Forecasting risk using auto regressive integrated moving average approach: an evidence from S&P BSE Sensex
نویسندگان
چکیده
منابع مشابه
Using a Fuzzy Auto Regressive Integrated Moving Average Model for Exchange Rate Forecasting
Forecasting models have wide applications in decision making. In the real world, rapid changes normally take place in different areas, specifically in financial markets. Collecting the required data is a main problem for forecasters in such unstable environments. Forecasting methods such as Auto Regressive Integrated Moving Average (ARIMA) models and also Artificial Neural Networks (ANNs) need ...
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Forecasting models have wide applications in decision making. In the real world, rapid changes normally take place in different areas, specifically in financial markets. Collecting the required data is a main problem for forecasters in such unstable environments. Forecasting methods such as Auto Regressive Integrated Moving Average (ARIMA) models and also Artificial Neural Networks (ANNs) need ...
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ژورنال
عنوان ژورنال: Financial Innovation
سال: 2018
ISSN: 2199-4730
DOI: 10.1186/s40854-018-0107-z