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]
@article{WengMTLLBM18,
title = {Macroeconomic indicators alone can predict the monthly closing price of major U.S. indices: Insights from artificial intelligence, time-series analysis and hybrid models},
author = {Bin Weng and Waldyn Martinez and Yao-Te Tsai and Chen Li and Lin Lu and James R. Barth and Fadel M. Megahed},
year = {2018},
doi = {10.1016/j.asoc.2018.07.024},
url = {https://doi.org/10.1016/j.asoc.2018.07.024},
researchr = {https://researchr.org/publication/WengMTLLBM18},
cites = {0},
citedby = {0},
journal = {Appl. Soft Comput.},
volume = {71},
pages = {685-697},
}