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Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series · Study

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ArticleHybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series

Frédy Pokou2023

Article2023

Hybridization of ARIMA with Learning Models for Forecasting of Stock Market Time Series

Frédy Pokou · Jules Sadefo Kamdem · François Benhmad

43 citations·0/0 files stored·Computational Economics

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Stock Market Forecasting Methods Forecasting Techniques and Applications Financial Risk and Volatility Modeling

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1986Generalized autoregressive conditional heteroskedasticity 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation 1964CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK*1992The Cross-Section of Expected Stock Returns 1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2003Time series forecasting using a hybrid ARIMA and neural network model

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Year2023

Typearticle

Published2023-11-04

VenueComputational Economics

ISSN-L0927-7099

Languageen

Citations43

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1007/s10614-023-10499-9

openalex_workW4388340421

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