A comparison of neural networks with time series models for forecasting returns on a stock market index

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 2358, Issue , 2002, Pages 25-35

  Yim, Juliana ^a  

^a RMIT UNIVERSITY   (Australia)

Author keywords

[No Author keywords available]

Indexed keywords

COMMERCE; ELECTRONIC TRADING; EXPERT SYSTEMS; FINANCIAL MARKETS; FORECASTING; NEURAL NETWORKS; TIME SERIES;

GARCH MODELS; MARKET RETURNS; PAPER ANALYSIS; STOCK MARKET INDEX; STRUCTURAL TIME SERIES MODELS; TIME SERIES MODELING; TIME SERIES MODELS;

TIME SERIES ANALYSIS;

EID: 33947637749     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-48035-8_4     Document Type: Conference Paper

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