Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models
Manish Kumar (CRISIL Global research and Analytics, Chennai, India), M. Thenmozhi (Department of Management Studies, Indian Institute of Technology Madras, Chennai, India)
| Year of publication: |
2014
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|---|---|
| Authors: | Kumar, Manish ; Thenmozhi, M. |
| Published in: |
International journal of banking, accounting and finance. - Genève : Inderscience Enterprises Ltd., ISSN 1755-3830, ZDB-ID 2458820-9. - Vol. 5.2013/2014, 3, p. 284-308
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| Subject: | hybrid models | ARIMA | artificial neural network | ANN | support vector machines | SVM | random forest | forecasting | stock market trading | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Aktienindex | Stock index | Mustererkennung | Pattern recognition | Theorie | Theory | Aktienmarkt | Stock market | Forstwirtschaft | Forestry | Prognose | Forecast | ARMA-Modell | ARMA model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011474500