Employing a generalized reduced gradient algorithm method to form combinations of steel price forecasts generated separately by ARIMA-TF and ANN models

Employing a generalized reduced gradient algorithm method to form combinations of steel price forecasts generated separately by ARIMA-TF and ANN models

AbstractThe research objective of the present study is the development of a model for increased accuracy of steel-price forecasts, which is of paramount importance for firms who use steel as an input and thus need to make informed decisions with regard to an optimal amount and type of hedge against...

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Bibliographic Details
Main Authors: Salvatore Joseph Terregrossa, Uğur Şener
Format: Article
Language:English
Published: Taylor & Francis Group 2023-12-01
Series:Cogent Economics & Finance
Subjects:
steel price forecasts
ARIMA transfer function
Artificial Neural Network (ANN)
Gradient Algorithm constrained optimization
Constrained weighted least squares (WLS) regression analysis
combination forecasting
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2023.2169997

Internet

https://www.tandfonline.com/doi/10.1080/23322039.2023.2169997

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