Nonlinear autoregressive neural network and extended Kalman filters for prediction of financial time series

DOI10.1155/2020/5057801zbMath1442.62225OpenAlexW3020059551MaRDI QIDQ778619

Abdelwahed Namir, Khalil Namir, Ghassane Benrhmach, Jamal Bouyaghroumni

Publication date: 3 July 2020

Published in: Journal of Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/5057801

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05) Economic time series analysis (91B84)

Uses Software

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Cites Work

• Neural networks and physical systems with emergent collective computational abilities.
• A logical calculus of the ideas immanent in nervous activity
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