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Forecasting Taiwan’s major stock indices by the Nash nonlinear grey Bernoulli model
8 references·16 citing·41 second hop
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this work references cited by second hop

References

  • 1989Introduction to Grey system theory4,260 cited
  • 2001Profitability of Momentum Strategies: An Evaluation of Alternative Explanations2,445 cited
  • 2006Forecasting of foreign exchange rates of Taiwan’s major trading partners by novel nonlinear Grey Bernoulli model NGBM(1,1)283 cited
  • 2002Predicting stock price using fuzzy grey prediction system270 cited
  • 2003Applying the Grey prediction model to the global integrated circuit industry261 cited
  • 2001Applied Hybrid Grey Model to Forecast Seasonal Time Series197 cited
  • 2006Application of the novel nonlinear grey Bernoulli model for forecasting unemployment rate181 cited
  • 2003A variable P value rolling Grey forecasting model for Taiwan semiconductor industry production105 cited

Cited by

  • 2020Predictive analysis of the air quality indicators in the Yangtze River Delta in China: An application of a novel seasonal grey model92 cited
  • 2020Parameter optimization for nonlinear grey Bernoulli model on biomass energy consumption prediction86 cited
  • 2012An optimized Nash nonlinear grey Bernoulli model for forecasting the main economic indices of high technology enterprises in China76 cited
  • 2021A novel composite forecasting framework by adaptive data preprocessing and optimized nonlinear grey Bernoulli model for new energy vehicles sales75 cited
  • 2022Comparing forecasting accuracy of selected grey and time series models based on energy consumption in Brazil and India

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71 cited
  • 2015An optimized nonlinear grey Bernoulli model and its applications69 cited
  • 2020Forecasting the hydroelectricity consumption of China by using a novel unbiased nonlinear grey Bernoulli model63 cited
  • 2020A novel grey Riccati–Bernoulli model and its application for the clean energy consumption prediction62 cited
  • 2020A MFO-based conformable fractional nonhomogeneous grey Bernoulli model for natural gas production and consumption forecasting62 cited
  • 2019A nonlinear grey forecasting model with double shape parameters and its application62 cited
  • 2014An optimized Nash nonlinear grey Bernoulli model based on particle swarm optimization and its application in prediction for the incidence of Hepatitis B in Xinjiang, China57 cited
  • 2019Improved GM(1,1) model based on Simpson formula and its applications55 cited
  • 2022An adaptive Grey-Markov model based on parameters Self-optimization with application to passenger flow volume prediction51 cited
  • 2017Time series interval forecast using GM(1,1) and NGBM(1, 1) models48 cited
  • 2019Discrete grey model with the weighted accumulation48 cited
  • 2022Forecasting share of renewables in primary energy consumption and CO2 emissions of China and the United States under Covid-19 pandemic using a novel fractional nonlinear grey model43 cited