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An investigation of model selection criteria for neural network time series forecasting
4 references·16 citing·55 second hopsampled
An investigation of model selection criteria for neural network time series forecasting (2001)An investigation of model selection crite…Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data (1998)Time Series Forecasting with …Forecasting with artificial neural networks: (1998)Forecasting with artificial n…A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks (1997)A Model Selection Approach to…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…Office property price index forecasting using neural networks (2023)Office property price index f…Reducing demand uncertainty in the platelet supply chain through artificial neural networks and ARIMA models (2019)Reducing demand uncertainty i…A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market (2019)A gradient boosting decision …Soft computing hybrids for FOREX rate prediction: A comprehensive review (2018)Soft computing hybrids for FO…Forecasting of nonlinear time series using ANN (2017)Forecasting of nonlinear time…Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH (2015)Forecasting realized volatili…A new model selection strategy in time series forecasting with artificial neural networks: IHTS (2015)A new model selection strateg…Neural Networks for Time-Series Forecasting (2012)Neural Networks for Time-Seri…Design of experiments on neural network's training for nonlinear time series forecasting (2008)Design of experiments on neur…Resource allocation neural network in portfolio selection (2007)Resource allocation neural ne…Quarterly Time-Series Forecasting With Neural Networks (2007)Quarterly Time-Series Forecas…Monthly catch forecasting of anchovy Engraulis ringens in the north area of Chile: Non-linear univariate approach (2007)Monthly catch forecasting of …Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets (2006)Comparison of support-vector …Neural Network Forecasting of Tourism Demand (2005)Neural Network Forecasting of…FORECASTING FOREIGN EXCHANGE RATES WITH ARTIFICIAL NEURAL NETWORKS: A REVIEW (2004)FORECASTING FOREIGN EXCHANGE …Using neural networks for forecasting volatility of S&P 500 Index futures prices (2003)Using neural networks for for…Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Managerial Applications of Neural Networks: The Case of Bank Failure Predictions (1992)Financial time series forecasting using support vector machines (2003)Time series forecasting using a hybrid ARIMA and neural network model (2003)DeepAR: Probabilistic forecasting with autoregressive recurrent networks (2019)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)NEURAL NETWORKS IN FINANCE AND ECONOMICS FORECASTING (2007)Review of Economic Studies (2010)A Novel CEEMD-Based EELM Ensemble Learning Paradigm for Crude Oil Price Forecasting (2014)Financial time series forecasting with deep learning : A systematic literature review: 2005–2019 (2020)On Market Timing and Investment Performance. 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References

  • 1998Forecasting with artificial neural networks:4,225 cited
  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1998Time Series Forecasting with Neural Networks: A Comparative Study Using the Air Line Data419 cited
  • 1997A Model Selection Approach to Real-Time Macroeconomic Forecasting Using Linear Models and Artificial Neural Networks364 cited

Cited by

  • 2003Using neural networks for forecasting volatility of S&P 500 Index futures prices195 cited
  • 2005Neural Network Forecasting of Tourism Demand159 cited
  • 2017Forecasting of nonlinear time series using ANN158 cited
  • 2007Quarterly Time-Series Forecasting With Neural Networks158 cited
  • 2004FORECASTING FOREIGN EXCHANGE RATES WITH ARTIFICIAL NEURAL NETWORKS: A REVIEW146 cited
  • 2006Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets139 cited
  • 2008Design of experiments on neural network's training for nonlinear time series forecasting130 cited
  • 2012Neural Networks for Time-Series Forecasting107 cited
  • 2019Reducing demand uncertainty in the platelet supply chain through artificial neural networks and ARIMA models103 cited
  • 2018Soft computing hybrids for FOREX rate prediction: A comprehensive review

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93 cited
  • 2007Monthly catch forecasting of anchovy Engraulis ringens in the north area of Chile: Non-linear univariate approach77 cited
  • 2015A new model selection strategy in time series forecasting with artificial neural networks: IHTS75 cited
  • 2019A gradient boosting decision tree approach for insider trading identification: An empirical model evaluation of China stock market72 cited
  • 2015Forecasting realized volatility: HAR against Principal Components Combining, neural networks and GARCH62 cited
  • 2023Office property price index forecasting using neural networks56 cited
  • 2007Resource allocation neural network in portfolio selection56 cited