Kucharski, Adam - In: Operations Research and Decisions 1 (2008), pp. 35-45
This work presents a proposal of usage of genetic algorithm to short-term forecasting of price and volume quotations … to achieve best adjustment of ex post prognosis to data. The data were devoid of outliers with the help of hat matrix … outliers. Much better results were obtained for the prices, compared to those obtained for the volume, due to smaller in the …