Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781)
From MaRDI portal
scientific article; zbMATH DE number 7253870
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns |
scientific article; zbMATH DE number 7253870 |
Statements
Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (English)
0 references
30 September 2020
0 references
autoregressive moving average
0 references
generalized autoregressive conditional heteroskedastic
0 references
back propagation
0 references
artificial neural network
0 references
support-vector machine
0 references
0 references
0 references