An experimental analysis of forecasting the high frequency data of matured and emerging economies stock index using data mining techniques
DOI10.1504/IJOR.2015.070143zbMath1362.62011MaRDI QIDQ2627607
Thamaraiselvan Natarajan, Senthil Arasu Balasubramanian, Janarthanan Balakrishnan, Jeevananthan Manickavasagam
Publication date: 31 May 2017
Published in: International Journal of Operational Research (Search for Journal in Brave)
data mininghigh frequency dataUnited StatesIndiasupport vector regressionstock marketsmultivariate adaptive regression splinesSVRUSAemerging economiesbackpropagation neural networksNasdaqBPNNintraday tradingindex value forecastingmarsplinesmature marketsNifty
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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