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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Bibliographic Details
Main Author: Heba Ezzat
Format: Article
Language:English
Published: Beni-Suef University 2021-06-01
Series:The International Journal of Informatics, Media and Communication Technology
Subjects:
Online Access:https://ijimct.journals.ekb.eg/article_169612_45e0caf8d810b3b7700faa31b82be49e.pdf