Parisi, Antonino; Parisi, Franco; Cornejo, Edinson - In: El Trimestre Económico LXXI (4) (2004) 284, pp. 789-809
Using weekly stock index prices, corresponding to the period between April 07 of 1998 and April 14 of 2003, we analyzed the efficiency of the dynamic multivaried models, from recursives genetic algorithms, to forecast the weekly sign variations of stock-exchange indices IPC, TSE, Nasdaq and DJI....
