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

technical analysisneural network modeltime series decompositionfundamental analysisBox-Jenkins ARIMA methodologyforecasting stock pricesHolt/Winters exponential smoothing

Mathematics Subject Classification ID

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

Recommendations

• scientific article; zbMATH DE number 1946975
• scientific article; zbMATH DE number 2089809
• Stock price forecasting: Autoregressive modelling and fuzzy neural network
• NEURAL NETWORKS FOR TECHNICAL ANALYSIS: A STUDY ON KLCI
• Neural network analysis of time series data

Cited in

(5)

• Neural networks and sea time series. Recontruction and extreme-event analysis.
• Time series analysis using RBF networks with FIR/IIR synapses
• Time Series Modeling with Deep Neural Networks
• scientific article; zbMATH DE number 1475702 (Why is no real title available?)
• scientific article; zbMATH DE number 1946975 (Why is no real title available?)

This page was built for publication: Time series and neural network analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5139554)