Predictive analytics on CSI 300 index based on ARIMA and RBF-ANN combined model
Lyuxun Yang, Xi Cheng (The School of Statistics and Mathematics, Zhongnan University of Economics and Law, Wuhan, China)
| Year of publication: |
November 2015
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|---|---|
| Authors: | Yang, Lyuxun ; Cheng, Xi |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 5.2015, 4, p. 393-400
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| Subject: | ARIMA | RBF-ANN | CSI 300 Index | Prediction Model | Prognoseverfahren | Forecasting model | ARMA-Modell | ARMA model | Zeitreihenanalyse | Time series analysis | Theorie | Theory |