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)00065-8MaRDI QIDQ1915985zbMATH OpenOpenAlexFDO

Authors Douglas Wood, Bhaskar Dasgupta

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

predictionneural networkscapital market index

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)

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Cites work

• Current developments in time series modelling

Cited in

(2)

• A bibliography of neural network business applications research: 1994--1998
• scientific article; zbMATH DE number 1927177 (Why is no real title available?)

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