Forecasting Nigerian Stock Exchange Returns: Evidence from Autoregressive Integrated Moving Average (ARIMA) Model

By Emenike Kalu O.. 2010

20 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research

Citations in the corpus

• A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017, neutral): “All of them are widely used indicators to measure whether the predicted value is similar to the actual value [2, 23, 33, 34].”