A Study Concerning Soft Computing Approaches for Stock Price Forecasting
Sign Up to like & getrecommendations! Published in 2019 at "Axioms"
DOI: 10.3390/axioms8040116
Abstract: Financial time-series are well known for their non-linearity and non-stationarity nature. The application of conventional econometric models in prediction can incur significant errors. The fast advancement of soft computing techniques provides an alternative approach for… read more here.
Keywords: concerning soft; stock; soft computing; study concerning ... See more keywords