Forecasting financial time-series using data mining models : A simulation study
Year of publication: |
2020
|
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Authors: | Bou-Hamad, Imad ; Jamali, Ibrahim |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 51.2020, p. 1-14
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Subject: | AR(1)-GARCH(1,1) | Artificial neural networks | Dynamic forecasting, Financial time series | Persistence | Random forests | Static forecasting | Prognoseverfahren | Forecasting model | Theorie | Theory | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Data Mining | Data mining | Simulation |
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