Nonlinear Autoregressive Neural Network and Extended Kalman Filters for Prediction of Financial Time Series.
Ghassane BenrhmachKhalil NamirAbdelwahed NamirJamal BouyaghroumniPublished in: J. Appl. Math. (2020)
Keyphrases
- financial time series
- autoregressive
- non stationary
- neural network
- multivariate time series
- financial time series forecasting
- extended kalman filters
- moving average
- stock market
- turning points
- stock price
- financial data
- random fields
- exchange rate
- graphical models
- artificial neural networks
- human visual system
- pairwise
- face recognition
- machine learning