Composite leading search index: a preprocessing method of internet search data for stock trends prediction

DOI10.1007/S10479-014-1779-ZzbMath1406.91513OpenAlexW2151308415MaRDI QIDQ893052

Yibing Chen, Geng Peng, Ying Liu, Benfu Lv, Sheng Wu

Publication date: 13 November 2015

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-014-1779-z

zbMATH Keywords

support vector regressioncomposite leading search indexinternet search datainvestor attentionpreprocessing methodsearch volume indexstock trend predication

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Related Items (3)

Cross-correlation and forecast impact of public attention on USD/CNY exchange rate: evidence from Baidu index ⋮ Exploring the linear and nonlinear causality between Internet big data and stock markets ⋮ Google search volumes for portfolio management: performances and asset concentration

Cites Work

• Financial market forecasting using a two-step kernel learning method for the support vector regression
• Forecasting stock market movement direction with support vector machine

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