Stock index forecasting based on a hybrid model

Omega

Volumn 40, Issue 6, 2012, Pages 758-766

  Wang, Ju Jie ^a   Wang, Jian Zhou ^a   Zhang, Zhe George ^b,c   Guo, Shu Po ^a  

^a LANZHOU UNIVERSITY   (China)

^b WESTERN WASHINGTON UNIVERSITY   (United States)

^c SIMON FRASER UNIVERSITY   (Canada)

Author keywords

ARIMA; BPNN; Exponential smoothing; Forecasting; Genetic algorithm; Hybrid model; Stock price

Indexed keywords

BACKPROPAGATION; ELECTRONIC TRADING; FINANCIAL MARKETS; GENETIC ALGORITHMS; NEURAL NETWORKS;

AUTO-REGRESSIVE; AUTOREGRESSIVE INTEGRATED MOVING AVERAGE MODEL; BACK-PROPAGATION NEURAL NETWORKS; EXPONENTIAL SMOOTHING; EXPONENTIAL SMOOTHING MODEL; HYBRID MODEL; MOVING AVERAGE MODEL; STOCK INDEX FORECASTING; STOCK MARKET PRICES; STOCK PRICE;

FORECASTING;

EID: 84858745887     PISSN: 03050483     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.omega.2011.07.008     Document Type: Article

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