This study attempts to assess the forecasting accuracy of Support Vector Regression (SVR) with regard to other … Gaussian kernel shows the best forecasting performance. The best predictions are obtained for longer forecast horizons, which … suggest the suitability of machine learning techniques for medium and long term forecasting. …

This study attempts to improve the forecasting accuracy of tourism demand by using the existing common trends in …. While most tourism forecasting research focuses on univariate methods, we compare the performance of three different … international tourism demand to Catalonia (Spain). We find that the MIMO approach does not outperform the forecasting accuracy of …

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 …

Forecasting the stock returns in the emerging markets is challenging due to their peculiar characteristics. These … markets exhibit linear as well as nonlinear features and Conventional forecasting methods partially succeed in dealing with … which caters both the linear and nonlinear markets. This paper investigates the forecasting ability of ANN by using Fama and …