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A Neural Network Approach to Time Series Forecasting
5 references·0 citing·21 second hop
A Neural Network Approach to Time Series Forecasting (2009)A Neural Network Approach to Time Series …Regression neural network for error correction in foreign exchange forecasting and trading (2003)Regression neural network for…Neural network forecasting for seasonal and trend time series (2003)Neural network forecasting fo…Time Series Analysis, Forecasting, and Control (1995)Time Series Analysis, Forecas…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Empirical exchange rate models of the seventies (1983)An Empirical Assessment of Non-Linearities in Models of Exchange Rate Determination (1991)Forecasting exchange rates using feedforward and recurrent neural networks (1995)Automatic stock decision support system based on box theory and SVM algorithm (2009)Financial time series prediction using hybrids of chaos theory, multi-layer perceptron and multi-objective evolutionary algorithms (2017)Integrating dynamic fuzzy C-means, data envelopment analysis and artificial neural network to online prediction performance of companies in stock exchange (2017)The accuracy of extrapolation (time series) methods: Results of a forecasting competition (1982)Forecasting with artificial neural networks: (1998)An artificial neural network (p,d,q) model for timeseries forecasting (2009)An Empirical Comparison of Machine Learning Models for Time Series Forecasting (2010)Forecasting: theory and practice (2022)Serial Correlation as a Convenient Simplification, Not a Nuisance: A Comment on a Study of the Demand for Money by the Bank of England (1978)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Principles of forecasting : a handbook for researchers and practitioners (2001)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1995Time Series Analysis, Forecasting, and Control3,494 cited
  • 2003Neural network forecasting for seasonal and trend time series987 cited
  • 2003Regression neural network for error correction in foreign exchange forecasting and trading151 cited

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