Narrow search
Showing 1 - 10 of 16,713
Cover Image
“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”
Claveria, Oscar; Monte, Enric; Torra, Salvador - Institut de Recerca en Economia Aplicada (IREA), … - 2015
This study aims to analyze the effects of data pre-processing on the performance of forecasting based on neural network … demand to Catalonia (Spain) and compare the forecasting accuracy of four processing methods for the input vector of the … networks: levels, growth rates, seasonally adjusted levels and seasonally adjusted growth rates. When comparing the forecasting …
Persistent link: https://www.econbiz.de/10011124425
Cover Image
“Effects of removing the trend and the seasonal component on the forecasting performance of artificial neural network techniques”
Claveria, Oscar; Monte, Enric; Torra, Salvador - Facultat d'Economia i Empresa, Universitat de Barcelona - 2015
This study aims to analyze the effects of data pre-processing on the performance of forecasting based on neural network … demand to Catalonia (Spain) and compare the forecasting accuracy of four processing methods for the input vector of the … networks: levels, growth rates, seasonally adjusted levels and seasonally adjusted growth rates. When comparing the forecasting …
Persistent link: https://www.econbiz.de/10011194344
Cover Image
Support vector regression based GARCH model with application to forecasting volatility of financial returns
Chen, Shiyi (contributor); Jeong, Kiho (contributor);  … - 2008
financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … 30, 2005. The experiment shows that, under both varying and fixed forecasting schemes, the SVR-based GARCH outperforms … examined to the free parameters. Keywords: recurrent support vector regression ; GARCH model ; volatility forecasting …
Persistent link: https://www.econbiz.de/10003636113
Cover Image
Whose Balance Sheet is This? Neural Networks for Banks’ Pattern Recognition
León, Carlos - 2017
The balance sheet is a snapshot that portraits the financial position of a firm at a specific point of time. Under the reasonable assumption that the financial position of a firm is unique and representative, we use a basic artificial neural network pattern recognition method on Colombian banks'...
Persistent link: https://www.econbiz.de/10012962410
Cover Image
Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns
Chen, Shiyi - 2016
forecast nonlinear ARMA model based simulated data and real data of financial returns. The forecasting ability of the recurrent …, recurrent artificial neural network based ARMA model and feed-forward SVR based ARMA model) by using two forecasting accuracy … evaluation metrics (NSME and sign) and robust Diebold–Mariano test. The results reveal that for one-step-ahead forecasting, the …
Persistent link: https://www.econbiz.de/10012997751
Cover Image
Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns
Chen, Shiyi - 2017
financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … 30, 2005. The experiment shows that, under both varying and fixed forecasting schemes, the SVR-based GARCH outperforms …
Persistent link: https://www.econbiz.de/10012966267
Cover Image
Artificial neural network regression models : predicting GDP growth
Jahn, Malte - 2018
forecasting, as demonstrated by out-of-sample predictions for 2017. …
Persistent link: https://www.econbiz.de/10011897260
Cover Image
OUT-OF-SAMPLE FORECASTING PERFORMANCE OF A ROBUST NEURAL EXCHANGE RATE MODEL OF RON/USD
SAMAN, Corina - In: Journal for Economic Forecasting (2015) 1, pp. 93-106
This paper aims to explore the forecasting accuracy of RON/USD exchange rate structural models with monetary …
Persistent link: https://www.econbiz.de/10011265554
Cover Image
A Rank-Order Test on the Statistical Performance of Neural Network Models for Regional Labor Market Forecasts
Patuelli, Roberto; Longhi, Simonetta; Reggiani, Aura; … - In: The Review of Regional Studies 37 (2007) 1, pp. 64-81
forecasting tools for regional employment growth. Because of relevant differences in data availability between the former East and …
Persistent link: https://www.econbiz.de/10010547790
Cover Image
Forecasting economic activity using a neural network in uncertain times : Monte Carlo evidence and application to the German GDP
Holtemöller, Oliver; Kozyrev, Boris - Leibniz-Institut für Wirtschaftsforschung Halle - 2024
In this study, we analyzed the forecasting and nowcasting performance of a generalized regression neural network (GRNN …
Persistent link: https://www.econbiz.de/10014496850