Individual time series and composite forecasting of the Chinese stock index
We explore the short-run forecasting problem at horizons of 1, 5, 10, 15, and 20 days for three forecasting periods within one year for the Chinese stock index from April 16, 2010, the launch date of the index futures, to May 19, 2014 with daily closing prices. We study forecast performance of 51 in...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2021-09-01
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| Series: | Machine Learning with Applications |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2666827021000165 |