Nonlinear autoregressive neural network and extended Kalman filters for prediction of financial time series
DOI10.1155/2020/5057801zbMATH Open1442.62225OpenAlexW3020059551MaRDI QIDQ778619FDOQ778619
Authors: Ghassane Benrhmach, Khalil Namir, Abdelwahed Namir, Jamal Bouyaghroumni 
Publication date: 3 July 2020
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2020/5057801
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Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)
Cites Work
Cited In (7)
- Hybridizing Exponential Smoothing and Neural Network for Financial Time Series Predication
- Neural network for modeling nonlinear time series: A new approach
- Spatiotemporal adaptive neural network for long-term forecasting of financial time series
- Extended and unscented Kalman filtering based feedforward neural networks for time series prediction
- Predicting financial time series based on gated recurrent unit neural network
- Method for travel time prediction in emerging markets based on anonymous truck GPS data
- Title not available (Why is that?)
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