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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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In this paper we focus on analyzing the predictive accuracy of three different types of forecasting techniques, Autoregressive Integrated Moving Average (ARIMA), Artificial Neural Network (ANN), and Singular Spectral Analysis (SSA), used for predicting chaotic time series data. These techniques...
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volatility in forecasting future returns in an emerging market stock index …
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application to daily returns in Istanbul ISE100 stock index is provided. Results suggest that volatility clustering, asymmetry and …
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