A Comparison of Neural Networks with Time Series Models for Forecasting Returns on a Stock Market Index

By Juliana Yim. 2002

34 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance, Management Science and Operations Research

Citations in the corpus

• Forecasting Economics and Financial Time Series: ARIMA vs. LSTM (2018, neutral): “…recognition [Robinson, 2002; Eyben 2009; Graves et al. 2013; Sak et al. 2014], time-series prediction [Hochreiter and Schmidhuber, 1997; Gers, 2000; Yim, 2002; Zhang, 2005; Graves et al., 2009, 2013; Schmidhuber, 2015; Brownlee, 2016; Gamboa, 2017; Roondiwala, 2017] as well as its applications in…”