A Model with Evolutionary Covariance-based Learning for High-Frequency Financial Forecasting
Author:
Affiliation:
1. Federal Institute of Sertao Pernambucano / Federal University of Pernambuco, Ouricuri / Recife, Brazil
2. Federal University of Pernambuco, Recife, Brazil
Publisher
ACM
Link
https://dl.acm.org/doi/pdf/10.1145/2739480.2754815
Reference32 articles.
1. G. E. P. Box G. M. Jenkins and G. C. Reinsel . Time Series Analysis: Forecasting and Control . Prentice Hall New Jersey third edition 1994 . G. E. P. Box G. M. Jenkins and G. C. Reinsel. Time Series Analysis: Forecasting and Control. Prentice Hall New Jersey third edition 1994.
2. Forecasting economic and financial time-series with non-linear models
3. Text mining for market prediction: A systematic review
4. Parametric models and non-parametric machine learning models for predicting option prices: Empirical comparison study over KOSPI 200 Index options
5. Neural network ensemble operators for time series forecasting
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