A comparative study of ARIMA, SVMs, and LSTM models in forecasting the Moroccan stock market.

Hassan Oukhouya Khalid El Himdi

Published in: Int. J. Simul. Process. Model. (2023)

Keyphrases

stock market
short term
garch model
financial time series
long term
forecasting model
arima model
foreign exchange
trading systems
support vector
technical indicators
hybrid model
listed companies
prediction model
stock index
stock trading
knn
feature selection
model selection
trading rules
stock index futures