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Gold Price, Neural Networks and Genetic Algorithm
11 references·0 citing·45 second hop
Gold Price, Neural Networks and Genetic Algorithm (2004)Gold Price, Neural Networks and Genetic A…Increasing Returns and Path Dependence in the Economy (2016)Increasing Returns and Path D…Neural network forecasting of the British Pound/US Dollar exchange rate (1998)Neural network forecasting of…COST ESTIMATION PREDICTIVE MODELING: REGRESSION VERSUS NEURAL NETWORK (1997)COST ESTIMATION PREDICTIVE MO…Neural Networks vs. Conventional Methods of Forecasting (1996)Neural Networks vs. Conventio…How Useful Are Leading Indicators of Inflation (1995)How Useful Are Leading Indica…How Good Are Neural Networks for Causal Forecasting (1995)How Good Are Neural Networks …Forecasting S&P and gold futures prices: An application of neural networks (1993)Forecasting S&P and gold futu…Do Gold Market Returns Have Long Memory? (1993)Do Gold Market Returns Have L…Conditional Dependence in Precious Metal Prices (1991)Conditional Dependence in Pre…Artificial Adaptive Agents in Economic Theory (1991)Artificial Adaptive Agents in…Gold and the “weekend effect” (1982)Gold and the “weekend effect”Essays in Positive Economics. (1954)Learning in extensive-form games: Experimental data and simple dynamic models in the intermediate term (1995)Perspective: Complexity Theory and Organization Science (1999)Systems Science Methods in Public Health: Dynamics, Networks, and Agents (2012)Economic prediction using neural networks: the case of IBM daily stock returns (1988)Stock market prediction system with modular neural networks (1990)Proceedings of the International Joint Conference on Neural Networks, 2003. (2003)A COMPARISON OF VAR AND NEURAL NETWORKS WITH GENETIC ALGORITHM IN FORECASTING PRICE OF OIL (2004)Comparison of construction cost estimating models based on regression analysis, neural networks, and case-based reasoning (2004)Neural network model incorporating a genetic algorithm in estimating construction costs (2004)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)Measuring the Strangeness of Gold and Silver Rates of Return (1989)How effective are neural networks at forecasting and prediction? A review and evaluation (1998)Surveying stock market forecasting techniques – Part II: Soft computing methods (2008)A Contribution to the Theory of Economic Growth (1956)The Economic Implications of Learning by Doing (1971)Network Externalities, Competition, and Compatibility (1985)Increasing Returns, Path Dependence, and the Study of Politics (2000)Path dependence in historical sociology (2000)Special report on emissions scenarios (2000)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)When Are Real Options Exercised? An Empirical Study of Mine Closings (2002)On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree (2014)Forecasting with artificial neural networks: (1998)Application of support vector machines in financial time series forecasting (2001)Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector regression with genetic algorithms in forecasting tourism demand (2006)The Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)Day of the Week Effects and Asset Returns (1981)The weekend effect on the distribution of stock prices (1984)An investigation into seasonality in the futures market (1987)Seasonalities and intraday return patterns in the foreign currency futures market (1995)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Another look at long memory in common stock returns (1997)Rescaled variance and related tests for long memory in volatility and levels (2002)The Long Range Dependence Paradigm for Macroeconomics and Finance (2011)Using Expert Systems and Artificial Intelligence For Real Estate Forecasting (2000)Combining neural network model with seasonal time series ARIMA model (2002)Improved supply chain management based on hybrid demand forecasts (2005)Time series forecasting using a hybrid ARIMA and neural network model (2003)A novel hybridization of artificial neural networks and ARIMA models for time series forecasting (2010)
this work references cited by second hop

References

  • 2016Increasing Returns and Path Dependence in the Economy4,591 cited
  • 1991Artificial Adaptive Agents in Economic Theory611 cited
  • 1998Neural network forecasting of the British Pound/US Dollar exchange rate287 cited
  • 1997COST ESTIMATION PREDICTIVE MODELING: REGRESSION VERSUS NEURAL NETWORK219 cited
  • 1993Forecasting S&P and gold futures prices: An application of neural networks175 cited
  • 1993Do Gold Market Returns Have Long Memory?109 cited
  • 1982Gold and the “weekend effect”84 cited
  • 1995How Good Are Neural Networks for Causal Forecasting68 cited
  • 1991Conditional Dependence in Precious Metal Prices56 cited
  • 1996Neural Networks vs. Conventional Methods of Forecasting54 cited
  • 1995How Useful Are Leading Indicators of Inflation43 cited

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