Forecasting performance of nonlinear models for intraday stock returns (Q4687256)
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scientific article; zbMATH DE number 6951785
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Forecasting performance of nonlinear models for intraday stock returns |
scientific article; zbMATH DE number 6951785 |
Statements
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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0.7652825117111206
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0.7618728876113892
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0.7580892443656921
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0.7525233626365662
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