Evolutionary Based ARIMA Models for Stock Price Forecasting

  • Vantuch T
  • Zelinka I
N/ACitations
Citations of this article
10Readers
Mendeley users who have this article in their library.
Get full text

Abstract

Time series prediction is mostly based on computing future values by the time set past behavior. If the prediction like this is met with a reality, we can say that the time set has a memory, otherwise the new values of time set are not affected by its past values. In...

Cite

CITATION STYLE

APA

Vantuch, T., & Zelinka, I. (2015). Evolutionary Based ARIMA Models for Stock Price Forecasting (pp. 239–247). https://doi.org/10.1007/978-3-319-10759-2_25

Register to see more suggestions

Mendeley helps you to discover research relevant for your work.

Already have an account?

Save time finding and organizing research with Mendeley

Sign up for free