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Forecasting Stock Index Futures Intraday Returns: Functional Time Series Model.
Yizheng Fu
Zhifang Su
Boyu Xu
Yu Zhou
Published in:
J. Adv. Comput. Intell. Intell. Informatics (2020)
Keyphrases
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probabilistic model
autoregressive
forecasting model
long term
expert systems
non stationary
stock market
neural network model
arma model