Prediction in chaotic time series: methods and comparisons with an application to financial intra-day data
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References listed on IDEAS
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- Rachida Hennani & Michel Terraza, 2015. "Contributions of a noisy chaotic model to the stressed Value-at-Risk," Economics Bulletin, AccessEcon, vol. 35(2), pages 1262-1273.
- Rachida Hennani, 2015. "Can the Lasota(1977)’s model compete with the Mackey-Glass(1977)’s model in nonlinear modelling of financial time series?," Working Papers 15-09, LAMETA, Universtiy of Montpellier, revised Jun 2015.
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More about this item
KeywordsChaotic systems; nearest neighbors; prediction radial basis functions;
StatisticsAccess and download statistics
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