Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks
Year
: 2015DOI: 10.1016/j.neucom.2014.12.084
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Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks
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| contributor author | Jie Wang | |
| contributor author | Jun Wang | |
| date accessioned | 2020-03-15T21:12:25Z | |
| date available | 2020-03-15T21:12:25Z | |
| date issued | 2015 | |
| identifier other | E1Axwvzi003rSn3PSvBHsOOAnSk6VZ3V4tYCqsUWW4lSTJqkHO.pdf | |
| identifier uri | https://libsearch.um.ac.ir:443/fum/handle/fum/2062800?locale-attribute=en | |
| format | general | |
| language | English | |
| title | Forecasting stock market indexes using principle component analysis and stochastic time effective neural networks | |
| type | Journal Paper | |
| contenttype | Fulltext | |
| contenttype | Fulltext | |
| identifier padid | 14187051 | |
| identifier doi | 10.1016/j.neucom.2014.12.084 | |
| journal title | Neurocomputing | |
| coverage | Academic | |
| pages | 68-78 | |
| journal volume | 156 | |
| filesize | 1953341 | |
| citations | 1 |