Pages that link to "Item:Q5124781"
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The following pages link to Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781):
Displaying 5 items.
- Classifying trend movements in the MSCI U.S.A. capital market index -- a comparison of regression, ARIMA and neural network methods (Q1915985) (← links)
- Development of hybrid models for forecasting time-series data using nonlinear SVR enhanced by PSO (Q2320983) (← links)
- GARCH based artificial neural networks in forecasting conditional variance of stock returns (Q2965681) (← links)
- A comparison of artificial neural network and multinomial logit models in predicting mergers (Q5128954) (← links)
- An optimized machine learning technology scheme and its application in fault detection in wireless sensor networks (Q6157136) (← links)
