Forecasting Stock Index Returns: A Hybrid ARIMA and Neural Network Approach

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Forecasting Stock Index Returns: A Hybrid ARIMA and Neural Network Approach

Forecasting of stock indices has become a crucial task for investors and other market participants due to the increasing use of stock index related instruments for hedging and trading. A forecasting model proposed by Zhang (2003) is used on return data from the ATX, AEX, CAC 40, DAX, FTSE 100, Hang...

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Bibliographic Details
Main Author:	Coblenz, Maximilian
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2012
Online Access:	https://eprints.nottingham.ac.uk/25535/

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