This paper develops and compares several methods of forecasting the S&P 500 Index using only data based on the closing value and trained over a six-decade data set. The methodologies include a C5.0 decision tree, a neural network, and a group of forecasts based on training set patterns of...

This paper investigates inter-relationships among the price behavior of oil, gold and the euro using time series and neural network methodologies. Traditionally gold is a leading indicator of future inflation. Both the demand and supply of oil as a key global commodity are impacted by...