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

Crossref DOI link: https://doi.org/10.1186/s40537-017-0092-5

Published Online: 2017-10-04

Published Print: 2017-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

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