Forecasting crude oil price and stock price by jump stochastic time effective neural network model

DOI10.1155/2012/646475zbMath1235.91147OpenAlexW2031430329WikidataQ58906323 ScholiaQ58906323MaRDI QIDQ411062

Huopo Pan, Fajiang Liu, Jun Wang

Publication date: 4 April 2012

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/646475

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70) Economic time series analysis (91B84) Neural networks for/in biological studies, artificial life and related topics (92B20)

Related Items

Applications of parameterized nonlinear ordinary differential equations and dynamic systems: an example of the Taiwan stock index ⋮ Volatility degree forecasting of stock market by stochastic time strength neural network

Uses Software

• Neural Network Toolbox

Cites Work

• Fluctuations of stock price model by statistical physics systems
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
• STATISTICAL ANALYSIS BY STATISTICAL PHYSICS MODEL FOR THE STOCK MARKETS
• Unnamed Item
• Unnamed Item