Abstract:Stock markets exhibit Brownian movement with random, non-linear, uncertain, evolutionary, non-parametric, nebulous, chaotic characteristics and dynamism with a high degree of complexity. Developing an algorithm to predict returns for decision-making is a challenging goal. In addition, the choice of variables that will serve as input to the model represents a non-triviality, since it is possible to observe endogeneity problems between the predictor and the predicted variables. Thus, the goal is to analyze the e… Show more
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