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]

@inproceedings{Yim02,
  title = {A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index},
  author = {Juliana Yim},
  year = {2002},
  url = {http://link.springer.de/link/service/series/0558/bibs/2358/23580025.htm},
  researchr = {https://researchr.org/publication/Yim02},
  cites = {0},
  citedby = {0},
  pages = {25-35},
  booktitle = {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},
  editor = {Tim Hendtlass and Moonis Ali},
  volume = {2358},
  series = {Lecture Notes in Computer Science},
  publisher = {Springer},
  isbn = {3-540-43781-9},
}