Stock market prediction and portfolio selection models: a survey

DOI10.1007/s12597-016-0289-yzbMath1397.62432OpenAlexW2571399401MaRDI QIDQ1788855

Arun Agarwal, Akhter Mohiuddin Rather, V. Narsimha Sastry

Publication date: 9 October 2018

Published in: Opsearch (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s12597-016-0289-y

zbMATH Keywords

stock returnstime series predictionartificial intelligence based modelsportfolio selection models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Related Items (1)

Multi objective mean-variance-skewness model with Burg's entropy and fuzzy return for portfolio optimization

Uses Software

• astsa

Cites Work

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