A data analytic approach to forecasting daily stock returns in an emerging market

DOI10.1016/J.EJOR.2016.02.056zbMath1346.62110OpenAlexW2304517173MaRDI QIDQ323244

Ali Iseri, Recep Kizilaslan, Asil Oztekin, Steven Freund

Publication date: 7 October 2016

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ejor.2016.02.056

zbMATH Keywords

business analyticsprediction/forecastingstock market return

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

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Uses Software

• ANFIS

Cites Work

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