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Quantitative Finance Volume 20, 2020 - Issue 1
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Research Papers

Stock market trend prediction using a functional time series approach

Shih-Feng HuangDepartment of Applied Mathematics, National University of Kaohsiung, Kaohsiung811, TaiwanView further author information
,
Meihui GuoDepartment of Applied Mathematics, National Sun Yat-sen University, Kaohsiung804, TaiwanCorrespondence[email protected]
View further author information
&
May-Ru ChenDepartment of Applied Mathematics, National Sun Yat-sen University, Kaohsiung804, TaiwanView further author information
Pages 69-79 | Received 29 Nov 2018, Accepted 12 Jul 2019, Published online: 21 Aug 2019

Citations (13)

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Phillip A. Jang, Michael Jauch & David S. Matteson. (2022) Functional Stochastic Volatility in Financial Option Surfaces. Data Science in Science 1:1, pages 6-19.
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Hongjoong Kim, Sookyung Jun & Kyoung-Sook Moon. (2022) Stock market prediction based on adaptive training algorithm in machine learning. Quantitative Finance 22:6, pages 1133-1152.
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Kalva Sudhakar & S. Naganjaneyulu. (2020) Optimizing parameters in algorithm trading using map reduce on Indian stock exchange (Sensex). Journal of Statistics and Management Systems 23:2, pages 389-397.
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Articles from other publishers (10)

Dragana Radojičić, Nina Radojičić & Thorsten Rheinländer. (2024) A comparative study of the neural network models for the stock market data classification—A multicriteria optimization approach. Expert Systems with Applications 238, pages 122287.
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Weijie Chen, Qingshan Jiang, Xibei Jia, Abdur Rasool & Weihui Jiang. 2023. Big Data and Security. Big Data and Security 47 62 .
Zong-Rong Chen, Wei-Chi Tsai, Shih-Feng Huang, Tzu-Yi Li & Chen-Yi Song. (2022) Classification of Plank Techniques Using Wearable Sensors. Sensors 22:12, pages 4510.
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Shangkun Deng, Yingke Zhu, Xiaoru Huang, Shuangyang Duan & Zhe Fu. (2022) High-Frequency Direction Forecasting of the Futures Market Using a Machine-Learning-Based Method. Future Internet 14:6, pages 180.
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Chih-Hao Chang, Zih-Bing Chen & Shih-Feng Huang. (2022) Forecasting of high-resolution electricity consumption with stochastic climatic covariates via a functional time series approach. Applied Energy 309, pages 118418.
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Sebastian Kühnert. (2022) Lagged covariance and cross-covariance operators of processes in Cartesian products of abstract Hilbert spaces. Electronic Journal of Statistics 16:2.
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Ruochen Lu & Muchao Lu. (2021) Stock Trend Prediction Algorithm Based on Deep Recurrent Neural Network. Wireless Communications and Mobile Computing 2021, pages 1-10.
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SUDHAKAR KALVA & S. NAGANJANEYULU. (2020) STOCK PRICE PREDICTION BASED ON FINANCE RELATED NEWS USING NLP, LASSO AND ARIMAX. i-manager’s Journal on Software Engineering 14:4, pages 11.
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Mohammed Alshehri, Frans Coenen & Keith Dures. 2020. Artificial Intelligence XXXVII. Artificial Intelligence XXXVII 273 285 .
Jiajia Cheng, Huiyun Deng, Guang Sun, Peng Guo & Jianjun Zhang. 2020. Artificial Intelligence and Security. Artificial Intelligence and Security 232 243 .

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