Comparison of Forecasting Performance of AR, STAR and ANN Models on the Chinese Stock Market Index.

Qi'an Chen Chuan-Dong Li

Published in: ISNN (2) (2006)

Keyphrases

chinese stock market
garch model
ann models
stock market
artificial neural networks
stock returns
financial time series
short term
stock price
cross sectional
financial data
stock exchange
heavy tailed
neural network
support vector regression
dimensionality reduction
machine learning