Interval Forecasting of Stock Price Changes using the Hybrid of Holt’s Exponential Smoothing and Multi-Output Support Vector Regression

Given the importance of investment in stock markets as a major source of income for many investors, there is a strong demand for models that estimate the future behavior of stock prices. Interval forecasting is the process of predicting an interval characterized by two random variables acting as its...

Full description

Bibliographic Details
Main Authors: Sayyed Mohammadreza Davoodi, Mahdi Rabiei
Format: Article
Language:English
Published: Islamic Azad University of Arak 2022-04-01
Series:Advances in Mathematical Finance and Applications
Subjects:
Online Access:https://amfa.arak.iau.ir/article_674269_79fe6d7b1e66165cc50ffd21056ddcc8.pdf