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Performance of the models, MAPE ratio of evaluation results for TAIEX futures.

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posted on 2016-06-01, 12:31 authored by Jacinta Chan Phooi M’ng, Mohammadali Mehralizadeh

Performance of the models, MAPE ratio of evaluation results for TAIEX futures.

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    NIKKEIresults showevaluation periodsmultivariate signaldenoising processNovel HybridStochasticKOSPIcomponent analysisMSCIANNforecasting modelfutures marketsForecasting Eastfutures contractsArtificial Neural Network ModelsPCAIndices FuturesTAIEXanalysis indicatorsRSImarket dataMACD SignalUltimate Oscillator

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