The present study, investigates the predictability of Samp;P CNX NIFTY Index returns using Support vector machines (SVM). The performance of the SVM model in forecasting Nifty index returns is rigorously evaluated in terms of widely used statistical metrics like mean absolute error, root mean...

There exists vast research articles which predict the stock market as well pricing of stock index financial instruments but most of the proposed models focus on the accurate forecasting of the levels (i.e. value) of the underlying stock index. There is a lack of studies examining the...

The purpose of this paper is to develop and identify the best hybrid model to predict stock index returns. We develop 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...