Hybridization of ARIMA with learning models for forecasting of stock market time series
Frédy Pokou, Jules Sadefo Kamdem, François Benhmad
| Year of publication: |
2024
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|---|---|
| Authors: | Pokou, Frédy ; Kamdem, Jules Sadefo ; Benhmad, François |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 4, p. 1349-1399
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| Subject: | Forecasting | Market time series | ARIMA-GARCH | Learning models | Hybrid models | Prognoseverfahren | Forecasting model | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Lernprozess | Learning process | Aktienmarkt | Stock market | ARMA-Modell | ARMA model | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-023-10499-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014549025