Time series forecasting using multi-layer perceptron networks and arch models with application to stock prices

Détails bibliographiques
Auteur principal:	Pasamonte, Joseph Norman D.
Format:	Thèse
Langue:	English
Sujets:	Time series analysis. Autoregression (Statistics) Ayala Land Corporation. Manila Mining Corporation. Nonlinear systems. Petrofield Corporation. Philippine Long Distance Telephone Company. Stock exchange indexes. Stock index futures > Philippines.