1. Autoregression and artificial neural networks for financial market forecast
- Creator:
- De Leone, Renato, Marchitto , Emilia , and Quaranta , Anna Grazia
- Format:
- bez média and svazek
- Type:
- model:article and TEXT
- Subject:
- Technical analysis, autoregression, support vector machine, support vector regression, and artificial neural networks
- Language:
- English
- Description:
- In recent years the interest of the investors in efficient methods for the forecasting price trend of a share in financial markets has grown steadily. The aim is to accurately forecast the future behavior of the market in order to identificate the so-called "correct timing". In this paper we analyze three different approaches for forecasting financial data: Autoregression, artificial neural networks and support vector machines and we will determine potentials and limits of these methods. Application to the Italian financial market is also presented.
- Rights:
- http://creativecommons.org/publicdomain/mark/1.0/ and policy:public