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A data analytic approach to forecasting daily stock returns in an emerging market.

Asil OztekinRecep KizilaslanSteven FreundAli Iseri
Published in: Eur. J. Oper. Res. (2016)
Keyphrases
  • training data
  • data analysis
  • data mining techniques
  • knowledge discovery
  • synthetic data
  • data mining
  • stock returns
  • non stationary
  • temporal data
  • panel data