Ensemble models in forecasting financial markets
Year of publication: |
2019
|
---|---|
Authors: | Karathanasopoulos, Andreas ; Sovan, Mitra ; Lo, Chia Chun ; Zaremba, Adam ; Osman, Mohammed |
Published in: |
The journal of computational finance. - London : Infopro Digital Risk, ISSN 1460-1559, ZDB-ID 1433009-X. - Vol. 23.2019, 3, p. 101-119
|
Subject: | forecasting | multilayer perceptron (MLP) | recurrent neural network (RNN) | radial basis function (RBF) | optimizers | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Finanzmarkt | Financial market |
-
Financial market prediction system with Evolino neural network and Delphi method
MaknickienÄ—, NijolÄ—, (2013)
-
Artificial neural network models for airport capacity prediction
Choi, Sun, (2021)
-
Expected shortfall model based on a neural network
Doncic, Sanja, (2022)
- More ...
-
Oil forecasting using artificial intelligence
Karathanasopoulos, Andreas, (2019)
-
Karathanasopoulos, Andreas, (2019)
-
Forecasting latent volatility through a Markov chain approximation filter
Lo, Chia Chun, (2016)
- More ...