Concepedia

Comparison of machine learning methods for financial time series forecasting at the examples of over 10 years of daily and hourly data of DAX 30 and S&P 500

Deniz Ersan, Chifumi Nishioka, Ansgar Scherp

Journal of Computational Social Science · 2019 · 15 citations · 32 references

Concepts

ComputingComputer ScienceFinanceForecastingMachine LearningTime Series AnalysisEnsemble ForecastingEnsemble MethodsFinancial ForecastingForecasting MethodsTime Series ForecastingTime Series PredictionFinancial Time Series ForecastingMachine Learning For EstimationMachine Learning Forecasting ModelsMachine Learning-based ForecastingMachine Learning-based Price Forecasting