A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index

Juliana Yim. A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index. In Tim Hendtlass, Moonis Ali, editors, Developments in Applied Artificial Intelligence, 15th International Conference on Industrial and Engineering, Applications of Artificial Intelligence and Expert Systems, IEA/AIE 2002, Cairns, Australia, June 17-20, 2002, Proceedings. Volume 2358 of Lecture Notes in Computer Science, pages 25-35, Springer, 2002. [doi]

Abstract

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