Time interval choices in forecasting stock market indices of CEE and SEE countries.
The main objective of this analysis is to investigate how varying the forecast horizon and the input window length for calculating technical indicators affects the predictive performance of different machine learning algorithms on forecasting the direction of change of chosen stock market indices. T...
| Publicado en: | Post-Communist Economies Vol. 35; no. 4; pp. 403 - 414 |
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| Formato: | Artículo |
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Taylor & Francis Ltd
May2023
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| Acceso en línea: | Ver este registro en EBSCOhost |