Application of neural networks to short time series composite indexes : evidence from the nonlinear autoregressive with exogenous inputs (NARX) model
Year of publication: |
2019
|
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Authors: | Matkovskyy, Roman ; Bouraoui, Taoufik |
Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 17.2019, 2, p. 433-446
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Subject: | Index of financial safety (IFS) | Forecasting | Nonlinear autoregressive with exogenous input (NARX) model | Neural networks | Theorie | Theory | Neuronale Netze | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
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