Have a personal or library account? Click to login
Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.’S Net Income and Stock Prices Cover

Optimizing Financial Data Analysis: A Comparative Study of Preprocessing Techniques for Regression Modeling of Apple Inc.’S Net Income and Stock Prices

Open Access
|Jan 2025

References

  1. Aditya Shastry, K., Sanjay, H.A., Praveen, M.S., (2022), Regression-Based Data Preprocessing Technique for Predicting Missing Values. In: Shetty, N.R., Patnaik, L.M., Nagaraj, H.C., Hamsavath, P.N., Nalini, N. (eds), Emerging Research in Computing, Information, Communication and Applications. Lecture Notes in Electrical Engineering, 789. Springer, Singapore. https://doi.org/10.1007/978-981-16-1338-8_9.
  2. Alshdaifat, E.A., Alshdaifat, D.A., Alsarhan, A., Hussein, F., El-Salhi, S.M.D.F.S. (2021), The effect of preprocessing techniques, applied to numeric features, on classification algorithms’ performance, Data, 6(2), 11.
  3. Barwary, S., Abazari, T., (2019), Preprocessing Data: A Study on Testing Transformations for Stationarity of Financial Data. Retrieved from https://www.semanticscholar.org/paper/Preprocessing-Data%3A-A-Study-on-Testing-forof-Data-Barwary-Abazari/7d5f4fc6c225956bab9e67f3dc9951851413eeb9. Accessed on 09/09/2024.
  4. Brătian, V., Acu, A.M., Oprean-Stan, C., Dinga, E., Ionescu, G.M., (2021), Efficient or fractal market hypothesis? A stock indexes modelling using geometric Brownian motion and geometric fractional Brownian motion, Mathematics, 9(22), 2983. https://doi.org/10.3390/math9222983.
  5. Çetin, V., Yıldız, O., (2022), A comprehensive review of data preprocessing techniques in data analysis, Pamukkale Üniversitesi Mühendislik Bilimleri Dergisi, 28(2), 299-312.
  6. Darik, A.R., Farris, B.R., Leonard, K.C., (2024), Predictive machine learning models trained on experimental datasets for electrochemical nitrogen reduction., Digital Discovery, 3, 667-673. https://doi.org/10.1039/D3DD00151B.
  7. Deari, F., Ulu, Y., (2023), The Turn-of-the-Month Effect: Evidence from Macedonian Stock Exchange, Studia Universitatis „Vasile Goldis” Arad – Economics Series, 33(3), 86-100. https://doi.org/10.2478/sues-2023-0015.
  8. Famili, A., Shen, W.M., Weber, R., Simoudis, E., (1997), Data preprocessing and intelligent data analysis, Intelligent data analysis, 1(1), 3-23.
  9. García, S., Ramírez-Gallego, S., Luengo, J., Benítez, J. M., Herrera, F., (2016), Big data preprocessing: methods and prospects, Big data analytics, 1, 1-22.
  10. Greene, W.H., (2008), The econometric approach to efficiency analysis. In Fried, H.O., Knox Lovell, C.A., Schmidt, S.S., (eds), The measurement of productive efficiency and productivity growth. Oxford Academic, 92-250. https://doi.org/10.1093/acprof:oso/9780195183528.003.0002.
  11. Gründler, K., Krieger, T., (2022), Should we care (more) about data aggregation? European Economic Review, 142, 104010. https://doi.org/10.1016/j.euroecorev.2021.104010.
  12. Gulati, V., Raheja, N., (2021), Efficiency Enhancement of Machine Learning Approaches through the Impact of Preprocessing Techniques, 6th International Conference on Signal Processing, Computing and Control (ISPCC), 191-196.
  13. Guo, J., Chang, C., Huang, Y., Zhang, X., (2022), An Aggregating Prediction Model for Management Decision Analysis, Complexity. doi: 10.1155/2022/6312579.
  14. Heryán, T., Růčková, P., Cerulli, G., (2024), Financial Performance Among Top 10 Automotive Leaders in the EU: Essential Techniques to Investigate the Structure of Moments While Using the GMM with Dynamic Panel Data, Studia Universitatis „Vasile Goldis” Arad – Economics Series, 34(3), 26-59. https://doi.org/10.2478/sues-2024-0012.
  15. Hyndman, R. J., Athanasopoulos, G. (2018). Forecasting: principles and practice, OTexts. Retrieved from: https://otexts.com/fpp2/. Accessed on 09/09/2024.
  16. Jiang, B., Zhu, X., Tian, X., Yi, W., Wang, S., (2024), Integrating Interpolation and Extrapolation: A Hybrid Predictive Framework for Supervised Learning, Applied Sciences, 14(15), 6414. https://doi.org/10.3390/app14156414.
