A novel grey model of impulse delay and its application in forecasting stock price.
Huiming DuanJiangbo HuangSiqi WangChenglin HePublished in: J. Intell. Fuzzy Syst. (2021)
Keyphrases
- grey model
- stock price
- stock market
- non stationary
- stock exchange
- grey prediction
- technical indicators
- financial markets
- verhulst model
- historical data
- exchange rate
- stock price prediction
- option pricing
- financial time series
- financial data
- stock returns
- news articles
- stock data
- chinese stock market
- short term
- databases
- exponential smoothing
- long term
- neural network
- trading systems
- data mining techniques