Comparing Accuracy Performance of ELM, ARMA and ARMA-GARCH Model In Predicting Exchange Rate Return
Döviz Kuru Getirisinin Tahmininde ELM, ARMA ve ARMA-GARCH Modellerinin Doğruluk Performansının Karşılaştırılması
by Nimet Melis Esenyel, Melda Akın
School of Transportation and Logistics, Istanbul University
Avcilar Campus 34320 Avcilar/Istanbul/TURKEY
Bahadır Fatih Yıldırım, Ph.D.
+ 90 (212) 473 70 00 - 19263
alphanumeric journal has been publishing as "International Peer-Reviewed Journal" every six months since 2013. alphanumeric serves as a vehicle for researchers and practitioners in the field of quantitative methods, and is enabling a process of sharing in all fields related to the operations research, statistics, econometrics and management informations systems in order to enhance the quality on a globe scale.