Forecasting returns on a stock market using Artificial Neural Networks and GARCH family models: Evidence of stock market S&P 500
In the area of financial stock market forecasting, many studies have focused on application of Artificial Neural Networks (ANNs). Due to its high rate of uncertainty and volatility, the stock markets returns forecasting by conventional methods became a difficult task. The ANNs is a relatively new an...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Growing Science
2015-04-01
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| Series: | Decision Science Letters |
| Subjects: | |
| Online Access: | http://www.growingscience.com/dsl/Vol4/dsl_2014_44.pdf |