Automated Stock Price Forecasting System

Piotr Wdowiński ()
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Piotr Wdowiński: University of Lodz, Department of Econometrics, Poland

Chapter 5 in FindEcon Monograph Series: Advances in Financial Market Analysis, 2010, vol. 8, pp 69-79 from University of Lodz

Abstract: An empirical interest of Chapter 5 is focused on short-term forecasting of stock returns based on automated stock price forecasting system. In this chapter Wdowiński has proposed a fully automated system to download and process data, estimate models, create output tables and upload results to a remote server. The system is an automated forecasting tool which can provide systematic forecasts of financial variables of high frequency. The system supports the methods of OLS and ML under GARCH specification.

Keywords: Stock price forecasting; GARCH specification; Automated system; Financial variables of high frequency (search for similar items in EconPapers)
JEL-codes: C01 E02 F00 G00 (search for similar items in EconPapers)
Date: 2010
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Persistent link: https://EconPapers.repec.org/RePEc:ann:findec:book:y:2010:n:08:ch:05:mon

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