Publisher
Springer Science and Business Media LLC
Subject
Computer Science Applications,Economics, Econometrics and Finance (miscellaneous)
Reference73 articles.
1. Akaike, H. (1998). In: Parzen, E., Tanabe, K., Kitagawa, G. (eds.) Information theory and an extension of the maximum likelihood principle, pp. 199–213. Springer.
2. Ang, A., & Bekaert, G. (2007). Stock return predictability: Is it there? The Review of Financial Studies, 20, 651–707. https://doi.org/10.1093/rfs/hhl021
3. Ariyo, A.A., Adewumi, A.O., & Ayo, C.K. (2014). Stock price prediction using the ARIMA model. In 2014 UKSim-AMSS 16th international conference on computer modelling and simulation, pp. 106–112. IEEE.
4. Azhagusundari, B., & Thanamani, A. S. (2013). Feature selection based on information gain. International Journal of Innovative Technology and Exploring Engineering (IJITEE), 2, 18–21.
5. B3 (2022). B3 publishes the third preview of ibovespa and other indices. PhD thesis, B3 Hypothetical Portfolios. https://www.b3.com.br/pt_br/noticias/carteiras-teoricas-8AE490C97DB66D56017E07710611523C.htm.