A comparative study of series arima/mlp hybrid models for stock price forecasting.
Mehdi KhasheiZahra HajirahimiPublished in: Commun. Stat. Simul. Comput. (2019)
Keyphrases
- hybrid models
- hybrid model
- forecasting accuracy
- artificial neural networks
- neural network
- multilayer perceptron
- multi layer perceptron
- short term
- arima model
- stock market
- back propagation
- support vector regression
- support vector machine svm
- crude oil
- feed forward neural networks
- long term
- neural network model
- activation function
- feature extraction
- decision making
- genetic algorithm