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A novel hybrid model based on Hodrick–Prescott filter and support vector regression algorithm for optimizing stock market price prediction
Ouahilal, Meryem, Mohajir, Mohammed El, Chahhou, Mohamed, Mohajir, Badr Eddine ElVolume:
4
Language:
english
Journal:
Journal of Big Data
DOI:
10.1186/s40537-017-0092-5
Date:
December, 2017
File:
PDF, 2.11 MB
english, 2017