Neural network for modeling nonlinear time series: A new approach

DOI10.1007/3-540-44863-2_17MaRDI QIDQ3566792zbMATH OpenOpenAlexFDO

Authors Chokri Slim, Abdelwahed Trabelsi

Publication date 10 June 2010

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/3-540-44863-2_17

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and prediction (62M20) Neural nets and related approaches to inference from stochastic processes (62M45) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84) Statistical methods; risk measures (91G70)

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