Pages that link to "Item:Q2965681"
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The following pages link to GARCH based artificial neural networks in forecasting conditional variance of stock returns (Q2965681):
Displaying 5 items.
- Improving forecasts of the EGARCH model using artificial neural network and fuzzy inference system (Q2194682) (← links)
- Volatility forecasting of financial time series using wavelet based exponential generalized autoregressive conditional heteroscedasticity model (Q5085572) (← links)
- Jordan neural network for inflation forecasting (Q5147600) (← links)
- Computational Science and Its Applications – ICCSA 2004 (Q5901315) (← links)
- An augmented Lagrangian method for training recurrent neural networks (Q6663228) (← links)
