Dunis, Christian L.; Laws, Jason; Karathanassopoulos, … - In: Applied Financial Economics 21 (2011) 23, pp. 1793-1808
In this article, a mixed methodology that combines both the Autoregressive Moving Average Model (ARMA) and Neural Network Regression (NNR) models is proposed to take advantage of the unique strength of ARMA and NNR models in linear and nonlinear modelling. Experimental results with real data...