Neural network approach to forecasting of quasiperiodic financial time series

By Yevgeniy V. Bodyanskiy, S. Popov. 2006

93 citations recorded by the source corpus.

Subfields: Artificial Intelligence

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Artificial Intelligence

1. Devon K. Barrow
2. Nikolaos Kourentzes
3. Sven F. Crone
4. Charles Wong
5. Massimiliano Versace

Citations in the corpus

• CARTMAP: a neural network method for automated feature selection in financial time series forecasting (2012, methodology): “Recent research in evaluating preselected features using neural networks on various financial time series features shows that they can outperform regression models [5, 12] and multiple discriminant models [6].”
• Neural network ensemble operators for time series forecasting (2014, background): “…and McNelis, 2005; Inoue and Kilian, 2008), financial and commodities trading (Zhang and Berardi, 2001; Chen and Leung, 2004; Versace et al., 2004; Bodyanskiy and Popov, 2006; Yu et al., 2008), fast-moving consumer goods (Trapero et al., 2012), tourism (Pattie and Snyder, 1996), electricity load…”