Investigating the Predictive Power of Google Trend and Real Price Indexes in Forecasting the Inflation Volatility.
Kittawit AutchariyapanitkulTerdthiti ChitkasameNamchok ChimprangChaiwat KlinlampuPublished in: IUKM (2022)
Keyphrases
- predictive power
- exchange rate
- logistic regression
- grey model
- prediction accuracy
- consumer price index
- garch model
- financial time series
- short term
- stock market
- bayesian logistic regression
- turning points
- stock price
- predictive accuracy
- website
- foreign exchange
- search engine
- data mining
- real world
- support vector regression
- neural network
- text classification
- supervised learning
- web pages
- genetic algorithm