Hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
by Heni Boubaker, Giorgio Canarella, Rangan Gupta, Stephen M. Miller
| Year of publication: |
August 2020
|
|---|---|
| Authors: | Boubaker, Heni ; Canarella, Giorgio ; Gupta, Rangan ; Miller, Stephen M. |
| Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
| Subject: | Wavelet decomposition | WLLWNN | Neural network | ARFIMA | HYGARCH | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | ARMA-Modell | ARMA model |
freely available
| Extent: | 1 Online-Ressource (circa 60 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / University of Connecticut, Department of Economics. - Storrs, Conn., ZDB-ID 2161689-9. - Vol. 2020, 10 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391038