Aya Nabil

Integrating macroeconomic and technical indicators into forecasting the stock market: a hybrid approach for efficient feature selection

This work introduces a robust framework to predict daily log returns by leveraging a combined dataset comprising historical data, TIs, and macroeconomic data, including gold and oil prices, and macroeconomic data, including gold and oil prices, the volatility index, the dollar index, the interest rate, the 10-year Trea...