Comparative Study of ARIMA Methods for Forecasting Time Series of the Mexican Stock Exchange

Javier Alberto Rangél González, Juan Frausto Solís, Juan Javier González Barbosa, Rodolfo A. Pazos Rangel, Héctor Joaquín Fraire Huacuja. Comparative Study of ARIMA Methods for Forecasting Time Series of the Mexican Stock Exchange. In Oscar Castillo, Patricia Melin, Janusz Kacprzyk, editors, Fuzzy Logic Augmentation of Neural and Optimization Algorithms: Theoretical Aspects and Real Applications. Volume 749 of Studies in Computational Intelligence, pages 475-485, Springer, 2018. [doi]

@incollection{GonzalezSBRH18,
  title = {Comparative Study of ARIMA Methods for Forecasting Time Series of the Mexican Stock Exchange},
  author = {Javier Alberto Rangél González and Juan Frausto Solís and Juan Javier González Barbosa and Rodolfo A. Pazos Rangel and Héctor Joaquín Fraire Huacuja},
  year = {2018},
  doi = {10.1007/978-3-319-71008-2_34},
  url = {https://doi.org/10.1007/978-3-319-71008-2_34},
  researchr = {https://researchr.org/publication/GonzalezSBRH18},
  cites = {0},
  citedby = {0},
  pages = {475-485},
  booktitle = {Fuzzy Logic Augmentation of Neural and Optimization Algorithms: Theoretical Aspects and Real Applications},
  editor = {Oscar Castillo and Patricia Melin and Janusz Kacprzyk},
  volume = {749},
  series = {Studies in Computational Intelligence},
  publisher = {Springer},
  isbn = {978-3-319-71008-2},
}