A Causal Time-Series Model Based on Multilayer Perceptron Regression for Forecasting Taiwan Stock Index
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DOI: 10.1142/S0219622019500421
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Cited by:
- Jujie Wang & Yinan Liao & Zhenzhen Zhuang & Dongming Gao, 2021. "An Optimal Weighted Combined Model Coupled with Feature Reconstruction and Deep Learning for Multivariate Stock Index Forecasting," Mathematics, MDPI, vol. 9(21), pages 1-20, October.
- Dimitrios Kontogiannis & Dimitrios Bargiotas & Aspassia Daskalopulu & Lefteri H. Tsoukalas, 2021. "A Meta-Modeling Power Consumption Forecasting Approach Combining Client Similarity and Causality," Energies, MDPI, vol. 14(19), pages 1-19, September.
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Keywords
Granger causality test; time-series; MLPR; forecasting technology;All these keywords.
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