Wang, Ju-Jie; Wang, Jian-Zhou; Zhang, Zhe-George; Guo, … - In: Omega 40 (2012) 6, pp. 758-766
Forecasting the stock market price index is a challenging task. The exponential smoothing model (ESM), autoregressive integrated moving average model (ARIMA), and the back propagation neural network (BPNN) can be used to make forecasts based on time series. In this paper, a hybrid approach...