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A quantile regression neural network approach to estimating the conditional density of multiperiod returns
Taylor, James W. - In: Journal of forecasting 19 (2000) 4, pp. 299-311
Persistent link: https://www.econbiz.de/10001504631
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Economic factors and the stock market : a new perspective
Qi, Min; Maddala, Gangadharrao S. - In: Journal of forecasting 18 (1999) 3, pp. 151-166
Persistent link: https://www.econbiz.de/10001433673
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Deep learning model for temperature prediction : a case study in New Delhi
Shrivastava, Virendra Kumar; Shrivastava, Aastik; … - In: Journal of forecasting 42 (2023) 6, pp. 1445-1460
Persistent link: https://www.econbiz.de/10014338917
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Forecasting daily foreign exchange rates using genetically optimized neural networks
Nag, Ashok K.; Mitra, Amit - In: Journal of forecasting 21 (2002) 7, pp. 501-511
Persistent link: https://www.econbiz.de/10001775846
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Forecasting and trading currency volatility : an application of recurrent neural regression and model combination
Dunis, Christian; Huang, Xuehuan - In: Journal of forecasting 21 (2002) 5, pp. 317-354
Persistent link: https://www.econbiz.de/10001688511
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Performance evaluation of neural network architectures : the case of predicting foreign exchange correlations
Chen, An-sing; Leung, Mark T. - In: Journal of forecasting 24 (2005) 6, pp. 403-420
Persistent link: https://www.econbiz.de/10003101570
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A bi-level ensemble learning approach to complex time series forecasting : taking exchange rates as an example
Hao, Jun; Feng, Qian Qian; Li, Jianping; Sun, Xiaolei - In: Journal of forecasting 42 (2023) 6, pp. 1385-1406
Persistent link: https://www.econbiz.de/10014338903
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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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Non-linear, non-parametric, non-fundamental exchange rate forecasting
Gradojevic, Nikola; Yang, Jing - In: Journal of forecasting 25 (2006) 4, pp. 227-245
Persistent link: https://www.econbiz.de/10003364169
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The extended switching regression model : allowing for multiple latent state variables
Preminger, Arie; Ben-Zion, Uri; Wettstein, David - In: Journal of forecasting 26 (2007) 7, pp. 457-473
Persistent link: https://www.econbiz.de/10003593886