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Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Stochastic and genetic neural network combinations in trading and hybrid time-varying leverage effects

Sermpinis, Georgios; Stasinakis, Charalampos; Dunis, … - In: Journal of international financial markets, … 30 (2014), pp. 21-54

Persistent link: https://www.econbiz.de/10011293055

Exploring the suitability of support vector regression and radial basis function approximation to forecast sales of Fortune 500 companies

Evangelista, Vivian M.; Regis, Rommel G. - In: Advances in business and management forecasting 13 (2019), pp. 3-23

Persistent link: https://www.econbiz.de/10012154869

Forecasting US unemployment with radial basis neural networks, Kalman filters and support vector regressions

Stasinakis, Charalampos; Sermpinis, Georgios; … - In: Computational economics 47 (2016) 4, pp. 569-587

Persistent link: https://www.econbiz.de/10011712477

Time-series forecasting models for gasoline prices in China

Xu, Feng; Sepehri, Mohamad; Hua, Jian; Ivanov, Sergey; … - In: International journal of economics and finance 10 (2018) 12, pp. 43-53

Persistent link: https://www.econbiz.de/10011961043

Forecasting with nonlinear time series models

Bredahl Kock, Andreas; Teräsvirta, Timo - 2010

Persistent link: https://www.econbiz.de/10003914221

Forecasting with Nonlinear Time Series Models

Terasvirta, Timo; Kock, Anders Bredahl - 2010

In this paper, nonlinear models are restricted to mean nonlinear parametric models. Several such models popular in time series econometrics are presented and some of their properties discussed. This includes two models based on universal approximators: the Kolmogorov-Gabor polynomial model and...

Persistent link: https://www.econbiz.de/10014199417

Hybrid ARDL-MIDAS-Transformer time-series regressions for multi-topic crypto market sentiment driven by price and technology factors

Chalkiadakis, Ioannis; Peters, Gareth; Ames, Matthew - In: Digital finance : smart data analytics, investment … 5 (2023) 2, pp. 295-365

Persistent link: https://www.econbiz.de/10014369259

Probabilistic electricity price forecasting with NARX networks : combine point or probabilistic forecasts?

Marcjasz, Grzegorz; Uniejewski, Bartosz; Weron, Rafał - In: International journal of forecasting 36 (2020) 2, pp. 466-479

Persistent link: https://www.econbiz.de/10012415156

A machine learning approach to univariate time series forecasting of quarterly earnings

Fischer, Jan Alexander; Pohl, Philipp; Ratz, Dietmar - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1163-1179

Persistent link: https://www.econbiz.de/10012304132

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