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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| Hlavní autor: | |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Bucharest University of Economic Studies
2015-10-01
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| Edice: | Database Systems Journal |
| Témata: | |
| On-line přístup: | http://dbjournal.ro/archive/20/20_2.pdf |
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