A Novel Proposal for Improving Economic Decision-Making Through Stock Price Index Forecasting
Xu Yao,
Weikang Zeng,
Lei Zhu
et al.
Abstract:The non-stationary, non-linear, and extremely noisy nature of stock price time series data, which are created from economic factors and systematic and unsystematic risks, makes it difficult to make reliable predictions of stock prices in the securities market. Conventional methods may improve forecasting accuracy, but they can additionally complicate the computations involved, increasing the likelihood of prediction errors. To address these issues, a novel hybrid model that combines recurrent neural networks a… Show more
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