Forecasting stock market return with nonlinearity: a genetic programming approach
The issue whether return in the stock market is predictable remains ambiguous. This paper attempts to establish new return forecasting models in order to contribute on addressing this issue. In contrast to existing literatures, we first reveal that the model forecasting accuracy can be improved thro...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2020
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| Subjects: | |
| Online Access: | https://eprints.nottingham.ac.uk/60489/ |