Forecasting stock market realized variance with Echo State Neural Networks
Year of publication: |
2017
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Authors: | Fičura, Milan |
Published in: |
European financial and accounting journal : EFAJ. - Praha : [Verlag nicht ermittelbar], ISSN 1805-4846, ZDB-ID 2819858-X. - Vol. 12.2017, 3, p. 145-156
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Subject: | Echo State Neural Networks | HAR model | Realized variance | Neuronale Netze | Neural networks | Prognoseverfahren | Forecasting model | Varianzanalyse | Analysis of variance | Theorie | Theory | Volatilität | Volatility | Aktienmarkt | Stock market | Schätzung | Estimation |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | English |
Other identifiers: | 10.18267/j.efaj.193 [DOI] hdl:10419/187718 [Handle] |
Classification: | C45 - Neural Networks and Related Topics ; C53 - Forecasting and Other Model Applications ; c58 |
Source: | ECONIS - Online Catalogue of the ZBW |
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