A Review of Stock Market Prediction Using Computational Methods

  • I. E. Diakoulakis
  • D. E. Koulouriotis
  • D. M. Emiris
Part of the Applied Optimization book series (APOP, volume 74)


This study constitutes a review of the domain of stock price forecasting, which in the last decade, has drawn particular attention, due to the intellectual challenge and the economic usefulness it presents. Approximately forty of the most important studies in this research area are herein selected and analyzed according to diverse criteria, such as the applied modeling technique, the quantitative and qualitative factors regarded as inputs in each implemented method, the basic features and parameters of the developed systems and the horizon of the prediction, to name a few. The conducted analysis outlines the methodological framework on which the development of the various systems is based upon, compares the performance of the existing systems-whenever this is possible-, and traces future research directions according to the overall results and conclusions.


Review Stock Market Forecasting Computational Intelligence Hybrid and Qualitative Methods 


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Copyright information

© Springer Science+Business Media Dordrecht 2002

Authors and Affiliations

  • I. E. Diakoulakis
    • 1
  • D. E. Koulouriotis
    • 1
  • D. M. Emiris
    • 1
  1. 1.Department of Production Engineering and ManagementTechnical University of CreteChaniaGreece

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