Kumar, Manish; Thenmozhi, M. - In: International Journal of Banking, Accounting and Finance 5 (2014) 3, pp. 284-308
three different hybrid models combining linear ARIMA and non-linear models such as support vector machines (SVM), artificial … neural network (ANN) and random forest (RF) models to predict the stock index returns. The performance of ARIMA-SVM, ARIMA …-ANN and ARIMA-RF are compared with performance of ARIMA, SVM, ANN and RF models. The various competing models are evaluated in …