Works matching IS 02776693 AND DT 1999 AND VI 18 AND IP 5
Results: 4
Time series forecasting using neural networks: Should the data be deseasonalized first?
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 5, p. 359, doi. 10.1002/(SICI)1099-131X(199909)18:5<359::AID-FOR746>3.0.CO;2-P
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A measure of time series' predictability using genetic programming applied to stock returns.
- Published in:
- Journal of Forecasting, 1999, v. 18, n. 5, p. 345, doi. 10.1002/(SICI)1099-131X(199909)18:5<345::AID-FOR744>3.0.CO;2-7
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Performance of GARCH models in forecasting stock market volatility.
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- Journal of Forecasting, 1999, v. 18, n. 5, p. 333, doi. 10.1002/(SICI)1099-131X(199909)18:5<333::AID-FOR742>3.0.CO;2-K
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Neural model identification, variable selection and model adequacy.
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- Journal of Forecasting, 1999, v. 18, n. 5, p. 299, doi. 10.1002/(SICI)1099-131X(199909)18:5<299::AID-FOR725>3.0.CO;2-T
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- Article