Short term forecasting of stock market based on R/S analysis and fuzzy neural networks.
Yiwen YangChaojun YangPublished in: SMC (2003)
Keyphrases
- short term
- stock market
- long term
- financial time series
- short term and long term
- fuzzy neural network
- load forecasting
- financial data
- stock exchange
- medium term
- stock price
- stock index futures
- data analysis
- forecasting model
- short term prediction
- wind speed
- financial markets
- arima model
- input output
- decision making
- genetic algorithm