Comparative Study Of Artificial Neural Network And Box-Jenkins Arima For Stock Price Indexes

The accuracy in forecasting financial time series, such as stock price indexes, has focused a great deal of attention nowadays. Conventionally, the Box-Jenkins autoregressive integrated moving average (ARIMA) models have been one of the most widely used linear models in time series forecasting. Rece...

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Bibliographic Details
Main Author: Cancela, Ângela Mar isa Roldão (author)
Format: masterThesis
Language:por
Published: 2009
Subjects:
ARIMA models
Artificial neural networks
Backpropagation algorithm
Stock price index forecasting
Modelos ARIMA
Redes Neuronais Artificiais
Algoritmo Backpropagation
Previsão de Índices Accionistas
Online Access:http://hdl.handle.net/10071/1472
Country:Portugal
Oai:oai:repositorio.iscte-iul.pt:10071/1472

Internet

http://hdl.handle.net/10071/1472

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