On the Connection between the GEP Performances and the Time Series Properties

Artificial intelligence (AI) methods are interesting alternatives to classical approaches for modeling financial time series since they relax the assumptions imposed on the data generating process by the parametric models and do not impose any constraint on the model’s functional form. Even if many...

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Bibliographic Details
Published in:	Mathematics
Main Authors:	Alina Bărbulescu, Cristian Ștefan Dumitriu
Format:	Article
Language:	English
Published:	MDPI AG 2021-08-01
Subjects:	BET GEP statistical analysis modeling
Online Access:	https://www.mdpi.com/2227-7390/9/16/1853

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