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Nonlinear and nonparametric methods for analyzing financial time series
Franke, Jürgen - In: Operations research proceedings 1998 : selected papers …, (pp. 271-282). 1999
Persistent link: https://www.econbiz.de/10001437551
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Quantitative Verfahren im Finanzmarktbereich
Schröder, Michael (ed.) - 1996 - 1. Aufl.
Persistent link: https://www.econbiz.de/10000592147
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Finanzmarktprognosen mit neuronalen Netzen : Anforderungsprofil aus der praktischen Sicht eines Anwenders
Graf, Jürgen (contributor) - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 121-143). 1996
Persistent link: https://www.econbiz.de/10001318069
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Carsharing customer demand forecasting using causal, time series and neural network methods : a case study
Moein, Elnaz; Awasthi, Anjali - In: International journal of services and operations … 35 (2020) 1, pp. 36-57
Persistent link: https://www.econbiz.de/10012178607
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Predicting stock return and volatility with machine learning and econometric models : a comparative case study of the Baltic stock market
Nõu, Anders; Lapitskaya, Darya; Eratalay, M. Hakan; … - In: International journal of computational economics and … 13 (2023) 4, pp. 446-489
Persistent link: https://www.econbiz.de/10014439728
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Forecasting performances of three automated modelling techniques during the economic crisis : 2007 - 2009
Kock, Anders Bredahl; Teräsvirta, Timo - In: International journal of forecasting 30 (2014) 3, pp. 616-631
Persistent link: https://www.econbiz.de/10010514786
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Modeling Multivariate Time Series in Economics : From Auto-Regressions to Recurrent Neural Networks
Verstyuk, Sergiy - 2020
plausible according to conventional economic theory. Additionally, the paper shows how, due to its inherent non-linearity, MRNN …
Persistent link: https://www.econbiz.de/10012835458
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Modeling Multivariate Time Series in Economics : From Auto-Regressions to Recurrent Neural Networks
Verstyuk, Sergiy - 2018
system dynamics that are more plausible according to conventional economic theory …
Persistent link: https://www.econbiz.de/10012906874
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Modeling Multivariate Time Series in Economics : from Auto-Regressions to Recurrent Neural Networks
Verstyuk, Sergiy - 2018
system dynamics that are more plausible according to conventional economic theory. Lastly, it is reassuring to see good …
Persistent link: https://www.econbiz.de/10012907149