Matches in SemOpenAlex for { <https://semopenalex.org/work/W2020873036> ?p ?o ?g. }
- W2020873036 endingPage "8" @default.
- W2020873036 startingPage "1" @default.
- W2020873036 abstract "This study attempts to characterize and predict stock returns series in Shanghai stock exchange using the concepts of nonlinear dynamical theory. Surrogate data method of multivariate time series shows that all the stock returns time series exhibit nonlinearity. Multivariate nonlinear prediction methods and univariate nonlinear prediction method, all of which use the concept of phase space reconstruction, are considered. The results indicate that multivariate nonlinear prediction model outperforms univariate nonlinear prediction model, local linear prediction method of multivariate time series outperforms local polynomial prediction method, and BP neural network method. Multivariate nonlinear prediction model is a useful tool for stock price prediction in emerging markets." @default.
- W2020873036 created "2016-06-24" @default.
- W2020873036 creator A5037162105 @default.
- W2020873036 creator A5048355915 @default.
- W2020873036 date "2008-01-01" @default.
- W2020873036 modified "2023-10-16" @default.
- W2020873036 title "Multivariate Nonlinear Analysis and Prediction of Shanghai Stock Market" @default.
- W2020873036 cites W1990785877 @default.
- W2020873036 cites W2012850640 @default.
- W2020873036 cites W2031365860 @default.
- W2020873036 cites W2033775308 @default.
- W2020873036 cites W2034099719 @default.
- W2020873036 cites W2035727581 @default.
- W2020873036 cites W2041475039 @default.
- W2020873036 cites W2087502871 @default.
- W2020873036 cites W2098746383 @default.
- W2020873036 cites W2129428748 @default.
- W2020873036 cites W2174601942 @default.
- W2020873036 doi "https://doi.org/10.1155/2008/526734" @default.
- W2020873036 hasPublicationYear "2008" @default.
- W2020873036 type Work @default.
- W2020873036 sameAs 2020873036 @default.
- W2020873036 citedByCount "15" @default.
- W2020873036 countsByYear W20208730362012 @default.
- W2020873036 countsByYear W20208730362014 @default.
- W2020873036 countsByYear W20208730362016 @default.
- W2020873036 countsByYear W20208730362017 @default.
- W2020873036 countsByYear W20208730362019 @default.
- W2020873036 countsByYear W20208730362020 @default.
- W2020873036 crossrefType "journal-article" @default.
- W2020873036 hasAuthorship W2020873036A5037162105 @default.
- W2020873036 hasAuthorship W2020873036A5048355915 @default.
- W2020873036 hasBestOaLocation W20208730361 @default.
- W2020873036 hasConcept C10138342 @default.
- W2020873036 hasConcept C105795698 @default.
- W2020873036 hasConcept C121332964 @default.
- W2020873036 hasConcept C127413603 @default.
- W2020873036 hasConcept C142806159 @default.
- W2020873036 hasConcept C143724316 @default.
- W2020873036 hasConcept C149782125 @default.
- W2020873036 hasConcept C151406439 @default.
- W2020873036 hasConcept C151730666 @default.
- W2020873036 hasConcept C158622935 @default.
- W2020873036 hasConcept C161584116 @default.
- W2020873036 hasConcept C162324750 @default.
- W2020873036 hasConcept C199163554 @default.
- W2020873036 hasConcept C200870193 @default.
- W2020873036 hasConcept C204036174 @default.
- W2020873036 hasConcept C2780299701 @default.
- W2020873036 hasConcept C2780762169 @default.
- W2020873036 hasConcept C28826006 @default.
- W2020873036 hasConcept C33923547 @default.
- W2020873036 hasConcept C38180746 @default.
- W2020873036 hasConcept C41008148 @default.
- W2020873036 hasConcept C62520636 @default.
- W2020873036 hasConcept C78519656 @default.
- W2020873036 hasConcept C86803240 @default.
- W2020873036 hasConceptScore W2020873036C10138342 @default.
- W2020873036 hasConceptScore W2020873036C105795698 @default.
- W2020873036 hasConceptScore W2020873036C121332964 @default.
- W2020873036 hasConceptScore W2020873036C127413603 @default.
- W2020873036 hasConceptScore W2020873036C142806159 @default.
- W2020873036 hasConceptScore W2020873036C143724316 @default.
- W2020873036 hasConceptScore W2020873036C149782125 @default.
- W2020873036 hasConceptScore W2020873036C151406439 @default.
- W2020873036 hasConceptScore W2020873036C151730666 @default.
- W2020873036 hasConceptScore W2020873036C158622935 @default.
- W2020873036 hasConceptScore W2020873036C161584116 @default.
- W2020873036 hasConceptScore W2020873036C162324750 @default.
- W2020873036 hasConceptScore W2020873036C199163554 @default.
- W2020873036 hasConceptScore W2020873036C200870193 @default.
- W2020873036 hasConceptScore W2020873036C204036174 @default.
- W2020873036 hasConceptScore W2020873036C2780299701 @default.
- W2020873036 hasConceptScore W2020873036C2780762169 @default.
- W2020873036 hasConceptScore W2020873036C28826006 @default.
- W2020873036 hasConceptScore W2020873036C33923547 @default.
- W2020873036 hasConceptScore W2020873036C38180746 @default.
- W2020873036 hasConceptScore W2020873036C41008148 @default.
- W2020873036 hasConceptScore W2020873036C62520636 @default.
- W2020873036 hasConceptScore W2020873036C78519656 @default.
- W2020873036 hasConceptScore W2020873036C86803240 @default.
- W2020873036 hasLocation W20208730361 @default.
- W2020873036 hasLocation W20208730362 @default.
- W2020873036 hasOpenAccess W2020873036 @default.
- W2020873036 hasPrimaryLocation W20208730361 @default.
- W2020873036 hasRelatedWork W1505913416 @default.
- W2020873036 hasRelatedWork W189280425 @default.
- W2020873036 hasRelatedWork W2067200545 @default.
- W2020873036 hasRelatedWork W2262133315 @default.
- W2020873036 hasRelatedWork W2267219236 @default.
- W2020873036 hasRelatedWork W2350758509 @default.
- W2020873036 hasRelatedWork W2375884488 @default.
- W2020873036 hasRelatedWork W3122511107 @default.
- W2020873036 hasRelatedWork W3124118004 @default.
- W2020873036 hasRelatedWork W3194984154 @default.
- W2020873036 hasVolume "2008" @default.
- W2020873036 isParatext "false" @default.
- W2020873036 isRetracted "false" @default.