  17. Kalvala, V., Ahmad, S., (2024), A Non-Conventional Pre-Processing Method for Financial Risk Analysis Data. In: Ahmad, S.F., Siddiqui, S., Debnath, R., Das, K., Mohanty, F., Hazra, S., (Eds.), Advances in Computational Intelligence and Its Applications (1st ed.), CRC Press. https://doi.org/10.1201/9781003488682.
  18. Lanz, A., Reich, G., Wilms, O., (2022), Adaptive grids for the estimation of dynamic models, Quant Mark Econ, 20, 179–238. https://doi.org/10.1007/s11129-022-09252-7.
  19. Lopata, A. et al., (2021), Financial Data Preprocessing Issues. In: Lopata, A., Gudonienė, D., Butkienė, R., (eds), Information and Software Technologies. ICIST 2021. Communications in Computer and Information Science, 1486. Springer, Cham. https://doi.org/10.1007/978-3-030-88304-1_5.
  20. Luengo, J., García-Gil, D., Ramírez-Gallego, S., García, S., Herrera, F., (2020), Big data preprocessing. Cham: Springer.
  21. Lux, T.C.H., Watson, L.T., Chang, T.H., et al., (2021), Interpolation of sparse high-dimensional data, Numer Algor, 88, 281–313. https://doi.org/10.1007/s11075-020-01040-2.
  22. Montgomery, D. C., Jennings, C.L., Kulahci, M., (2015), Introduction to time series analysis and forecasting. John Wiley & Sons.
  23. Neagu, O., Neagu, M., (2024), Economic Complexity as a Determinant of Green Development in the Central and Eastern European (CEE) Countries, Studia Universitatis „Vasile Goldis” Arad – Economics Series, 34(3), 108-132. https://doi.org/10.2478/sues-2024-0015.
  24. O’Neill, O., Costello, F., (2023), Systematic Bias in Sample Inference and its Effect on Machine Learning, arXiv. Doi: 10.48550/arxiv.2307.01384. capital markets: A Hurst exponent evaluation, Fractals, 22(04), 1450010. https://doi.org/10.1142/S0218348X14500108.
  25. Oprean, C., Tănăsescu, C., Brătian, V., (2014), Are the capital markets efficient? A fractal market theory approach, Economic Computation & Economic Cybernetics Studies & Research, 48(4).
  26. Pardy, C., Galbraith, S., Wilson, S.R., (2018), Integrative exploration of large high-dimensional datasets, The Annals of Applied Statistics, 12, 178-199. doi: 10.1214/17-AOAS1055.
  27. Pourkamali-Anaraki, F., Hariri-Ardebili, M.A., (2023), Evaluating Regression Models with Partial Data: A Sampling Approach, 9th International Conference on Control, Decision and Information Technologies (CoDIT), 1882-1887.
  28. Press, W.H., (2007), Numerical recipes 3rd edition: The art of scientific computing. Cambridge University Press.
  29. Raubitzek, S., Neubauer, T., (2021), A fractal interpolation approach to improve neural network predictions for difficult time series data, Expert Systems with Applications, 169, 114474. https://doi.org/10.1016/j.eswa.2020.114474.
  30. Revathi, M., Ramyachitra, D., (2023), Empirical Analysis of Preprocessing Techniques for Imbalanced Dataset Using Logistic Regression. In: Pati, B., Panigrahi, C.R., Mohapatra, P., Li, KC. (eds), Proceedings of the 6th International Conference on Advance Computing and Intelligent Engineering. Lecture Notes in Networks and Systems, 428. Springer, Singapore. https://doi.org/10.1007/978-981-19-2225-1_30.
  31. Seid S.P, (2019), Road Accident Data Analysis: Data Preprocessing for Better Model Building, Journal of Computational and Theoretical Nanoscience, 16(9), 4019-4027.
  32. Scikit-learn_documentation: https://scikitlearn.org/stable/modules/generated/sklearn.linear_model.LinearRegression.ht ml.
  33. Tosan, J., Liu, A.J., Raza, S.M.M., McGuire, A.S., (2023), A Comparison of Modeling Preprocessing Techniques, arXiv, 49-83. 10.48550/arxiv.2302.12042.
DOI: https://doi.org/10.2478/sues-2025-0004 | Journal eISSN: 2285-3065 | Journal ISSN: 1584-2339
Language: English
Page range: 49 - 82
Submitted on: Jul 1, 2024
|
Accepted on: Oct 1, 2024
|
Published on: Jan 2, 2025
In partnership with: Paradigm Publishing Services
Publication frequency: 4 issues per year

© 2025 Kevin Ungar, Camelia Oprean-Stan, published by Vasile Goldis Western University of Arad
This work is licensed under the Creative Commons Attribution 4.0 License.