Forecasting Taiwan's major stock indices by the Nash nonlinear grey Bernoulli model

Expert Systems with Applications

Volumn 37, Issue 12, 2010, Pages 7557-7562

  Chen, Chun I ^a   Hsin, Pei Han ^b   Wu, Chin Shun ^c  

^a I SHOU UNIVERSITY   (Taiwan)

^b CHENG SHIU UNIVERSITY   (Taiwan)

^c NATIONAL SUN YAT SEN UNIVERSITY   (Taiwan)

Author keywords

Grey forecasting; Nash equilibrium; Nonlinear grey Bernoulli model; Stock index

Indexed keywords

COMMERCE; COMPUTATION THEORY; DIFFERENTIAL EQUATIONS; FINANCE; GAME THEORY; NONLINEAR EQUATIONS;

BERNOULLI MODEL; ECONOMIC SLOWDOWNS; FORECASTING PRECISION; GREY FORECASTING; MODELING PRECISION; NASH EQUILIBRIA; NONLINEAR DIFFERENTIAL EQUATION; STOCK INDICES;

FORECASTING;

EID: 77957827726     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2010.04.088     Document Type: Article

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