Forecasting stock prices using hybrid non-stationary time series model with ERNN

DOI10.1080/03610918.2021.1872631OpenAlexW3125127074MaRDI QIDQ6116473

Unnamed Author, Benali Ismail

Publication date: 18 July 2023

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2021.1872631

zbMATH Keywords

stock pricehybridANNARIMA-ANNARIMA-ERNNERNN

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Unnamed Item
• Time series forecasting using a hybrid ARIMA and neural network model
• Forecasting nonlinear time series with a hybrid methodology

This page was built for publication: Forecasting stock prices using hybrid non-stationary time series model with ERNN