Forecasting financial time series using a methodology based on autoregressive integrated moving average and Taylor expansion.
Guisheng ZhangXindong ZhangHongyinping FengPublished in: Expert Syst. J. Knowl. Eng. (2016)
Keyphrases
- financial time series
- financial time series forecasting
- stock market
- turning points
- exchange rate
- financial data
- arima model
- non stationary
- short term
- stock price
- stock exchange
- autoregressive integrated moving average
- multivariate time series
- trading systems
- exponential smoothing
- data mining
- long term
- pattern recognition
- random fields