Forecasting time series of the market indicators based on a nonlinear autoregressive neural network
The modern practice of economic research relies heavily on mathematical models that make it possible to reveal hidden regularities in statistical data and make forecasts on their basis. Linear models based on vector autoregression (VAR) are the most common. However, the relationship between time ser...
| Main Authors: | , |
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| Format: | Article |
| Language: | Russian |
| Published: |
Plekhanov Russian University of Economics
2017-07-01
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| Series: | Statistika i Èkonomika |
| Subjects: | |
| Online Access: | https://statecon.rea.ru/jour/article/view/1140 |