Browsing by Subject "S&P/NZX50 Index"
Now showing items 1-3 of 3
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Critical comparison of statistical and deep learning models applied to the New Zealand Stock Market Index
(2022)RESEARCH QUESTIONS 1. What are the critical fundamental determinants of the NZX 50 Index movements? 2. How can effective forecasting models based on HWES and ARIMA methodologies be devised and applied with high precision ... -
Effectiveness of stock index forecasting using LSTM model : evidence from New Zealand
(2020-12-08)Introduction Purpose Methodology Key findings Conclusion Research limitation -
Forecasting accuracy of Holt-Winters Exponential Smoothing : evidence from New Zealand.
(New Zealand Journal of Applied Business Research, 2020)Financial time series is volatile, dynamic, nonlinear, nonparametric, and chaotic. Accurate forecasting of stock market prices and indices is always challenging and complex endeavour in time series analysis. Accurate ...