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Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates
12 references·5 citing·47 second hop
Comparison of Prediction Performances of Artificial Neural Network (ANN) and Vector Autoregressive (VAR) Models by Using the Macroeconomic Variables of Gold Prices, Borsa Istanbul (BIST) 100 Index and US Dollar-Turkish Lira (USD/TRY) Exchange Rates (2015)Comparison of Prediction Performances of …The Econometrics of Financial Markets (2012)The Econometrics of Financial…Predicting sovereign debt crises using artificial neural networks: A comparative approach (2008)Predicting sovereign debt cri…Stock prices and exchange rate dynamics (2005)Stock prices and exchange rat…Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach (2004)Predicting Currency Crisis Co…Southeast Asian Stock Market Linkages: Evidence from Pre‑ and Post‑October 1997 (2003)Southeast Asian Stock Market …Exchange rate and price adjustments in the aftermath of the Asian crisis (2002)Exchange rate and price adjus…THE ECONOMETRICS OF FINANCIAL MARKETS (1998)THE ECONOMETRICS OF FINANCIAL…Causality between the Money Supply and Share Prices: A VAR Investigation (1993)Causality between the Money S…The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Dynamic Effects of Aggreg…Sources of Business Cycle Fluctuations (1988)Sources of Business Cycle Flu…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Stock price prediction using ARIMA versus XGBoost models: the case of the largest telecommunication company in the Middle East (2023)Stock price prediction using …Forecasting the lithium mineral resources prices in China: Evidence with Facebook Prophet (Fb-P) and Artificial Neural Networks (ANN) methods (2023)Forecasting the lithium miner…On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs (2022)On the forecasting of multiva…Forecasting by Machine Learning Techniques and Econometrics: A Review (2021)Forecasting by Machine Learni…Tax Fraud Detection through Neural Networks: An Application Using a Sample of Personal Income Taxpayers (2019)Tax Fraud Detection through N…Aggregate Dynamics and Staggered Contracts (1980)Trends and random walks in macroeconomic time series (1988)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Impulse response analysis in nonlinear multivariate models (1996)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)What are the effects of monetary policy on output? 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this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2012The Econometrics of Financial Markets5,875 cited
  • 1988The Dynamic Effects of Aggregate Demand and Supply Disturbances3,940 cited
  • 2005Stock prices and exchange rate dynamics459 cited
  • 1988Sources of Business Cycle Fluctuations265 cited
  • 2008Predicting sovereign debt crises using artificial neural networks: A comparative approach120 cited
  • 1993Causality between the Money Supply and Share Prices: A VAR Investigation95 cited
  • 1998THE ECONOMETRICS OF FINANCIAL MARKETS87 cited
  • 2003Southeast Asian Stock Market Linkages: Evidence from Pre‑ and Post‑October 199784 cited
  • 2004Predicting Currency Crisis Contagion from East Asia to Russia and Brazil: An Artificial Neural Network Approach37 cited
  • 2002Exchange rate and price adjustments in the aftermath of the Asian crisis32 cited

Cited by

  • 2019Tax Fraud Detection through Neural Networks: An Application Using a Sample of Personal Income Taxpayers72 cited
  • 2023Forecasting the lithium mineral resources prices in China: Evidence with Facebook Prophet (Fb-P) and Artificial Neural Networks (ANN) methods48 cited

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  • 2021Forecasting by Machine Learning Techniques and Econometrics: A Review48 cited
  • 2023Stock price prediction using ARIMA versus XGBoost models: the case of the largest telecommunication company in the Middle East43 cited
  • 2022On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs27 cited