic Forecasters Use Daily Financial Data and How? 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(1936)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Forecasting Stock Returns (2013)Deep Direct Reinforcement Learning for Financial Signal Representation and Trading (2016)Short interest and aggregate stock returns (2016)Specification Tests in Econometrics (1978)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Stock Returns and Volatility: Pricing the Short‐Run and Long‐Run Components of Market Risk (2008)Predictive Regressions: A Present‐Value Approach (2010)Curbing the Credit Cycle (2013)Does the Stock Market Overreact? (1985)The Cross-Section of Expected Stock Returns (1992)Forecasting stock market short-term trends using a neuro-fuzzy based methodology (2009)An Adaptive Network-Based Fuzzy Inference System (ANFIS) for the prediction of stock market return: The case of the Istanbul Stock Exchange (2010)Forecasting daily stock market return using dimensionality reduction (2016)A desicion-theoretic generalization of on-line learning and an application to boosting (1995)A Decision-Theoretic Generalization of On-Line Learning and an Application to Boosting (1997)Computational Intelligence and Financial Markets: A Survey and Future Directions (2016)A systematic review of fundamental and technical analysis of stock market predictions (2019)Literature review: Machine learning techniques applied to financial market prediction (2019)Estimation and decomposition of downside risk for portfolios with non-normal returns (2008)Asset Allocation with Conditional Value-at-Risk Budgets (2012)Machine learning-aided engineering services' cost overruns prediction in high-rise residential building projects: Application of random forest regression (2022)
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References

  • 2014Forecasting the Equity Risk Premium: The Role of Technical Indicators1,001 cited
  • 2017A note on the validity of cross-validation for evaluating autoregressive time series prediction770 cited
  • 2015Evaluating multiple classifiers for stock price direction prediction597 cited
  • 2010Can Exchange Rates Forecast Commodity Prices? *597 cited
  • 2003On the relationship between the conditional mean and volatility of stock returns: A latent VAR approach468 cited
  • 2000Forecasting stock indices: a comparison of classification and level estimation models428 cited
  • 2007PerformanceAnalytics: Econometric Tools for Performance and Risk Analysis388 cited
  • 2018Predicting the direction of stock market prices using tree-based classifiers376 cited
  • 2020Stock market movement forecast: A Systematic review374 cited
  • 2002Market timing and return prediction under model instability307 cited
  • 2006Financial Asset Returns, Direction-of-Change Forecasting, and Volatility Dynamics239 cited
  • 2007Implied volatility and future portfolio returns193 cited
  • 2013An improved wavelet–ARIMA approach for forecasting metal prices175 cited
  • 2017Rare-earth elements market: A historical and financial perspective174 cited
  • 2015

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Forecasting the COMEX copper spot price by means of neural networks and ARIMA models
151 cited
  • 2016Predicting the oil prices: Do technical indicators help?138 cited
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