Verification of neural network models for forecasting the volatility of the WIG20 index rates of return during the COVID-19 pandemic.
Emilia Fraszka-SobczykAleksandra ZakrzewskaPublished in: Int. J. Appl. Decis. Sci. (2024)
Keyphrases
- neural network model
- garch model
- stock index
- stock market
- forecasting accuracy
- neural network
- investment strategies
- exchange rate
- stock exchange
- artificial neural networks
- financial time series
- neural models
- input variables
- multilayer perceptron
- network architecture
- chinese stock market
- bp neural network
- sar images
- multivariate time series
- short term
- rbf neural network
- model checking
- false acceptance
- growing neural gas
- multi layer perceptron
- heavy tailed
- long term
- grey model
- forecasting model