Nonlinear Autoregressive Neural Network and Extended Kalman Filters for Prediction of Financial Time Series

Ghassane Benrhmach, Khalil Namir, Abdelwahed Namir, Jamal Bouyaghroumni. Nonlinear Autoregressive Neural Network and Extended Kalman Filters for Prediction of Financial Time Series. J. Applied Mathematics, 2020, 2020. [doi]

Abstract

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