A Comparison of Bayesian Methods and Artificial Neural Networks for Forecasting Chaotic Financial Time Series

Faculty Commerce Year: 2012
Type of Publication: ZU Hosted Pages:
Authors:
Tamer Mohamed Hassan Ibrahiem Shahwan
Journal: Journal of Statistics Applications & Probability Journal of Statistics Applications & Probability Volume:
Keywords : , Comparison , Bayesian Methods , Artificial Neural Networks    
Abstract:
Most recent empirical work implies that the presence of low-dimensional deterministic chaos increases the complexity of the financial time series behavior. In this study we propose the Generalized Multilayer Perceptron (GMLP), and the Bayes
    
     
 
       

Author Related Publications

  • Tamer Mohamed Hassan Ibrahiem Shahwan, "VOLATILITY SPILLOVER BETWEEN USA AND EGYPTIAN CAPITAL MARKETS", scholdge interational journal of maagement & development, 2015 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "The effects of corporate governance on financial performance and financial distress: evidence from Egypt", Corporate Governance: The international journal of business in society, 2015 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "The association between disclosure level and cost of capital in an emerging market: evidence from Egypt", Afro-Asian J. Finance and Accounting, 2014 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "Academic Risk Measures and Audit Qualifications: Evidence from Egypt", Journal of Emerging Trends in Economics and Management Sciences, 2015 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "Efficiency analysis of GCC academic libraries: an application of data envelopment analysis", Performance Measurement and Metrics, 2013 More

Department Related Publications

  • Abeer Osman Abdelazez Ataallah, "Workplace Bullying’s practices and results:A comparative study", كلية التجارة - جامعة الزقازيق, 2013 More
  • omnia Abdelaziem Abdelhaliem Helal, "The Effect of Facebook Marketing on Brand Engagement: The role of Demographics and Psychographics An empirical study on smartphone users in Egypt", مجلة كلية التجارة للبحوث العلمية، كلية التجارة، جامعة الإسكندرية, 2018 More
  • Tamer Mohamed Hassan Ibrahiem Shahwan, "Efficiency analysis of UAE banks using data envelopment analysis", Journal of Economic and Administrative Sciences, 2013 More
  • Maha Mohamed Mohamed Ahmed Elbanawey, "الدورالوسيط للملكية النفسية في إطارالعلاقة بين إدراك أخلاقية صناعة القرارالتنظيمي وخصائص الوظيفة والسلوك الإستباقي للأفراد "دراسة ميدانية على المستشفيات الحكومية بمحافظة الشرقية"", مجلة كلية التجارة للبحوث العلمية، كلية التجارة، جامعة الإسكندرية, 2018 More
  • Samia Elsayed Mahmoud Muhamed, "استخدام نموذج رضا العميل الأمريكي لقياس محددات و نتائج رضا المرضى عن الخدمة الصحية بالمستشفيات الخاصة : دراسة تطبيقية", المجلة العلمية للتجارة و التمويل، كلية التجارة، جامعة طنطا, 2017 More
Tweet