Evolutionary Regressor Selection in ARIMA Model for Stock Price Time Series Forecasting.
Ruxandra StoeanCatalin StoeanAdrian SanditaPublished in: KES-IDT (2) (2017)
Keyphrases
- arima model
- stock price
- short term
- stock market
- long term
- hybrid model
- moving average
- stock price prediction
- stock exchange
- non stationary
- genetic algorithm
- autoregressive integrated moving average
- news articles
- financial data
- financial time series
- historical data
- financial markets
- autoregressive
- nonlinear models
- information retrieval
- support vector regression
- probabilistic model
- search engine