Open AccessBuilding unconditional forecast model of Stock Market Indexes using combined leading indicators and principal components: application to Vietnamese Stock Market
Author(s) -
Đỗ Văn Thành,
Nguyễn Minh Hải,
Do Duc Hieu
Publication year - 2018
Publication title -
indian journal of science and technology
Language(s) - English
Resource type - Journals
eISSN - 0974-6846
pISSN - 0974-5645
DOI - 10.17485/ijst/2018/v11i2/104908
Subject(s) - principal component analysis , econometrics , stock market , dimensionality reduction , computer science , stock (firearms) , curse of dimensionality , stock market index , dimension (graph theory) , vietnamese , index (typography) , context (archaeology) , economics , mathematics , artificial intelligence , linguistics , philosophy , mechanical engineering , paleontology , world wide web , pure mathematics , engineering , biology