An Improved Hybrid Model with Automated Lag Selection to Forecast Stock Market

کلیدواژه: Financial time series,Group method of data handling,Hybrid model,Nondominated sorting genetic algorithm II,Stock market forecasting

نویسندگان: NIKUSOKHAN MOIEN

ناشر: تحقیقات مالی - Financial Research Journal

Objective: In general, financial time series such as stock indexes have nonlinear, mutable and noisy behavior. Structural and statistical models and machine learning-based models are often unable to accurately predict series with such a behavior. Accordingly, the aim of the present study is to prese... ادامه

سال:2018