Search Results - subject:"RMSE"

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Analysing the symmetric GARCH model across different sample sizes

Purchase, M. A.; Viljoen, H.; Conradie, W. J. - In: Journal for studies in economics and econometrics : SEE 49 (2025) 1, pp. 1-16

Persistent link: https://www.econbiz.de/10015417664

Bitcoin return dynamics volatility and time series forecasting

Anand, Punit; Sharan, Anand Mohan - In: International Journal of Financial Studies : open … 13 (2025) 2, pp. 1-16

correct AR and MA orders for each window using ARMA, we achieve an MAE of 0.024 and an RMSE of 0.037. The RMSE is … of the machine learning techniques. The ARMA-GARCH model also has an MAE and an RMSE which are similar to those of ARMA. …

Persistent link: https://www.econbiz.de/10015433952

Developing an IoT and machine learning-based monitoring system for discrete production processes

Król, Krzysztof; Oleszek, Michał; Bartnik, Grzegorz; … - In: European research studies 27 (2024), pp. 38-48

Persistent link: https://www.econbiz.de/10014543384

Credit risk assessment and financial decision support using explainable artificial intelligence

Nallakaruppan, M. K; Chaturvedi, Himakshi; Grover, Veena; … - In: Risks : open access journal 12 (2024) 10, pp. 1-18

The greatest technological transformation the world has ever seen was brought about by artificial intelligence (AI). It presents significant opportunities for the financial sector to enhance risk management, democratize financial services, ensure consumer protection, and improve customer...

Persistent link: https://www.econbiz.de/10015135754

Evaluation and analysis of wind speed with the Weibull and Rayleigh distribution models for energy potential using three models

Zambak, Muhammad Fitra; Cahyadi, Catra Indra; Helmi, Jufri - In: International Journal of Energy Economics and Policy : IJEEP 13 (2023) 2, pp. 427-432

Persistent link: https://www.econbiz.de/10014366077

Optimised hybrid CNN bi-LSTM model for stock price forecasting

Patnaik, Deepti; Rao, N. V. Jagannadha; Padhiari, … - In: International journal of intelligent enterprise 11 (2024) 3, pp. 248-273

Persistent link: https://www.econbiz.de/10015065340

Optimised hybrid CNN-LSTM model for stock price prediction

Patnaik, Deepti; Rao, N. V. Jagannadha; Padhiari, … - In: International journal of management and decision making … 23 (2024) 4, pp. 438-460

Persistent link: https://www.econbiz.de/10015067129

Forecast performance of the Taiwan weighted stock index : update and expansion

Ji, Deng-Yuan; Chen, Hsiao-Yin; Lee, Cheng F. - 2024

Persistent link: https://www.econbiz.de/10015045618

Unraveling the crystal ball : machine learning models for crude oil and natural gas volatility forecasting

Tiwari, Aviral Kumar; Sharma, Gagan Deep; Rao, Amar; … - In: Energy economics 134 (2024), pp. 1-28

Persistent link: https://www.econbiz.de/10015047054

Forecasting Spanish unemployment with Google Trends and dimension reduction techniques

Mulero, Rodrigo; Garcia-Hiernaux, Alfredo - In: SERIEs - Journal of the Spanish Economic Association 12 (2021) 3, pp. 329-349

This paper presents a method to improve the one-step-ahead forecasts of the Spanish unemployment monthly series. To do so, we use numerous potential explanatory variables extracted from searches in Google (GoogleTrends tool).Two different dimension reduction techniques are implemented (PCA and...

Persistent link: https://www.econbiz.de/10014496096