Improving the accuracy of financial time series prediction using nonlinear exponential autoregressive models

In recent years, precise analysis and prediction of financial time series data have received significant attention. While advanced linear models provide suitable predictions for short and medium-term periods, market studies have indicated that stock behavior adheres to nonlinear patterns and linear...

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Bibliographic Details

Published in:	Mathematics and Modeling in Finance
Main Authors:	Mohammad Abdollahzadeh, Ataabak Baagherzadeh Hushmandi, Parisa Nabati
Format:	Article
Language:	English
Published:	Allameh Tabataba'i University Press 2024-07-01
Subjects:	financial time series nonlinear exponential autoregressive model prediction parameter estimation
Online Access:	https://jmmf.atu.ac.ir/article_17581_2ac0ac10f62ea98083d00e9d857772f5.pdf