[HTML][HTML] A study concerning soft computing approaches for stock price forecasting
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
[PDF][PDF] A Study Concerning Soft Computing Approaches for Stock Price Forecasting
C Shi, X Zhuang - staffweb1.cityu.edu.hk
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
A Study Concerning Soft Computing Approaches for Stock Price Forecasting.
C Shi, X Zhuang - Axioms (2075-1680), 2019 - search.ebscohost.com
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
[PDF][PDF] A Study Concerning Soft Computing Approaches for Stock Price Forecasting
C Shi, X Zhuang - personal.cityu.edu.hk
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
[PDF][PDF] A Study Concerning Soft Computing Approaches for Stock Price Forecasting
C Shi, X Zhuang - Axioms, 2019 - scholars.cityu.edu.hk
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
[PDF][PDF] A Study Concerning Soft Computing Approaches for Stock Price Forecasting
C Shi, X Zhuang - pdfs.semanticscholar.org
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
A Study Concerning Soft Computing Approaches for Stock Price Forecasting
C Shi - Axioms, 2019 - search.proquest.com
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …
A Study Concerning Soft Computing Approaches for Stock Price Forecasting
C Shi, X Zhuang - Axioms, 2019 - scholars.cityu.edu.hk
Financial time-series are well known for their non-linearity and non-stationarity nature. The
application of conventional econometric models in prediction can incur significant errors …
application of conventional econometric models in prediction can incur significant errors …