The memory concept behind deep neural network models: an application in time series forecasting in the e-Commerce sector

FR Ramos, MT Pereira, M Oliveira… - … Making: Applications in …, 2023 - dmame-journal.org
A good command of computational and statistical tools has proven advantageous when
modelling and forecasting time series. According to recent literature, neural networks with …

Forecasting bitcoin volatility: exploring the potential of deep learning

TE Pratas, FR Ramos, L Rubio - Eurasian Economic Review, 2023 - Springer
This study aims to evaluate forecasting properties of classic methodologies (ARCH and
GARCH models) in comparison with deep learning methodologies (MLP, RNN, and LSTM …

Deep neural networks: A hybrid approach using box&jenkins methodology

FR Ramos, DR Lopes, TE Pratas - International Conference Innovation in …, 2022 - Springer
The articulation of statistics, mathematical and computational techniques for modelling and
forecasting of time series can help in the decision-making process. When dealing with the …

[PDF][PDF] Forecasting models for time-series: a comparative study between classical methodologies and deep learning

DR Lopes, FR Ramos, A Costa… - SPE 2021–XXV …, 2021 - researchgate.net
In a year where the word “forecast” has been extensively used, it's more important than ever
to have accurate forecasting models. In particular, in economic-finance and business areas; …

Explorando o poder da memória das redes neuronais LSTM na modelação e previsão do PSI 20

FR Ramos, DR Lopes, A Costa, D Mendes - 2021 - ciencia.iscte-iul.pt
A articulação de técnicas estatísticas, matemáticas e computacionais, na modelação e
previsão de séries temporais, manifesta-se num claro suporte de apoio à tomada de …

Data Science na Modelação e Previsão de Séries Económico-financeiras: das Metodologias Clássicas ao Deep Learning

FR de Jesus Ramos - 2021 - search.proquest.com
A articulação de técnicas/ferramentas estatísticas, matemáticas e computacionais, no
processo de análise, modelação e previsão de séries temporais, manifesta-se um claro …