A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Year of publication: |
2023
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Authors: | Boubaker, Heni ; Canarella, Giorgio ; Gupta, Rangan ; Miller, Stephen M. |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 62.2023, 4, p. 1801-1843
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Subject: | ARFIMA | HYGARCH | Neural network | Wavelet decomposition | WLLWNN | Theorie | Theory | Prognoseverfahren | Forecasting model | Neuronale Netze | Neural networks | Zeitreihenanalyse | Time series analysis | Zustandsraummodell | State space model | ARMA-Modell | ARMA model |
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