TAC Method for Fitting Exponential Autoregressive Models and Others: Applications in Economy and Finance
By Javier Cabello Sánchez, Juan Antonio Fernández Torvisco, Mariano R. Arias
Rating
1332
Battle Count: 21
Relevance
7/10
The ExpAR model and nonlinear time series applications are relevant to financial modeling and forecasting
Implementation Complexity
6/10
Requires understanding of advanced mathematical concepts, but R package implementation is provided
Reproducibility
4/5
The paper provides detailed mathematical proofs and algorithms, as well as R package implementation
About this paper
Methodology: TAC (Theoretical Approximation Criterion). Problem types: Regression, Time Series Forecasting.
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