Artificial Intelligence Models for Financial Time Series

Alina Barbulescu () and Cristian Stefan Dumitriu ()
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Alina Barbulescu: Transilvania University of Brașov
Cristian Stefan Dumitriu: SC Utilnavorep SA

Ovidius University Annals, Economic Sciences Series, 2021, vol. XXI, issue 1, 685-690

Abstract: Modeling and predicting the evolution of financial series has become an essential research domain for scientists and practitioners in the field of economics or finance. In this context, the purpose of this article is to determine two artificial intelligence alternative models for NYSE monthly series recorded for 53 years and to compare their performances.

Keywords: Time series; GEP; SVR; MSE; MAE; MAPE (search for similar items in EconPapers)
JEL-codes: C32 C58 (search for similar items in EconPapers)
Date: 2021
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:ovi:oviste:v:xxi:y:2021:i:1:p:685-690

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