A multi-component nonlinear prediction system for the S&P 500 Index.

Tim Chenoweth Zoran Obradovic

Published in: Neurocomputing (1996)

Keyphrases

multi component
prediction accuracy
financial time series
non stationary
prediction model
prediction error
neural network
prediction algorithm
database
genetic algorithm
case study
feature extraction
data structure
support vector
power system
indexing method