A machine learning approach to univariate time series forecasting of quarterly earnings
Jan Alexander Fischer, Philipp Pohl, Dietmar Ratz
| 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 | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Regressionsanalyse | Regression analysis | ARMA-Modell | ARMA model | Prognose | Forecast | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s11156-020-00871-3 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012304132