Bin Weng, Waldyn Martinez, Yao-Te Tsai, Chen Li, Lin Lu, James R. Barth, Fadel M. Megahed. Macroeconomic indicators alone can predict the monthly closing price of major U.S. indices: Insights from artificial intelligence, time-series analysis and hybrid models. Appl. Soft Comput., 71:685-697, 2018. [doi]
Abstract is missing.