A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Heni Boubaker, Giorgio Canarella, Rangan Gupta, Stephen M. Miller
| Year of publication: |
2023
|
|---|---|
| Authors: | Boubaker, Heni ; Canarella, Giorgio ; Gupta, Rangan ; Miller, Stephen M. |
| Subject: | ARFIMA | HYGARCH | Neural network | Wavelet decomposition | WLLWNN | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model | ARMA-Modell | ARMA model | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10320-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014437593