Nonlinear Autoregressive Neural Network and Extended Kalman Filters for Prediction of Financial Time Series
Time series analysis and prediction are major scientific challenges that find their applications in fields as diverse as finance, biology, economics, meteorology, and so on. Obtaining the method with the least prediction error is one of the difficult problems of financial market and investment analy...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2020-01-01
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| Series: | Journal of Applied Mathematics |
| Online Access: | http://dx.doi.org/10.1155/2020/5057801 |
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