Essays about: "Lars Pilerot"

Found 1 essay containing the words Lars Pilerot.

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

    University essay from Göteborgs universitet/Graduate School

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

    Abstract : 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). READ MORE