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

DOI10.1007/S10479-014-1779-ZzbMATH Open1406.91513OpenAlexW2151308415MaRDI QIDQ893052FDOQ893052

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

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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)

Cites Work

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

Cited In (5)

• Exploring the linear and nonlinear causality between Internet big data and stock markets
• Forecasting duty-free shopping demand with multisource data: a deep learning approach
• Google search volumes for portfolio management: performances and asset concentration
• 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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