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Predicting prices of the US and G7 stock indices in uncertain times : evidence from the application of a hybrid neural network

Bouteska, Ahmed; Sharif, Taimur; Hájek, Petr; Abedin, … - In: Journal of behavioral and experimental economics 116 (2025), pp. 1-14

Persistent link: https://www.econbiz.de/10015402220

Moving average rules, volume and the predictability of security returns with feedforward networks

Gençay, Ramazan; Stengos, Thanasis - In: Journal of forecasting 17 (1998) 5/6, pp. 401-414

Persistent link: https://www.econbiz.de/10001363198

Optimization of technical trading strategies and the profitability in security markets

Gençay, Ramazan - In: Economics letters 59 (1998) 2, pp. 249-254

Persistent link: https://www.econbiz.de/10001241420

Nonlinear predictability of stock returns using financial and economic variables

Qi, Min - In: Journal of business & economic statistics : JBES ; a … 17 (1999) 4, pp. 419-429

Persistent link: https://www.econbiz.de/10001412850

Support vector regression based GARCH model with application to forecasting volatility of financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...

Persistent link: https://www.econbiz.de/10003636113