A novel hybrid framework for forecasting stock indices based on the nonlinear time series models
This study presents a new hybrid forecasting system to enhance the accuracy and efficiency of predicting stock market trends. To do this, the proposed involves several steps. Firstly, the closed stock index price time series is preprocessed to address missing values, variance stabilization, nonnorma...
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| Autores principales: | , , , , |
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| Formato: | Artículo |
| Lenguaje: | inglés |
| Publicado: |
2025
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| Materias: | |
| Acceso en línea: | Enlace permanente (DOI o Handle) |
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