Forecasting Performance of Nonlinear Models for Intraday Stock Returns (Q4687256)

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scientific article; zbMATH DE number 6951785
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Forecasting Performance of Nonlinear Models for Intraday Stock Returns
scientific article; zbMATH DE number 6951785

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    Forecasting Performance of Nonlinear Models for Intraday Stock Returns (English)
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    11 October 2018
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    stock price forecasting
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    high-frequency data
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    smooth transition regression
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    Markov switching regression
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    neural networks
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    nonparametric kernel regression
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    support vector machine regression
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