Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns - Hossain, Altaf; Nasser, Mohammed (Journal of applied statistics, 2011)
Keywords: artificial neural network; autoregressive moving average; back propagation; Comparative analysis; Forecasting; Forecasting techniques; generalized autoregressive conditional heteroskedastic; Neural networks; Rates of return; Stochastic models; Studies; support-vector machine; Time series