A hybrid statistical approach for stock market forecasting based on Artificial Neural Network and ARIMA time series models.
R. M. Kapila Tharanga RathnayakaD. M. K. N. SeneviratnaJianguo WeiHasitha Indika ArumawaduPublished in: BESC (2015)
Keyphrases
- stock market
- short term
- financial time series
- garch model
- artificial neural networks
- arima model
- hybrid model
- autoregressive integrated moving average
- long term
- forecasting model
- trading systems
- forecasting accuracy
- autoregressive
- stock price
- moving average
- stock index
- exponential smoothing
- financial markets
- financial data
- neural network
- stock index futures
- stock trading
- trading rules
- foreign exchange
- predictive model
- technical indicators
- stock exchange
- box jenkins
- listed companies
- stock returns
- stock market data
- historical data
- financial news
- short term prediction
- stock data
- neural network model
- portfolio optimization