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Nonlinear index prediction
7 references·2 citing·32 second hop
Nonlinear index prediction (1999)Nonlinear index predictionFractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E (1997)Fractals and Scaling in Finan…Fractals and Scaling in Finance (1997)Fractals and Scaling in Finan…Financial prediction using neural networks (1996)Financial prediction using ne…Neural networks in the capital markets (1995)Neural networks in the capita…Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets (1994)Trading on the Edge: Neural, …A Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetThe Behavior of Stock-Market Prices (1965)The Behavior of Stock-Market …Predicting European carbon emission price movements (2017)Predicting European carbon em…DESIGN OF EXPERIMENTS ON NEURAL NETWORK'S PARAMETERS OPTIMIZATION FOR TIME SERIES FORECASTING IN STOCK MARKETS (2013)DESIGN OF EXPERIMENTS ON NEUR…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Design and Analysis of Experiments. (1978)DISTRIBUTION OF INCOMES OF CORPORATIONS AMONG DIVIDENDS, RETAINED EARNINGS AND TAXES (1956)Portfolio Selection: Efficient Diversification of Investments (1959)Dividend Policy, Growth, and the Valuation of Shares (1961)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Risk, Return, and Equilibrium: Empirical Tests (1973)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Financial time series forecasting using support vector machines (2003)CO2 Prices, Energy and Weather (2007)Quantitative models in emission trading system research: A literature review (2020)International carbon financial market prediction using particle swarm optimization and support vector machine (2021)Modelling and trading the gasoline crack spread: A non-linear story (2006)Prediction of S&P 500 and DJIA stock indices using Particle Swarm Optimization technique (2008)Artificial Intelligence in Financial Markets (2016)Norm theory: Comparing reality to its alternatives. (1986)Investor Sentiment and the Closed‐End Fund Puzzle (1991)An Engine, Not a Camera (2006)A Nonlinear Structural Model for Volatility Clustering (2006)A Multifractal Model of Asset Returns (2011)Dynamical generalized Hurst exponent as a tool to monitor unstable periods in financial time series (2012)A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting (2012)Stock market forecasting using a multi-task approach integrating long short-term memory and the random forest framework (2021)Deep learning models for price forecasting of financial time series: A review of recent advancements: 2020–2022 (2023)Segmenting the market of West Australian senior tourists using an artificial neural network (2002)Regression neural network for error correction in foreign exchange forecasting and trading (2003)Classification-based financial markets prediction using deep neural networks (2017)Universal and Nonuniversal Properties of Cross Correlations in Financial Time Series (1999)The politics of attention: how government prioritizes problems (2006)Power Laws in Economics and Finance (2009)
this work references cited by second hop

References

  • 1965The Behavior of Stock-Market Prices8,707 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 1997Fractals and Scaling in Finance1,299 cited
  • 1994Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets261 cited
  • 1995Neural networks in the capital markets221 cited
  • 1997Fractals and Scaling in Finance: Discontinuity, Concentration, Risk. Selecta Volume E211 cited
  • 1996Financial prediction using neural networks70 cited

Cited by

  • 2017Predicting European carbon emission price movements46 cited
  • 2013DESIGN OF EXPERIMENTS ON NEURAL NETWORK'S PARAMETERS OPTIMIZATION FOR TIME SERIES FORECASTING IN STOCK MARKETS33 cited

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