Giovanis, Eleftherios - 2010
networks, while in almost all cases the forecasting performance of Feed-Forward Neural Networks STAR models is superior to … new STAR function is proposed, which is the hyperbolic tangent sigmoid function. Secondly, we propose Feed-Forward Neural … Networks Smoothing Transition Autoregressive (FFNN-STAR) models. We examine the stock returns of US S&P 500, FTSE-100 in UK …