A comparison of wavelet networks and genetic programming in the context of temperature derivatives
Antonis K. Alexandridis, Michael Kampouridis, Sam Cramer
| Year of publication: |
January-March 2017
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| Authors: | Alexandridis, Antonis K. ; Kampouridis, Michael ; Cramer, Sam |
| Published in: |
International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 33.2017, 1, p. 21-47
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| Subject: | Weather derivatives | Wavelet networks | Temperature derivatives | Genetic programming | Modelling | Forecasting | Derivat | Derivative | Wetter | Weather | Zustandsraummodell | State space model | Mathematische Optimierung | Mathematical programming | Prognoseverfahren | Forecasting model | Evolutionärer Algorithmus | Evolutionary algorithm | Optionspreistheorie | Option pricing theory |
| Type of publication: | Article |
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| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ijforecast.2016.07.002 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011754682