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Keywords: Time series
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Journal Articles
Journal Articles
Journal of Modelling in Management (2025) 20 (2): 585–619.
Published: 17 September 2024
... of stock trading volumes Lagged trading volume Heterogeneous AR model Source: Created by author Thermal coal Futures Trading volume Prediction Nonlinear autoregressive neural network Finance Forecasting Energy Time series Artificial intelligence Neural networks...
Journal Articles
Journal of Modelling in Management (2023) 18 (5): 1313–1332.
Published: 25 March 2022
...Fatemeh Yazdani; Mehdi Khashei; Seyed Reza Hejazi Purpose This paper aims to detect the most profitable, i.e. optimal turning points (TPs), from the history of time series using a binary integer programming (BIP) model. TPs prediction problem is one of the most popular yet challenging topics...
Journal Articles
Journal of Modelling in Management (2022) 17 (4): 1504–1523.
Published: 16 August 2021
... Responsible investment Economics Time series Financial analysis Sustainability is a global concern for any economy. The key alarm for investing community nowadays is a sustainable investment. Firms are now moving toward sustainability to contribute to sustainable economic growth. Socially...
Journal Articles
Journal Articles
Journal Articles
Journal of Modelling in Management (2016) 11 (2): 389–404.
Published: 09 May 2016
... of the study show that the number of input nodes plays an important role in neural network time series forecasting. The study by Ozkan (2013) compared structural model (purchasing power parity) and a statistical model (ANN model) for the long-term forecasting of exchange rates using monthly datasets...

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