A hybrid prediction model with time-varying gain tracking differentiator in Taylor expansion : evidence from precious metals
Year of publication: |
2023
|
---|---|
Authors: | Luo, Zhidan ; Guo, Wei ; Liu, Qingfu ; Tse, Yiuman |
Published in: |
Journal of forecasting. - New York, NY : Wiley Interscience, ISSN 1099-131X, ZDB-ID 2001645-1. - Vol. 42.2023, 5, p. 1138-1149
|
Subject: | artificial neural network | hybrid prediction model | precious metals | time-varying gain tracking differentiator | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Kapitaleinkommen | Capital income |
-
Eslami, Payman, (2017)
-
State-dependent asset allocation using neural networks
Bradrania, Reza, (2022)
-
Nõu, Anders, (2023)
- More ...
-
Forecasts for international financial series with VMD algorithms
Guo, Wei, (2022)
-
Liu, Qingfu, (2021)
-
The market quality of commodity futures markets
Liu, Qingfu, (2020)
- More ...