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Short and long-term forecasting using artificial neural networks for stock prices in Palestine: a comparative study

Safi, Samir K.; White, Alexander (2017)
To compare the forecast accuracy, Artificial Neural Networks, Autoregressive Integrated Moving Average and regression models were fit with training data sets and then used to forecast prices in a test set. Three different ...
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The efficiency of artificial neural networks for forecasting in the presence of autocorrelated disturbances

White, Alexander; Safi, Samir K. (2016)
We compare three forecasting methods, Artificial Neural Networks (ANNs), Autoregressive Integrated Moving Average (ARIMA) and Regression models. Using computer simulations, the major finding reveals that in the presence ...
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The efficiency of OLS in the presence of auto-correlated disturbances in regression models

Safi, Samir K.; White, Alexander (2006)
The ordinary least squares (OLS) estimates in the regression model are efficient when the disturbances have mean zero, constant variance, and are uncorrelated. In problems concerning time series, it is often the case that ...

The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

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Safi, Samir K. (3)
White, Alexander (3)
Subjectarima (1)artificial neural network (1)artificial neural networks (1)autocorrelation (1)autoregressive (1)efficiency (1)generalized least squares (1)ordinary least squares (1)regression (1)stock prices (1)... View MoreDate Issued2010 - 2017 (2)2006 - 2009 (1)

The institutional repository of the Islamic University of Gaza was established as part of the ROMOR project that has been co-funded with support from the European Commission under the ERASMUS + European programme. This publication reflects the views only of the author, and the Commission cannot be held responsible for any use which may be made of the information contained therein.

Contact Us | Send Feedback