Application of multi-input Hamacher-ANFIS ensemble model on stock price forecast
DOI10.1142/S2424922X19500049zbMATH Open1420.62446OpenAlexW2946242995MaRDI QIDQ4968530FDOQ4968530
Hongping Hu, Fengyi Zhang, Zhigao Liao
Publication date: 16 July 2019
Published in: Advances in Data Science and Adaptive Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s2424922x19500049
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Cites Work
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- Bagging predictors
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
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- BoosTexter: A boosting-based system for text categorization
- Optimal Model Assessment, Selection, and Combination
Cited In (4)
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- Bayesian regularization neural network ensemble model based on partial least squares regression and its application to stock market
- The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm
- Title not available (Why is that?)
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