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Forecasting random walks under drift instability
Pesaran, M. Hashem (contributor); Pick, Andreas (contributor) - 2008
Persistent link: https://www.econbiz.de/10003711763
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Forecasting random walks under drift instability
Pesaran, M. Hashem; Pick, Andreas - 2009
Persistent link: https://www.econbiz.de/10003816240
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Forecasting Random Walks under Drift Instability
Pesaran, M. Hashem - 2011
This paper considers forecast averaging when the same model is used but estimation is carried out over different estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or more structural breaks. It is shown that compared to...
Persistent link: https://www.econbiz.de/10012714199
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Forecasting Random Walks Under Drift Instability
Pesaran, M. Hashem - 2011
This paper considers forecast averaging when the same model is used but estimation is carried out over different estimation windows. It develops theoretical results for random walks when their drift and/or volatility are subject to one or more structural breaks. It is shown that compared to...
Persistent link: https://www.econbiz.de/10012756639
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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Artificial neural networks in finance and manufacturing
Kamruzzaman, Joarder (contributor);  … - 2006
Persistent link: https://www.econbiz.de/10003355390
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Forecasting interest rates with shifting
Dijk, Dick van; Koopman, Siem Jan; Wel, Michel van der; … - 2012
Persistent link: https://www.econbiz.de/10009723022
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Artificial neural networks : applications in finance and manufacturing
Kamruzzaman, Joarder; Sarker, Ruhul A.; Begg, Rezaul - In: Artificial neural networks in finance and manufacturing, (pp. 1-27). 2006
Persistent link: https://www.econbiz.de/10003660827
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Artificial neural networks in finance and manufacturing
Begg, Rezaul (contributor); Sarker, Ruhul A. (contributor);  … - 2006
Section I. Introduction -- Chapter I. Artificial Neural Networks: Applications in Finance and Manufacturing / Joarder Kamruzzaman, Ruhul A. Sarker, Rezaul K. Begg -- Chapter II. Simultaneous Evolution of Network Architectures and Connection Weights in Artificial Neural Networks / Ruhul A....
Persistent link: https://www.econbiz.de/10011725827
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Spurious regressions in technical trading : momentum or contrarian?
Shintani, Mototsugu; Yabu, Tomoyoshi; Nagakura, Daisuke - 2008
Persistent link: https://www.econbiz.de/10003727425