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Stock return autocorrelations and predictability in the Chinese stock market : evidence from threshold quantile autoregressive models

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Does the predictive power of variable moving average rules vanish over time and can we explain such tendencies?

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Do consumption-based asset pricing models explain own-history predictability in stock market returns?

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Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models

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The future is unknown and uncertain, but there are ways to predict future events and reap the rewards safely. One such opportunity is the application of machine learning and artificial intelligence for stock market prediction. The stock market is turbulent, yet using artificial intelligence to...

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