Author:
Montenegro Carlos,Armas Rolando
Publisher
Springer International Publishing
Reference29 articles.
1. Kumar, G., Jain, S., Singh, U.: Stock market forecasting using computational intelligence: a survey. Arch. Comput. Methods Eng. 28(3), 1069–1101 (2020)
2. Si, Y., Yin, J.: OBST-based segmentation approach to financial time series. Eng. Appl. Artif. Intell. 26(10), 2581–2596 (2013)
3. Montenegro, C., Molina, M.: Improving the criteria of the investment on stock market using data mining techniques: the case of S&P500 index. Int. J. Mach. Learn. Comput. 10(2), 309–315 (2020)
4. Comincioli, B.: The stock market as a leading indicator: an application of granger causality, Univ. Avenue Undergrad. J. Econ. 1(1) (1996)
5. Yahoo Finance Homepage. http://www.financeyahoo.com. Accessed 06 Sep 2021
Cited by
2 articles.
订阅此论文施引文献
订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. S&P 500 Index Value Forecasting Using Decision Fusion Regression Model;2023 10th International Conference on Soft Computing & Machine Intelligence (ISCMI);2023-11-25
2. A Bi-LSTM Neural Network to Forecast Stock Market Index;Modern Artificial Intelligence and Data Science;2023