Overview and Comparison of Short-term Interval Models for Financial Time Series Forecasting

In recent years, various time series models have been proposed for financial markets forecasting. In each case, the accuracy of time series forecasting models are fundamental to make decision and hence the research for improving the effectiveness of forecasting models have been curried on. Many rese...

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Bibliographic Details
Main Authors: Mehdi Khashei, Farimah Mokhatab Rafiei, Mehdi Bijari
Format: Article
Language:English
Published: Iran University of Science & Technology 2012-11-01
Series:International Journal of Industrial Engineering and Production Research
Subjects:
Online Access:http://ijiepr.iust.ac.ir/browse.php?a_code=A-10-1-139&slc_lang=en&sid=1