Forecasting financial variables using artificial neural networks : dynamic factor model
Year of publication: |
April 2017
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Authors: | Babikir, Ali ; Mwambi, Henry |
Published in: |
Journal of economic and financial sciences. - Johannesburg : University of Johannesburg, ISSN 1995-7076, ZDB-ID 2843939-9. - Vol. 10.2017, 1, p. 94-106
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Subject: | Artificial neural network | Dynamic factor model | Forecast accuracy | Root mean square error | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Theorie | Theory | Faktorenanalyse | Factor analysis | Schätzung | Estimation |
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