Forecasting the Risk Factor of Frontier Markets: A Novel Stacking Ensemble of Neural Network Approach
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- Tharindu P. De Alwis & S. Yaser Samadi, 2024. "Stacking-based neural network for nonlinear time series analysis," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 33(3), pages 901-924, July.
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Keywords
frontier market; time-series; volatility; stacking ensemble of neural network; machine learning ensemble; deep learning;All these keywords.
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