Macroeconomic indicators alone can predict the monthly closing price of major U.S. indices: Insights from artificial intelligence, time-series analysis and hybrid models

Autor: Weng, Bin, Martinez, Waldyn, Tsai, Yao-Te, Li, Chen, Lu, Lin, Barth, James R., Megahed, Fadel M.
Zdroj: In Applied Soft Computing October 2018 71:685-697
Databáze: ScienceDirect