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Evolving artificial neural networks to combine financial forecasts
16 references·4 citing·31 second hop
Evolving artificial neural networks to combine financial forecasts (1997)Evolving artificial neural networks to co…Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests (2001)Testing for Neglected Nonline…Forecast combining with neural networks (1996)Forecast combining with neura…Testing for neglected nonlinearity in time series models (1993)Testing for neglected nonline…Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates (1993)Bayesian and non-Bayesian met…Maximum likelihood inference on cointegration and seasonal cointegration (1992)Maximum likelihood inference …Combining forecasts: A review and annotated bibliography (1990)Combining forecasts: A review…Alternative models for conditional stock volatility (1990)Alternative models for condit…Invited review combining forecasts—twenty years later (1989)Invited review combining fore…Combining forecasts: A review and annotated bibliography (1989)Combining forecasts: A review…Econometric Evaluation of Linear Macro-Economic Models (1986)Econometric Evaluation of Lin…Improved methods of combining forecasts (1984)Improved methods of combining…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Estimating betas from nonsynchronous data (1977)Estimating betas from nonsync…The Combination of Forecasts (1969)The Combination of ForecastsThe Combination of Forecasts (1969)The Combination of ForecastsSome New Stock-Market Indexes (1966)Some New Stock-Market IndexesMaximizing the Sharpe Ratio: A Genetic Programming Approach (2020)Maximizing the Sharpe Ratio: …A novel evolutionary multi-objective ensemble learning approach for forecasting currency exchange rates (2017)A novel evolutionary multi-ob…A Novel Ensemble Learning Approach for Corporate Financial Distress Forecasting in Fashion and Textiles Supply Chains (2013)A Novel Ensemble Learning App…Nonlinear combination of forecasts using artificial neural network, fuzzy logic and neuro-fuzzy approaches (2002)Nonlinear combination of fore…Expert judgment: Some necessary conditions and an example. (1974)The M3-Competition: results, conclusions and implications (2000)Chapter 4 Forecast Combinations (2006)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)An Intertemporal Capital Asset Pricing Model (1973)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Illiquidity and stock returns: cross-section and time-series effects (2002)Generalized autoregressive conditional heteroskedasticity (1986)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Prices and Volume (1992)Intraday periodicity and volatility persistence in financial markets (1997)Forecasting Volatility in Financial Markets: A Review (2003)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Handbook of Economic Forecasting (2013)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Econometric Analysis of Cross Section and Panel Data (2001)Time series forecasting using a hybrid ARIMA and neural network model (2003)25 years of time series forecasting (2006)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)8 Forecast evaluation and combination (1996)Oil prices and the rise and fall of the US real exchange rate (1998)Pooling of forecasts (2004)Transaction costs and the small firm effect (1983)An Investigation of Transactions Data for NYSE Stocks (1985)Risk aversion, uncertain information, and market efficiency (1988)Forecasting Output and Inflation: The Role of Asset Prices (2003)Combination forecasts of output growth in a seven‐country data set (2004)Forecasting: theory and practice (2022)A Realized Variance for the Whole Day Based on Intermittent High-Frequency Data (2005)Forecast Combinations (2010)Crowdsourcing hypothesis tests: Making transparent how design choices shape research results. (2020)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1969The Combination of Forecasts3,194 cited
  • 1977Estimating betas from nonsynchronous data2,751 cited
  • 1989Combining forecasts: A review and annotated bibliography2,170 cited
  • 1990Combining forecasts: A review and annotated bibliography1,465 cited
  • 1990Alternative models for conditional stock volatility1,272 cited
  • 1984Improved methods of combining forecasts1,152 cited
  • 1986Econometric Evaluation of Linear Macro-Economic Models601 cited
  • 1966Some New Stock-Market Indexes538 cited
  • 1969The Combination of Forecasts501 cited
  • 1993Testing for neglected nonlinearity in time series models498 cited
  • 1989Invited review combining forecasts—twenty years later321 cited
  • 1993Bayesian and non-Bayesian methods for combining models and forecasts with applications to forecasting international growth rates307 cited
  • 2001Testing for Neglected Nonlinearity in Time Series Models: A Comparison of Neural Network Methods and Alternative Tests212 cited
  • 1996Forecast combining with neural networks200 cited

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  • 1992Maximum likelihood inference on cointegration and seasonal cointegration196 cited
  • Cited by

    • 2017A novel evolutionary multi-objective ensemble learning approach for forecasting currency exchange rates55 cited
    • 2002Nonlinear combination of forecasts using artificial neural network, fuzzy logic and neuro-fuzzy approaches31 cited
    • 2020Maximizing the Sharpe Ratio: A Genetic Programming Approach24 cited
    • 2013A Novel Ensemble Learning Approach for Corporate Financial Distress Forecasting in Fashion and Textiles Supply Chains18 cited