Stock Market Forecasting Using LASSO Linear Regression Model.
Sanjiban Sekhar RoyDishant MittalAvik BasuAjith AbrahamPublished in: AECIA (2014)
Keyphrases
- linear regression model
- stock market
- linear regression
- short term
- financial time series
- stock index
- garch model
- foreign exchange
- long term
- regression model
- least squares
- regression analysis
- stock price
- stock exchange
- technical indicators
- stock index futures
- trading rules
- forecasting model
- trading strategies
- stock trading
- exchange rate
- listed companies
- stock returns
- financial markets
- financial data
- model selection
- financial news
- prediction model
- variable selection
- feature selection
- portfolio optimization
- support vector regression
- data analysis
- stock market data
- neural network