Stock Index Forecasting Using Time Series Decomposition-Based and Machine Learning Models.
Dhanya JothimaniAyse BasarPublished in: SGAI Conf. (2019)
Keyphrases
- stock index
- machine learning models
- stock market
- garch model
- empirical analysis
- financial markets
- stock exchange
- stock price
- financial time series
- portfolio management
- spam filtering
- machine learning approaches
- machine learning algorithms
- multivariate time series
- short term
- trading systems
- predictive model
- machine learning
- financial data
- sar images
- theoretical analysis
- transaction costs
- empirical studies
- data mining
- learning models
- portfolio optimization
- portfolio selection
- support vector machine
- probabilistic model
- neural network
- temporal data
- historical data