Time series and neural network analysis

DOI10.1142/9789811202391_0112MaRDI QIDQ5139554zbMATH OpenOpenAlexFDO

Authors

Publication date 9 December 2020

Published in Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789811202391_0112

zbMATH Keywords

Box-Jenkins ARIMA methodologyforecasting stock pricesfundamental analysisHolt/Winters exponential smoothingneural network modeltechnical analysistime series decomposition

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05) Financial markets (91G15)

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