Non-linear financial time series forecasting - Application to the Bel 20 stock market index

DOI10.1051/EJESS:2000110zbMath0953.91504OpenAlexW2163349176MaRDI QIDQ4504946

Éric de Bodt, Michel Verleysen, Amaury Lendasse, Vincent Wertz

Publication date: 1 February 2001

Published in: European Journal of Economic and Social Systems (Search for Journal in Brave)

Full work available at URL: http://www.edpsciences.org/ejess

Mathematics Subject Classification ID

Economic time series analysis (91B84) Stochastic network models in operations research (90B15)

Related Items (4)

Application of Markov chain techniques for selecting efficient financial stocks for investment portfolio construction ⋮ Volatility degree forecasting of stock market by stochastic time strength neural network ⋮ Time series forecasting with a nonlinear model and the scatter search meta-heuristic ⋮ Prediction of stock price movement based on daily high prices

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