Stock Index Prediction Based on Time Series Decomposition and Hybrid Model.
Pin LvQinjuan WuJia XuYating ShuPublished in: Entropy (2022)
Keyphrases
- hybrid model
- forecasting accuracy
- arima model
- stock market
- financial time series
- stock index
- autoregressive conditional heteroscedasticity
- stock exchange
- garch model
- artificial neural networks
- stock price
- support vector regression
- hybrid models
- stock index futures
- moving average
- support vector machine svm
- short term
- support vector machine
- multiscale
- financial data
- prediction model