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Analyzing stock market tick data using piecewise nonlinear model · Study

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ArticleAnalyzing stock market tick data using piecewise nonlinear model

Unknown author2002

Article2002

Analyzing stock market tick data using piecewise nonlinear model

Unknown author

113 citations·0/0 files stored·Expert Systems with Applications

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Stock Market Forecasting Methods Financial Markets and Investment Strategies Forecasting Techniques and Applications

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References

1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis 1979A Non-Parametric Approach to the Change-Point Problem 1986The Economics of Money, Banking and Financial Markets 1997Further evidence on breaking trend functions in macroeconomic variables 1997Multiple Trend Breaks and the Unit-Root Hypothesis 1992Error measures for generalizing about forecasting methods: Empirical comparisons 1992Nonstationarity and Level Shifts With an Application to Purchasing Power Parity

Cited by

2014Networks in financial markets based on the mutual information rate 2021Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda 2011CAST: Using neural networks to improve trading systems based on technical analysis by means of the RSI financial indicator 2017Stock market prediction and Portfolio selection models: a survey 2004Modeling Chaotic Behavior of Stock Indices Using Intelligent Paradigms

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Year2002

Typearticle

Published2002-04-01

VenueExpert Systems with Applications

ISSN-L0957-4174

Languageen

Citations113

Files0 public / 0

ShelfStock Market Forecasting Methods

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doi10.1016/s0957-4174(01)00058-6

openalex_workW2021693371

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