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Volumn 21, Issue 4, 2004, Pages 358-368

An Investigation Of The Hybrid Forecasting Models For Stock Price Variation In Taiwan

Author keywords

Autoregressive integrated moving average models; Backpropagation neural networks; Multiple regression analysis

Indexed keywords

COST ACCOUNTING; INDUSTRIAL ECONOMICS; MATHEMATICAL MODELS; NEURAL NETWORKS; REGRESSION ANALYSIS;

EID: 24644515811     PISSN: 10170669     EISSN: 21517606     Source Type: Journal    
DOI: 10.1080/10170660409509416     Document Type: Article
Times cited : (39)

References (10)
  • 3
    • 0000957843 scopus 로고    scopus 로고
    • Nonlinear prediction of security returns with moving average rules
    • Gencay, R., 1996. Nonlinear prediction of security returns with moving average rules. Journal of Forecasting, 15:165–175.
    • (1996) Journal of Forecasting , vol.15 , pp. 165-175
    • Gencay, R.1
  • 4
    • 84978567506 scopus 로고
    • Forecasting S&P and gold future prices: An application of neural networks
    • Grudnitski, G., and Osburn, L., 1993. Forecasting S&P and gold future prices:An application of neural networks. Journal of Futures Markets, 13(6):631–643.
    • (1993) Journal of Futures Markets , vol.13 , Issue.6 , pp. 631-643
    • Grudnitski, G.1    Osburn, L.2
  • 7
    • 0034249322 scopus 로고    scopus 로고
    • Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
    • Kim, K. J., and Han, I., 2000. Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index. Expert Systems with Applications, 19:125–132.
    • (2000) Expert Systems with Applications , vol.19 , pp. 125-132
    • Kim, K.J.1    Han, I.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.