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Page 1: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 2: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 3: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 4: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 5: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 6: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 7: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 8: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 9: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 10: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 11: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 12: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 13: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 14: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 15: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 16: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 17: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 18: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression
Page 19: qjma.atu.ac.ir...Dunis & Jalilov. EUROSTOX50, FTSEIOO, S&p500 u- Ja. NIKE1225 U (MAE) , (RMSE) , - IGARCH e 'Y) J J e_ ARM A J . - L — . ANFIS ARIMA Yim. Generalized Auto Regression