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:	Iftikhar, Hasnain, Khan, Faridoon, Torres Armas, Elías A., Rodrigues, Paulo Canas, López Gonzales, Javier Linkolk
Formato:	Artículo
Lenguaje:	inglés
Publicado:	2025
Materias:	Statistics, general Probability and Statistics in Computer Science Probability Theory and Stochastic Processes Economic Theory/Quantitative Economics/Mathematical Methods
Acceso en línea:	Enlace permanente (DOI o Handle)
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