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...
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| Autores principales: | , |
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| Formato: | Artigo |
| Lenguaje: | Inglês |
| Publicado: |
Elsevier
2024-12-01
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| Colección: | Scientific African |
| Materias: | |
| Acceso en línea: | http://www.sciencedirect.com/science/article/pii/S2468227624003168 |
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