Principal Component Regression for Egyptian Stock Market Prediction
Financial markets are very rich with information and variables. In contradiction to the Efficient Market Hypothesis, much research has been conducted to predict asset prices with promising accuracy. However, ensuring good models requires extracting important information from given data sets. This pa...
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Format: | Article |
Language: | English |
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Beni-Suef University
2021-06-01
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Series: | The International Journal of Informatics, Media and Communication Technology |
Subjects: | |
Online Access: | https://ijimct.journals.ekb.eg/article_169612_45e0caf8d810b3b7700faa31b82be49e.pdf |