A hybrid model for stock market forecasting and portfolio selection based on ARX, grey system and RS theories

By K. Huang, Chuen-Jiuan Jane. 2009

174 citations recorded by the source corpus.

Subfields: Computational Theory and Mathematics, Management Science and Operations Research

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Computational Theory and Mathematics

1. Erdal Kayacan
2. Okyay Kaynak
3. Kimon P. Valavanis
4. Eftychios E. Protopapadakis
5. Baris Ulutas
6. George S. Atsalakis

In Management Science and Operations Research

1. George S. Atsalakis
2. Erdal Kayacan
3. Okyay Kaynak
4. Kimon P. Valavanis
5. Eftychios E. Protopapadakis
6. Baris Ulutas
7. Tugrul U. Daim
8. Erkam Güresen

Citations in the corpus

• Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “Alternative approaches may be found in Yu et al. (2009) and Huang and Jane (2009).”
• Grey system theory-based models in time series prediction (2010, methodology): “In another study, the moving average autoregressive exogenous (ARX) prediction model is combined with grey predictors for time series prediction in Huang and Jane (2009), and it is proved that the hybrid method has a greater forecasting accuracy than the GM(1,1) method.”