Sökning: "David Waldenbäck Hellman"

Hittade 1 uppsats innehållade orden David Waldenbäck Hellman.

  1. 1. Comparing forecasts of ARMAs and ANNs on OMXS30. Examining from a economic and statistical point of view.

    Master-uppsats, Göteborgs universitet/Graduate School

    Författare :Lars Pilerot; David Waldenbäck Hellman; [2017-07-26]
    Nyckelord :forecasting; artificial neural networks; auto regressive moving average; forecast evaluation;

    Sammanfattning : Forecasting is of great importance within economics and a vast number of papers have been published on financial forecasting. One of the most used forecasting models in economics is the autoregressive moving average (ARMA). This study compares the ARMA models to artificial neural networks (ANNs). LÄS MER