A hybrid ARCH-M and BP neural network model for GSCI futures price forecasting

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

Volumn 4489 LNCS, Issue PART 3, 2007, Pages 917-924

  Bo, Wen ^a   Shouyang, Wang ^a   Lai, K K ^b  

^a INSTITUTE OF SYSTEMS SCIENCE   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

ANN; ARCH M; Commodity index; Forecasting; GSCI

Indexed keywords

COMPUTER AIDED SOFTWARE ENGINEERING; COST ACCOUNTING; FORECASTING; INVESTMENTS; NEURAL NETWORKS;

ARCH-M; COMMODITY INDEX; GOLDMAN SACHS COMMODITY INDEX (GSCI);

DATA STRUCTURES;

EID: 38149054169     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/978-3-540-72588-6_147     Document Type: Conference Paper

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