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An adaptive forecasting approach for copper price volatility through hybrid and non-hybrid models.
Diego García
Werner Kristjanpoller
Published in:
Appl. Soft Comput. (2019)
Keyphrases
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hybrid models
hybrid model
exchange rate
garch model
neural network
financial time series
support vector regression
short term
stock market
feed forward neural networks
thin film
pattern recognition
artificial neural networks
long term
forecasting model
grey model