Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781)
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scientific article; zbMATH DE number 7253870
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns |
scientific article; zbMATH DE number 7253870 |
Statements
Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (English)
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30 September 2020
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autoregressive moving average
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generalized autoregressive conditional heteroskedastic
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back propagation
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artificial neural network
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support-vector machine
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