Pages that link to "Item:Q673738"
From MaRDI portal
The following pages link to Model-free forecasting for nonlinear time series (with application to exchange rates) (Q673738):
Displaying 12 items.
- Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
- Testing nonlinear forecastability in time series: Theory and evidence from the EMS (Q1128791) (← links)
- A comparison between neural networks and chaotic models for exchange rate prediction. (Q1285487) (← links)
- Nonlinear deterministic forecasting of daily Peseta--Dollar exchange rate (Q1285519) (← links)
- Identification environment and robust forecasting for nonlinear time series (Q1318308) (← links)
- Multivariable nonlinear analysis of foreign exchange rates (Q1873903) (← links)
- Nonlinear time series forecasting of time-delay neural network embedded with Bayesian regular\-ization (Q2378745) (← links)
- Forecast model of a nonlinear moving self-regression (Q2764421) (← links)
- Forecasting neural network-based fuzzy time series with different neural network models (Q2804610) (← links)
- Forecast Evaluation of Nonlinear Models: The Case of Long‐Span Real Exchange Rates (Q4687289) (← links)
- An investigation of neural networks for linear time-series forecasting (Q5945323) (← links)
- Using genetic algorithms to parameters \((d,r)\) estimation for threshold autoregressive models (Q5958583) (← links)