This article faces the problem of stock price forecasting based on an integrated approach in which the modeling of high … – is used in order to capture the dynamic that high frequency variables present, and its forecasting function is taken … the results of the forecasting function. …

In recent years the computers have shown to be a powerful tool in financial forecasting. Many machine learning …

This paper presents a rigurous framework for evaluating alternative forecasting methods for Chilean industrial … production and sales. While nonlinear features appear to be important for forecasting the very short term, simple univariate … linear models perform about as well for almost every forecasting horizon …