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A model selection approach to real-time macroeconomic forecasting using linear models and artificial neural networks
Swanson, Norman R. - In: The review of economics and statistics 79 (1997) 4, pp. 540-550
Persistent link: https://www.econbiz.de/10001229897
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Nonlinear combination of macroeconomic forecasts using feedforward neural network
Yousefian, Ali; Gharipour, Amin; Sameti, Morteza - In: The Asian economic review : journal of the Indian … 52 (2010) 2, pp. 207-215
Persistent link: https://www.econbiz.de/10008736560
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Comparing out-of-sample performance of machine learning methods to forecast U.S. GDP growth
Chu, Ba; Qureshi, Shafiullah - In: Computational economics 62 (2023) 4, pp. 1567-1609
Persistent link: https://www.econbiz.de/10014437505
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Inflation forecasting using a neural network
Nakamura, Emi - In: Economics letters 86 (2005) 3, pp. 373-378
Persistent link: https://www.econbiz.de/10002680487
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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
optimizer. The mathematical motivation for such hybrid networks is presented, using the Kolmogorov theory of metric entropy. As … options written on the S&P 500 stock index. While option pricing theory typically requires a highly complex statistical model …
Persistent link: https://www.econbiz.de/10010504308
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Support vector regression based GARCH model with application to forecasting volatility of financial returns
Chen, Shiyi (contributor); Jeong, Kiho (contributor);  … - 2008
In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...
Persistent link: https://www.econbiz.de/10003636113
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Cross-sectional forecasts of the equity premium
Polk, Christopher; Thompson, Samuel B.; Vuolteenaho, Tuomo - In: Journal of financial economics 81 (2006) 1, pp. 101-141
Persistent link: https://www.econbiz.de/10003340669
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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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The relationship between market sentiment and equity premium : an artificial neural network analysis
Hassan, Nik R.; Wong, Shee Q. - In: International journal of electronic finance : IJEF 2 (2008) 2, pp. 227-240
Persistent link: https://www.econbiz.de/10003703766
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Mixture-Density-Networks : zur Prognose von Wechselkursen
Richter, Frank - In: Dimensionen angewandter Wirtschaftsforschung: Methoden, …, (pp. 117-140). 2005
Persistent link: https://www.econbiz.de/10002709338