Stock Prices Trend Analysis : Comparative Neural Networks, Linear Models and Conditional Heteroscedasticity Models
Year of publication: |
2013
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Authors: | Dabirian, Manoochehr ; Shams, Shahabeddin |
Publisher: |
[S.l.] : SSRN |
Subject: | Neuronale Netze | Neural networks | Börsenkurs | Share price | Heteroskedastizität | Heteroscedasticity | ARCH-Modell | ARCH model | Schätztheorie | Estimation theory | Zeitreihenanalyse | Time series analysis | Aktienindex | Stock index |
Description of contents: |
In this paper we analysis stock prices using neural networks and then obtained results comparative with results obtained from Linear Models and Conditional heteroscedasticity models
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