Classifying trend movements in the MSCI U.S.A. capital market index - A comparison of regression, arima and neural network methods

Douglas Wood, Bhaskar DasGupta. Classifying trend movements in the MSCI U.S.A. capital market index - A comparison of regression, arima and neural network methods. Computers & OR, 23(6):611-622, 1996. [doi]

Abstract

Abstract is missing.