Stock price prediction using combined GARCH-AI models
The non-linear and non-stationary nature of financial time series data poses significant challenges for standalone statistical and neural network methods. While predictive modeling in finance often focuses on volatility, there is a notable lack of research on predicting actual stock prices, particul...
Guardat en:
| Autors principals: | , |
|---|---|
| Format: | Artigo |
| Idioma: | Inglês |
| Publicat: |
Elsevier
2024-12-01
|
| Col·lecció: | Scientific African |
| Matèries: | |
| Accés en línia: | http://www.sciencedirect.com/science/article/pii/S2468227624003168 |
| Etiquetes: |
Sense etiquetes, Sigues el primer a etiquetar aquest registre!
|