International transmission of stock market movements: an adaptive neuro-fuzzy inference system for analysis of TAIEX forecasting
Author:
Publisher
Springer Science and Business Media LLC
Subject
Artificial Intelligence,Software
Link
http://link.springer.com/content/pdf/10.1007/s00521-013-1461-4.pdf
Reference42 articles.
1. Ng A (2000) Volatility spillover effects from Japan and the US to the Pacific–Basin. J Int Money Finance 19:207–233
2. Eun CS, Shim S (1989) International transmission of stock market movements. J Financ Quant Anal 24(2):241–256
3. Dickinson DG (2000) Stock market integration and macroeconomic fundamentals: an empirical analysis. Appl Financ Econ 10(3):261–276
4. Bekaert G, Harvey CR (2000) Foreign speculators and emerging equity markets. J Financ 55:565–613
5. Kim HW, Stern L, Stern M (2009) Nonlinear mean reversion in the G7 stock markets. Appl Financ Econ 19:347–355
Cited by 20 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献
1. Perspective Chapter: Macroeconomic Dynamics through the Lens of the Adaptive Neuro-Fuzzy Inference System;Adaptive Neuro-Fuzzy Inference System as a Universal Estimator [Working Title];2024-03-21
2. OFML-SMF: Optimal feature selection with hybrid machine learning classifier for stock market price forecasting using social media and secondary data sources;Multimedia Tools and Applications;2023-05-27
3. HM-SMF: An Efficient Strategy Optimization using a Hybrid Machine Learning Model for Stock Market Prediction;International Journal of Image and Graphics;2023-01-20
4. Machine learning models predicting returns: Why most popular performance metrics are misleading and proposal for an efficient metric;Expert Systems with Applications;2022-08
5. Application of Artificial Intelligence in Stock Market Forecasting: A Critique, Review, and Research Agenda;Journal of Risk and Financial Management;2021-11-04
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3