Time series and neural network analysis

DOI10.1142/9789811202391_0112zbMATH Open1454.91266OpenAlexW3081388920MaRDI QIDQ5139554FDOQ5139554

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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

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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)

Cited In (5)

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• Time series analysis using RBF networks with FIR/IIR synapses
• Time Series Modeling with Deep Neural Networks
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