The forecasting efficiency of monthly stock indices between macroeconomic factors and technical indicators by using augmented genetic algorithm and artificial neural network model
Yeong-Jia Goo, Chia-Chen Chen
| Year of publication: |
2020
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|---|---|
| Authors: | Goo, Yeong-Jia ; Chen, Chia-Chen |
| Published in: |
Modern economy. - Irvine, Calif. : Scientific Research Publishing, ISSN 2152-7245, ZDB-ID 2598760-4. - Vol. 11.2020, 7, p. 1329-1341
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| Subject: | The Forecasting Efficiency of Stock Indices | Genetic Algorithm Model | Artificial Neural Network Model | The ARMA Model | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Aktienindex | Stock index | Theorie | Theory | Evolutionärer Algorithmus | Evolutionary algorithm | ARMA-Modell | ARMA model | Wirtschaftsindikator | Economic indicator |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.4236/me.2020.117094 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012506741