首页> 外文OA文献 >Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

【2h】

Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

机译：使用人工神经网络和GaRCH家族模型预测股票市场的回报：股票市场标准普尔500指数的证据

代理获取

本网站仅为用户提供外文OA文献查询和代理获取服务，本网站没有原文。下单后我们将采用程序或人工为您竭诚获取高质量的原文，但由于OA文献来源多样且变更频繁，仍可能出现获取不到、文献不完整或与标题不符等情况，如果获取不到我们将提供退款服务。请知悉。

页面导航

著录项
引文网络
相似文献
相关主题

著录项

作者
Nadhem Selmi; Samira Chaabene; Nejib Hachicha;
展开▼
作者单位

展开▼
年度 2015
总页数
原文格式 PDF
正文语种
中图分类

相似文献

外文文献
中文文献
专利

1. Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S & P 500 [J] . Selmi N., Chaabene S., Hachicha N. Decision Science Letters . 2015,第2期

机译：使用人工神经网络和GARCH族模型预测股票市场的回报：股票市场标准普尔500的证据
2. Improving Forecasts Of Garch Family Models With The Artificial Neural Networks: An Application To The Daily Returns In Istanbul Stock Exchange [J] . Melike Bildirici, Oezguer Oemer Ersin Expert systems with applications . 2009,第4期

机译：用人工神经网络改进Garch家庭模型的预测：在伊斯坦布尔证券交易所每日收益中的应用
3. Investigation of market efficiency and Financial Stability between S&P 500 and London Stock Exchange: Monthly and yearly Forecasting of Time Series Stock Returns using ARMA model [J] . Rounaghi Mohammad Mandi, Zadeh Farzaneh Nassir Physica, A. Statistical mechanics and its applications . 2016,第Null期

机译：标普500与伦敦证券交易所之间的市场效率和金融稳定性调查：使用ARMA模型的月度和年度时间序列股票收益预测
4. Using CARR model and GARCH model to forecast volatility of the stock index: Evidence from China's Shanghai stock market [C] . Zou Wen-jun, Guo Ming-yuan International Conference on Management Science Engineering . 2014

机译：使用CARR模型和GARCH模型预测股指的波动性：来自中国上海股市的证据
5. Taiwanese high -tech stocks: Using artificial neural networks to test weak -form market efficiency in the Taiwan Electronic Index and to develop an evaluation model of investment strategy in Taiwanese stock markets. [D] . Shih, Kuang-Hsun. 2003

机译：台湾高科技股票：使用人工神经网络在台湾电子指数中测试弱形式的市场效率，并开发台湾股票市场的投资策略评估模型。
6. Modeling Markov Switching ARMA-GARCH Neural Networks Models and an Application to Forecasting Stock Returns [O] . Melike Bildirici, Özgür Ersin -1

机译：Markov转换ARMA-GARCH神经网络模型的建模及其在股票收益预测中的应用
7. Forecasting Nigerian stock market returns using ARIMA and artificial neural network models [O] . Isenahd Godknows M., Olubusoye Olusanya E. 2014

机译：使用aRIma和人工神经网络模型预测尼日利亚股市收益

Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500

著录项

引文网络

相似文献

相关主题

期刊订阅