A Black Swan event-based hybrid model for Indian stock markets' trends prediction.
Samit BhanjaAbhishek DasPublished in: Innov. Syst. Softw. Eng. (2024)
Keyphrases
- hybrid model
- stock market
- financial time series
- forecasting accuracy
- arima model
- short term
- artificial neural networks
- hybrid models
- stock price
- stock returns
- financial data
- stock exchange
- support vector regression
- trading rules
- prediction model
- back propagation neural network
- support vector machine svm
- monetary policy
- stock data
- foreign exchange
- image processing
- autoregressive conditional heteroscedasticity
- garch model
- portfolio optimization
- financial markets
- similarity measure
- decision trees