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Performance of the models, MAPE ratio of evaluation results for TAIEX futures.
Performance of the models, MAPE ratio of evaluation results for TAIEX futures. -
Performance of the models, MAPE ratio of evaluation results for SiMSCI futures.
Performance of the models, MAPE ratio of evaluation results for SiMSCI futures. -
r37980778c78--751f77e0a9bfc9966d7f3ae4cc9142b9
The motivation behind this research is to innovatively combine new methods like wavelet, principal component analysis (PCA), and artificial neural network (ANN) approaches to... -
r37980778c78--5941e8081fe72b02b593d7d06f28790c
Performance of the models, MAPE ratio of evaluation results for KOSPI futures. -
r37980778c78--d6210ec597231984b560ff8fd14f744e
Return of the models, results for NIKKEI 225 futures. -
Return of the models, results for HANG SENG futures.
Return of the models, results for HANG SENG futures. -
Summary of forecasting performance, MAPE ratio, from 2005 to 2014.
Summary of forecasting performance, MAPE ratio, from 2005 to 2014.