Stock returns prediction using kernel adaptive filtering within a stock market interdependence approach.
Sergio García-VegaXiao-Jun ZengJohn A. KeanePublished in: Expert Syst. Appl. (2020)
Keyphrases
- stock market
- stock returns
- adaptive filtering
- financial time series
- chinese stock market
- stock price
- short term
- stock data
- stock exchange
- listed companies
- financial data
- kernel function
- developed countries
- cross sectional
- support vector
- financial markets
- speech signal
- prediction model
- denoising
- garch model
- long term
- filtering method
- cash flow
- exchange rate
- non stationary
- preprocessing
- machine learning