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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| Formato: | masterThesis |
| Idioma: | por |
| Publicado em: |
2009
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| Texto completo: | http://hdl.handle.net/10071/1472 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/1472 |