Forecasting stock price by hybrid model of cascading Multivariate Adaptive Regression Splines and Deep Neural Network.
Ankita BoseChing-Hsien HsuSanjiban Sekhar RoyKun Chang LeeBehnam Mohammadi-IvatlooSatheesh AbimannanPublished in: Comput. Electr. Eng. (2021)
Keyphrases
- hybrid model
- multivariate adaptive regression splines
- support vector regression
- stock price
- stock price prediction
- neural network
- back propagation neural network
- forecasting accuracy
- exchange rate
- stock market
- hybrid models
- non stationary
- technical indicators
- financial time series
- stock exchange
- forecasting model
- regression model
- option pricing
- support vector
- artificial neural networks
- historical data
- bp neural network
- financial markets
- kernel function
- load forecasting
- news articles
- support vector machine svm
- neural network model
- support vector machine
- financial data
- pattern recognition
- investment strategies
- arima model
- back propagation
- data mining
- prediction model
- stock returns
- chinese stock market
- information retrieval
- short term
- fault diagnosis
- data sets