On the forecasting of multivariate financial time series using hybridization of DCC-GARCH model and multivariate ANNs.
Samreen FatimaMudassir UddinPublished in: Neural Comput. Appl. (2022)
Keyphrases
- multivariate time series
- financial time series
- garch model
- stock market
- financial time series forecasting
- turning points
- temporal patterns
- dimension reduction
- temporal data
- stock exchange
- categorical data
- stock price
- financial data
- exchange rate
- autoregressive
- stock returns
- non stationary
- short term
- video sequences
- human motion