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Forecasting model
350
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Computational economics
Working paper / National Bureau of Economic Research, Inc.
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ECONIS (ZBW)
350
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350
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1
Bitcoin price prediction : a machine learning sample dimension approach
Ranjan, Sumit
;
Kayal, Parthajit
;
Saraf, Malvika
- In:
Computational economics
61
(
2023
)
4
,
pp. 1617-1636
Persistent link: https://www.econbiz.de/10014327096
Saved in:
2
Weighted-Average Least Squares (WALS) : confidence and prediction intervals
De Luca, Giuseppe
;
Magnus, Jan R.
;
Peracchi, Franco
- In:
Computational economics
61
(
2023
)
4
,
pp. 1637-1664
Persistent link: https://www.econbiz.de/10014327098
Saved in:
3
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
4
Investigating the asymmetric behavior of oil price volatility using support vector regression
Li, Yushu
;
Karlsson, Hyunjoo Kim
- In:
Computational economics
61
(
2023
)
4
,
pp. 1765-1790
Persistent link: https://www.econbiz.de/10014327136
Saved in:
5
Predict stock prices using supervised learning algorithms and particle swarm optimization algorithm
Bazrkar, Mohammad Javad
;
Hosseini, Soodeh
- In:
Computational economics
62
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10014327292
Saved in:
6
Forecasting forex trend indicators with fuzzy rough sets
Garza Sepúlveda, J. C.
;
Lopez-Irarragorri, F.
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 229-287
Persistent link: https://www.econbiz.de/10014327495
Saved in:
7
Penalized averaging of quantile forecasts from GARCH models with many exogenous predictors
Gooijer, Jan G. de
- In:
Computational economics
62
(
2023
)
1
,
pp. 407-424
Persistent link: https://www.econbiz.de/10014327543
Saved in:
8
Bayesian estimation of economic simulation models using neural networks
Platt, Donovan
- In:
Computational economics
59
(
2022
)
2
,
pp. 599-650
Persistent link: https://www.econbiz.de/10013169024
Saved in:
9
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
10
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
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