A novel hybrid model based on Hodrick-Prescott filter and support vector regression algorithm for optimizing stock market price prediction - researchr publication

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Meryem Ouahilal, Mohammed El Mohajir, Mohamed Chahhou, Badr Eddine El Mohajir. A novel hybrid model based on Hodrick-Prescott filter and support vector regression algorithm for optimizing stock market price prediction. J. Big Data, 4:31, 2017. [doi]

Abstract is missing.

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