Forecasting model of Shanghai and CRB commodity indexes

Expert Systems with Applications

Volumn 39, Issue 10, 2012, Pages 9275-9281

  Göleç, Adem ^a   Murat, Atilim ^b   Tokat, Ekin ^b   Burhan Turksen I ^b,c  

^a Industrial Engrn Dept   (Turkey)

^b TOBB UNIVERSITY OF ECONOMICS AND TECHNOLOGY   (Turkey)

^c UNIVERSITY OF TORONTO   (Canada)

Author keywords

CRB commodity index; Fuzzy system model; Shanghai index; Vector error correction model

Indexed keywords

CRB COMMODITY INDEX; FORECASTING MODELS; FUZZY SYSTEM MODEL; FUZZY SYSTEM MODELING; ROOT-MEAN-SQUARE ERRORS; SHANGHAI INDEX; STOCK MARKET; SUB-SAMPLES; SUPPORT VECTOR REGRESSION (SVR); VECTOR ERROR CORRECTION MODEL;

INFORMATION SYSTEMS; MATHEMATICAL MODELS;

FUZZY SYSTEMS;

EID: 84859211769     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2012.02.077     Document Type: Article

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