Comparing Accuracy Performance of ELM, ARMA and ARMA-GARCH Model In Predicting Exchange Rate Return
GARCH type models and artificial intelligence models are frequently used in the modeling of financial time series returns. In this study, the performance of ARMA and ARMA-GARCH models was compared with ELM. Four error measurement criteria were used in the performance comparison. According to the fin...
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| Format: | Article |
| Language: | English |
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Istanbul University
2017-06-01
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| Series: | Alphanumeric Journal |
| Subjects: | |
| Online Access: |
http://alphanumericjournal.com/media/Issue/volume-5-issue-1-2017/doviz-kuru-getirisinin-tahmininde-elm-arma-ve-arma-garch-mod_SBgXooW.pdf
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