Amanote Research

Amanote Research

    RegisterSign In

One-Step Prediction of Financial Time Series

SSRN Electronic Journal
doi 10.2139/ssrn.856985
Full Text
Open PDF
Abstract

Available in full text

Date

January 1, 1998

Authors
Srichander Ramaswamy
Publisher

Elsevier BV


Related search

Financial Time Series Prediction Using Elman Recurrent Random Neural Networks

Computational Intelligence and Neuroscience
MedicineMathematicsComputer ScienceNeuroscience
2016English

Artificial Neural Network Based Chaotic Generator Design for the Prediction of Financial Time Series

2018English

Leave-One-Out Prediction Error of Systolic Arterial Pressure Time Series Under Paced Breathing

Physiological Measurement
Biomedical EngineeringPhysiologyBiophysics
2005English

Testing Asymmetry in Financial Time Series

Quantitative Finance
EconomicsEconometricsFinance
2007English

Temperature Prediction Using Fuzzy Time Series

IEEE Transactions on Systems, Man and Cybernetics, Part B (Cybernetics)
2000English

Root Projection of One -Sided Time Series

Journal of Research of the National Institute of Standards and Technology
Engineering
1991English

One Step Forward, Two Steps Back: Biconvergence of Washed Harmonic Series

Advances in Pure Mathematics
2013English

Resampling and Subsampling for Financial Time Series

2009English

On the Prediction of Stationary Functional Time Series

Journal of the American Statistical Association
UncertaintyStatisticsProbability
2015English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy