Pages that link to "Item:Q984159"
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The following pages link to Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159):
Displaying 4 items.
- Boosting techniques for nonlinear time series models (Q1633230) (← links)
- Forecasting energy commodity prices using neural networks (Q1929898) (← links)
- Ai algorithms for fitting GARCH parameters to empirical financial data (Q2162984) (← links)
- Prediction and identification of physical systems by means of physically-guided neural networks with meaningful internal layers (Q2236964) (← links)
