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)00065-8zbMATH Open0847.90021OpenAlexW1981894078MaRDI QIDQ1915985FDOQ1915985

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

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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)

Cites Work

• Current developments in time series modelling

Cited In (2)

• A bibliography of neural network business applications research: 1994--1998
• Title not available (Why is that?)

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