IEEE - Institute of Electrical and Electronics Engineers, Inc. - A Computational Study on Window-Size Selection in Stock Market RILS Interval Forecasting

2009 WRI World Congress on Computer Science and Information Engineering, CSIE

Author(s): Guanchen Chen ; Chenyi Hu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 March 2009
Conference Location: Los Angeles, California USA, USA
Conference Date: 31 March 2009
Volume: 2
Page(s): 297 - 301
ISBN (Paper): 978-0-7695-3507-4
DOI: 10.1109/CSIE.2009.940
Regular:

The S & P 500 index is an important overall measurement of the stock market. Instead of using traditional point methods, He and Hu used rolling interval least squares(RILS) to forecast the annual... View More

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