Chen, Shiyi; Jeong, Kiho; Härdle, Wolfgang K. - Sonderforschungsbereich 649: Ökonomisches Risiko, … - 2008
; recurrent
MLP; nonlinear ARMA; financial forecasting
JEL classification: C45, F37, F47
∗This work was supported by Deutsche …. and F. Tay, 2001: Financial forecasting using support vector ma-
chines. Computation and Application, 10, 184–192.
22 … machine for regression and
applications to financial forecasting. International Joint Conference on
Neural Networks, 348 …