Essays about: "Hybrid ARIMA-GARCH"

Found 1 essay containing the words Hybrid ARIMA-GARCH.

  1. 1. A study of forecasts in Financial Time Series using Machine Learning methods

    University essay from Linköpings universitet/Statistik och maskininlärning

    Author : Mowniesh Asokan; [2022]
    Keywords : Timeseries; Financial Timeseries; Forecasting; LSTM; ARIMA; Hybrid ARIMA-GARCH;

    Abstract : Forecasting financial time series is one of the most challenging problems in economics and business. Markets are highly complex due to non-linear factors in data and uncertainty. It moves up and down without any pattern. READ MORE