Volatility degree forecasting of stock market by stochastic time strength neural network

DOI10.1155/2013/436795zbMath1299.91176OpenAlexW2131795477WikidataQ59027554 ScholiaQ59027554MaRDI QIDQ473664

Haiyan Mo, Jun Wang

Publication date: 24 November 2014

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2013/436795

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

Uses Software

• Neural Network Toolbox

Cites Work

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• Financial forecasting using support vector machines
• Neural network model selection for financial time series prediction
• Application of neural networks to an emerging financial market: Forecasting and trading the Taiwan Stock index.
• Non-linear financial time series forecasting - Application to the Bel 20 stock market index

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