Application of neural networks to short time series composite indexes : evidence from the nonlinear autoregressive with exogenous inputs (NARX) model
Roman Matkovskyy, Taoufik Bouraoui
| Year of publication: |
2019
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|---|---|
| Authors: | Matkovskyy, Roman ; Bouraoui, Taoufik |
| Published in: |
Journal of quantitative economics. - [New Delhi] : Springer India, ISSN 2364-1045, ZDB-ID 2842078-0. - Vol. 17.2019, 2, p. 433-446
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| Subject: | Index of financial safety (IFS) | Forecasting | Nonlinear autoregressive with exogenous input (NARX) model | Neural networks | Neuronale Netze | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Prognoseverfahren | Forecasting model | Nichtlineare Regression | Nonlinear regression | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40953-018-0133-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012418686