Forecasting OMXS30 Stock Prices under Regime Shifts: Evaluating Prophet, LSTM, and Hybrid Models against a Random Walk with Drift Benchmark with Implications for the Efficient Market Hypothesis

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Authors: Niklas Borneklint
Cited by: 0

Fields of Study & Subjects

Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

Publication details

Journal / source
Örebro University Library (Örebro University)
Publication date
1 January 2026
Language
EN
Document type
Thesis