Stock Market Prediction using Artificial Neural Networks. Case Study of TAL1T, Nasdaq OMX Baltic Stock

Predicting financial market changes is an important issue in time series analysis, receiving an increasing attention in last two decades. The combined prediction model, based on artificial neural networks (ANNs) with principal component analysis (PCA) for financial time series forecasting is present...

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Autor principal:	Hakob GRIGORYAN
Format:	Artigo
Idioma:	Inglês
Publicat:	Bucharest University of Economic Studies 2015-10-01
Col·lecció:	Database Systems Journal
Matèries:	artificial neural networks NARX principal component analysis financial time series stock prediction
Accés en línia:	http://dbjournal.ro/archive/20/20_2.pdf
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