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A study of ANFIS-based multi-factor time series models for forecasting stock index.
You-Shyang Chen
Ching-Hsue Cheng
Chiung-Lin Chiu
Shu-Ting Huang
Published in:
Appl. Intell. (2016)
Keyphrases
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garch model
stock index
stock market
empirical analysis
short term
forecasting model
trading systems
empirical studies
stock index futures
autoregressive
forecasting accuracy
box jenkins
probabilistic model
financial time series
stock price
random fields
non stationary
markov random field