Sarima-arch versus genetic programming in stock price prediction

Kemalbay G., Berak Korkmazoğlu Ö.

SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI, vol.39, no.2, pp.110-122, 2021 (Scopus)

• Publication Type: Article / Article
• Volume: 39 Issue: 2
• Publication Date: 2021
• Doi Number: 10.14744/sigma.2021.00001
• Journal Name: SIGMA JOURNAL OF ENGINEERING AND NATURAL SCIENCES-SIGMA MUHENDISLIK VE FEN BILIMLERI DERGISI
• Journal Indexes: Scopus
• Page Numbers: pp.110-122
• Keywords: Genetic Programming, XU100, SARIMA, ARCH, Stock Price Prediction, MODEL
• Yıldız Technical University Affiliated: Yes