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Financial sequence prediction based on swarm intelligence algorithms of Internet of Things
Liu, Jinquan; Wei, Yupin; Xu, Hongzhen - In: Computational economics 59 (2022) 4, pp. 1465-1480
Persistent link: https://www.econbiz.de/10013261845
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Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai; Pan, Zhiwei; Bethel, Brandon J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
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Stock prices, inflation and inflation uncertainty in the U.S. : testing the long-run relationship considering Dow Jones sector indexes
Albulescu, Claudiu Tiberiu; Aubin, Christian; Goyeau, Daniel - In: Applied economics 49 (2017) 18, pp. 1794-1807
Persistent link: https://www.econbiz.de/10011815423
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Fusion von Expertenwissen und Daten mit Neuro-Fuzzy-Methoden zur Prognose von Finanzzeitreihen
Siekmann, Stefan - 1999
Persistent link: https://www.econbiz.de/10001423741
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A vector heterogeneous autoregressive index model for realized volatility measures
Cubadda, Gianluca; Guardabascio, Barbara; Hecq, Alain W. J. - In: International journal of forecasting 33 (2017) 2, pp. 337-344
Persistent link: https://www.econbiz.de/10011921023
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Modelling and forecasting volatility for BSE and NSE stock index : linear vs. nonlinear approach
Shanthi, A.; Thamilselvan, R. - In: Afro-Asian Journal of Finance and Accounting : AAJFA 9 (2019) 4, pp. 363-380
Persistent link: https://www.econbiz.de/10012153148
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Model complexity and out-of-sample performance : evidence from S&P 500 index returns
Kaeck, Andreas; Rodrigues, Paulo Jorge Maurício; … - In: Journal of economic dynamics & control 90 (2018), pp. 1-29
Persistent link: https://www.econbiz.de/10011974016
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Fourier transform based LSTM stock prediction model under oil shocks
Ren, Xiaohang; Xu, Weixia; Duan, Kun - In: Quantitative finance and economics 6 (2022) 2, pp. 342-358
Persistent link: https://www.econbiz.de/10013498994
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Analyzing the robustness of ARIMA and neural networks as a predictive model of crude oil prices
Sharma, Sudhi; Yadav, Miklesh Prasad - In: Theoretical and applied economics : GAER review 27 (2020) 2/623, pp. 289-300
Persistent link: https://www.econbiz.de/10012643202
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Forecasting S&P 500 index using artificial neural networks and design of experiments
Niaki, Seyed Taghi Akhavan; Hoseinzade, Saeid - In: Journal of industrial engineering international 9 (2013), pp. 1-9
The main objective of this research is to forecast the daily direction of Standard & Poor's 500 (S&P 500) index using an artificial neural network (ANN). In order to select the most influential features (factors) of the proposed ANN that affect the daily direction of S&P 500 (the response),...
Persistent link: https://www.econbiz.de/10009759307