A hybrid statistical approach for stock market forecasting based on Artificial Neural Network and ARIMA time series models

R. M. Kapila Tharanga Rathnayaka, D. M. K. N. Seneviratna, Jianguo Wei, Hasitha Indika Arumawadu. A hybrid statistical approach for stock market forecasting based on Artificial Neural Network and ARIMA time series models. In Guandong Xu, Yves Demazeau, Shu-Heng Chen, Junjie Wu, Michael Gavin, Irwin King, Jie Cao, Zhiang Wu, Zhan Bu, editors, 2015 International Conference on Behavioral, Economic and Socio-cultural Computing, BESC 2015, Nanjing, China, October 30 - December 1, 2015. pages 54-60, IEEE, 2015. [doi]

Abstract

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