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Neural tests for conditional heteroskedasticity in ARCH-M models
Peretti, Christian de (contributor);  … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 8 (2004) 3
Persistent link: https://www.econbiz.de/10002652224
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Forecasting day-ahead electricity prices : a comparison of time series and neural network models taking external regressors into account
Lehna, Malte; Scheller, Fabian; Herwartz, Helmut - In: Energy economics 106 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013202053
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Modeling time-varying parameters using artificial neural networks : a GARCH illustration
Donfack, Morvan Nongni; Dufays, Arnaud - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 5, pp. 311-343
Persistent link: https://www.econbiz.de/10012806535
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Crude oil price forecasting : experimental evidence from wavelet decomposition and neural network modeling
Jammazi, Rania; Aloui, Chaker - In: Energy economics 34 (2012) 3, pp. 828-841
Persistent link: https://www.econbiz.de/10010219886
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The VEC-NAR model for short-term forecasting of oil prices
Cheng, Fangzheng; Li, Tian; Wei, Yi-Ming; Fan, Tijun - In: Energy economics 78 (2019), pp. 656-667
Persistent link: https://www.econbiz.de/10012160054
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Interval decomposition ensemble approach for crude oil price forecasting
Sun, Shaolong; Sun, Yuying; Wang, Shouyang; Wei, Yunjie - In: Energy economics 76 (2018), pp. 274-287
Persistent link: https://www.econbiz.de/10011976631
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Prediction of stock index of two-scale long short-term memory model based on multiscale nonlinear integration
Tang, Decai; Pan, Zhiwei; Bethel, Brandon J. - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 5, pp. 723-735
Persistent link: https://www.econbiz.de/10013554949
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Denoising or distortion : does decomposition-reconstruction modeling paradigm provide a reliable prediction for crude oil price time series?
Xu, Kunliang; Niu, Hongli - In: Energy economics 128 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10015072677