TAR-cointegration neural network model: An empirical analysis of exchange rates and stock returns

By Melike Bildirici, Elçin A. Alp, Ö. Ersin. 2010

28 citations recorded by the source corpus.

Subfields: Artificial Intelligence, Economics and Econometrics, Management Science and Operations Research, Economics & Operations Research, Time-Series & Forecasting

Citations in the corpus

• Financial Time Series Forecasting with Deep Learning : A Systematic Literature Review: 2005-2019 (2019, neutral): “The authors of [148] developed several (TAR-VEC-RHE) models for predicting monthly returns for TRY/USD and compared model performances.”