A comparison of SVR and NARX in financial time series forecasting
Engin Tas, Ayca Hatice Atli
Year of publication: |
2022
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Authors: | Tas, Engin ; Atli, Ayca Hatice |
Published in: |
International journal of computational economics and econometrics : IJCEE. - Genève [u.a.] : Inderscience Enterprises, ISSN 1757-1189, ZDB-ID 2545120-0. - Vol. 12.2022, 3, p. 303-320
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Subject: | artificial learning | artificial neural networks | financial time series forecasting | NARX | nonlinear autoregressive network with exogenous inputs | support vector regression | SVR | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis |
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