@article{matkovskyy:hal-02155402, TITLE = {{Application of Neural Networks to Short Time Series Composite Indexes: Evidence from the Nonlinear Autoregressive with Exogenous Inputs (NARX) Model}}, AUTHOR = {Matkovskyy, Roman and Bouraoui, Taoufik}, URL = {https://rennes-sb.hal.science/hal-02155402}, JOURNAL = {{Journal of Quantitative Economics}}, PUBLISHER = {{The Indian Econometric Society}}, VOLUME = {17}, NUMBER = {2}, PAGES = {433-446}, YEAR = {2019}, MONTH = Jun, DOI = {10.1007/s40953-018-0133-8}, KEYWORDS = {Index of financial safety (IFS) ; Forecasting ; Nonlinear autoregressive with exogenous input (NARX) model ; Neural networks}, HAL_ID = {hal-02155402}, HAL_VERSION = {v1}, }