Classifying trend movements in the MSCI U.S.A. capital market index -- a comparison of regression, ARIMA and neural network methods

DOI10.1016/0305-0548(95)00065-8zbMath0847.90021MaRDI QIDQ1915985

Douglas Wood, Bhaskar Das Gupta

Publication date: 1 July 1996

Published in: Computers \& Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0305-0548(95)00065-8

zbMATH Keywords

prediction; neural networks; capital market index

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91B84: Economic time series analysis

68T05: Learning and adaptive systems in artificial intelligence

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Cites Work

• Current developments in time series modelling