A data analytic approach to forecasting daily stock returns in an emerging market
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Publication:323244
DOI10.1016/J.EJOR.2016.02.056zbMATH Open1346.62110OpenAlexW2304517173MaRDI QIDQ323244FDOQ323244
Authors: Asil Oztekin, Recep Kizilaslan, Steven Freund, Ali Iseri 
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
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Cited In (15)
- Identifying soccer players on Facebook through predictive analytics
- Credit default prediction from user-generated text in peer-to-peer lending using deep learning
- Creating a marketing strategy in healthcare industry: a holistic data analytic approach
- Back propagation neural network based big data analytics for a stock market challenge
- An experimental analysis of forecasting the high frequency data of matured and emerging economies stock index using data mining techniques
- Semi-varying coefficient panel data model with technical indicators predicts stock returns in financial market
- Stock market prediction based on adaptive training algorithm in machine learning
- Forecasting high-frequency stock returns: a comparison of alternative methods
- News-based forecasts of macroeconomic indicators: a semantic path model for interpretable predictions
- A conditional fuzzy inference approach in forecasting
- Uncertainty and forecasts of U.S. recessions
- A differential evolution-based regression framework for forecasting Bitcoin price
- USING NON-PARAMETRIC SEARCH ALGORITHMS TO FORECAST DAILY EXCESS STOCK RETURNS
- Statistical methods for decision support systems in finance: how Benford's law predicts financial risk
- A comparison between Fama and French's model and artificial neural networks in predicting the Chinese stock market
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