Pages that link to "Item:Q4853078"
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The following pages link to Artificial neural networks: an econometric perspective<sup>∗</sup> (Q4853078):
Displayed 23 items.
- Global optimization of statistical functions with simulated annealing (Q59975) (← links)
- Is the predictability of emerging and developed stock markets really exploitable? (Q879322) (← links)
- Cournot competition, organization and learning (Q953747) (← links)
- Testing forecast accuracy of foreign exchange rates: Predictions from feed forward and various recurrent neural network architectures (Q954784) (← links)
- Variable selection in neural network regression models with dependent data: a subsampling approach (Q957121) (← links)
- Forecasting nonlinear time series with neural network sieve bootstrap (Q1020025) (← links)
- Absorption of shocks in nonlinear autoregressive models (Q1020077) (← links)
- Estimating population proportions from imputed data. (Q1129102) (← links)
- A single-blind controlled competition among tests for nonlinearity and chaos (Q1265796) (← links)
- Recognizing changing seasonal patterns using artificial neural networks (Q1372932) (← links)
- Semi-nonparametric estimates of substitution elasticities (Q1391168) (← links)
- Modeling consideration sets and brand choice using artificial neural networks. (Q1420429) (← links)
- On the profitability of technical trading rules based on artificial neural networks: Evidence from the Madrid stock market (Q1583182) (← links)
- Using genetic algorithms to select architecture of a feedforward artificial neural network (Q1591785) (← links)
- Neural networks in the capital markets: An application to index forecasting (Q1915792) (← links)
- Econometric methods for derivative securities and risk management (Q1969812) (← links)
- Testing for stationarity-ergodicity and for comovements between nonlinear discrete time Markov processes (Q1973429) (← links)
- Agent-based computational finance: Suggested readings and early research (Q1978584) (← links)
- Adaptive learning of rational expectations using neural networks (Q1978600) (← links)
- Testing for efficiency and non-linearity in market and natural time series (Q3426394) (← links)
- An introduction to hypergeometric functions for economists (Q4701045) (← links)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS (Q4817926) (← links)
- Approximating and simulating the stochastic growth model: Parameterized expectations, neural networks, and the genetic algorithm (Q5941340) (← links)