Both are same stuff actually since neural network is just a layer of nodes in which each node is a logistic regression model in itself and logistic regression is just a additional logistic unit on linear regression model.
i am agree but i need some good comparison result that shows clear diff in between ARMA, GARCH, ARIMA, VAR and Neural network models. so this is my question if i want to compare then how i can show it.
Eren Golge actually when i go through all literature survey than i find that all regression models are use for financial forecasting and stock analysis but i want know that what are the disadvantages of regression models comparison to Neural network model.
so if you have any paper and E book then please send me.
Email: [email protected]
Hi, see my profile where you can find such papers. Few years ago me and my co-authors have compered neural networks with VAR in forecasting inflation.
Regards,
Goran Petrevski, Ss Cyril and Methodius University in Skopje, Macedonia
Do have a look at this paper. I'm sure it will give you some more information but I have found that the decision on whether regression is better than NN is subjsective to the modeller
Predicting electricity energy consumption: a comparison of regression analysis, decision tree and neural networks by Tso & Yau. Energy, 32 (2007), Volume 32, Issue 9, September 2007
Hi,
See my PhD thesis wich can be downloaded from my list if publications. I compared NN with linear regression, and I found that the latter is still more efficient in forecasting cereal yields et country and sub-country levels.
Regards
Riad Sir, still i have so much confusion that which technique is much better in forecasting problem. because lot of paper shown NN is better but same time other paper also showing that regression analysis is also better then NN. :(
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