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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
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
This paper aims to explore the forecasting accuracy of RON/USD exchange rate structural models with monetary …
Persistent link: https://www.econbiz.de/10011265554
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
The increasing interest aroused by more advanced forecasting techniques, together with the requirement for more … evaluate the forecasting performance of neural modelling relative to that of time series methods at a regional level … compare the forecasting performance of linear models to that of nonlinear alternative approaches. Pre-processed official …
Persistent link: https://www.econbiz.de/10010729816
approach,based on the S-estimation method, to construct forecasting models that are less sensitive to data contamination by … accuracy and sign predictability measures. We find that robust models tend to improve the forecasting accuracy of the AR and of …
Persistent link: https://www.econbiz.de/10005008478
general, there are five groups of networks used as forecasting tools: 1) Feedforward Networks, like the Multilayer Perceptron … forecasting stock indices and exchange rates. The objective is to assess the performance when applying different types of networks … in relation to MLP. It is shown that the MLP is the best network in forecasting time series. However, it is shown that …
Persistent link: https://www.econbiz.de/10010755947
In this paper we present a very brief description of least mean square algorithm with applications in time-series analysis of economic and financial time series. We present some numerical applications; forecasts for the Gross Domestic Product growth rate of UK and Italy, forecasts for S&P 500...
Persistent link: https://www.econbiz.de/10008615050
We introduce the concept of “negative bubbles” as the mirror image of standard financial bubbles, in which positive feedback mechanisms may lead to transient accelerating price falls. To model these negative bubbles, we adapt the Johansen-Ledoit-Sornette (JLS) model of rational expectation...
Persistent link: https://www.econbiz.de/10008922938
During the last three decades various models have been proposed by the literature to predict the risk of bankruptcy and of firm insolvency, which make use of structural and empirical tools, namely rating system, credit scoring, option pricing and three alternative methods (fuzzy logic, efficient...
Persistent link: https://www.econbiz.de/10009386304