Recurrent Support Vector Regression for a NonlinearARMA Model with Applications to Forecasting FinancialReturns
Year of publication: |
2008-06-01
|
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Authors: | Chen, Shiyi ; Jeong, Kiho ; Härdle, Wolfgang K. |
Institutions: | Sonderforschungsbereich Ökonomisches Risiko <Berlin> |
Subject: | Prognose | ARMA-Modell |
Extent: | 534528 bytes 29 p. application/pdf |
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Series: | Diskussionspapier ; 2008-051 |
Type of publication: | Book / Working Paper |
Language: | English |
Classification: | C45 - Neural Networks and Related Topics ; F37 - International Finance Forecasting and Simulation ; F47 - Forecasting and Simulation ; Forecast, decision making ; Individual Working Papers, Preprints ; No country specification |
Source: | USB Cologne (business full texts) |
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