HYBRID NEURAL NETWORK MODEL TO PREDICT STOCK MARKET INDEX: EVIDENCE FOR THE TUNINDEX STOCK MARKET
In this paper we utilized as input variables the historical data and analyze the neural networks structure for financial time series forecasting. After chosen the better structure we compared the performance of the neural networks method and generalized autoregressive conditional heteroscedasticity...
| Main Authors: | , |
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| Format: | Article |
| Jezik: | English |
| Izdano: |
Bucharest University of Economic Studies
2015-03-01
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| Serija: | Business Excellence and Management |
| Teme: | |
| Online dostop: | http://beman.ase.ro/no51/6.pdf |