Composite leading search index: a preprocessing method of internet search data for stock trends prediction

DOI10.1007/S10479-014-1779-ZMaRDI QIDQ893052zbMATH OpenOpenAlexFDO

Authors Ying Liu, Yibing Chen, Sheng Wu, Geng Peng, Benfu Lv

Publication date 13 November 2015

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s10479-014-1779-z

zbMATH Keywords

support vector regressioncomposite leading search indexinternet search datainvestor attentionpreprocessing methodsearch volume indexstock trend predication

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

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Cites work

• Financial market forecasting using a two-step kernel learning method for the support vector regression
• Forecasting stock market movement direction with support vector machine

Cited in

(5)

• Exploring the linear and nonlinear causality between Internet big data and stock markets
• Google search volumes for portfolio management: performances and asset concentration
• Forecasting duty-free shopping demand with multisource data: a deep learning approach
• Forecasting Unemployment Using Internet Search Data via PRISM
• Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: evidence from Baidu index

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