A machine learning approach to univariate time series forecasting of quarterly earnings
Year of publication: |
2020
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Authors: | Fischer, Jan Alexander ; Pohl, Philipp ; Ratz, Dietmar |
Published in: |
Review of quantitative finance and accounting. - Dordrecht [u.a.] : Springer, ISSN 1573-7179, ZDB-ID 2009625-2. - Vol. 55.2020, 4, p. 1163-1179
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Subject: | Quarterly earnings forecasting | ARIMA models | Support vector regression | Time-series regression | Machine learning | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Künstliche Intelligenz | Artificial intelligence | Regressionsanalyse | Regression analysis | ARMA-Modell | ARMA model | Neuronale Netze | Neural networks | Theorie | Theory | Mustererkennung | Pattern recognition |
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