Using neural networks for forecasting volatility of S&P 500 Index futures prices
نویسندگان
چکیده
منابع مشابه
Forecasting S&P 500 index using artificial neural networks and design of experiments
The main objective of this research is to forecast the daily direction of Standard & Poor's 500 (S&P 500) index using an artificial neural network (ANN). In order to select the most influential features (factors) of the proposed ANN that affect the daily direction of S&P 500 (the response), design of experiments are conducted to determine the statistically significant factors among 27 potential...
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ژورنال
عنوان ژورنال: Journal of Business Research
سال: 2004
ISSN: 0148-2963
DOI: 10.1016/s0148-2963(03)00043-2