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Nonlinear forecasting of the Gold Miner Spread : an application of correlations filters
Dunis, Christian; Laws, Jason; Middleton, Peter W.; … - In: Intelligent systems in accounting finance and … 20 (2013) 4, pp. 207-231
Persistent link: https://www.econbiz.de/10010233196
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Time Series Forecasting With a Learning Algorithm : An Approximate Dynamic Programming Approach
Collado, Ricardo - 2019
We consider the basic problem of refi tting a time series over a finite period of time and formulate it as a stochastic dynamic program. By changing the underlying Markov decision process we are able to obtain a model that at optimality considers historical data as well as forecasts of future...
Persistent link: https://www.econbiz.de/10012894079
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Applying hybrid ARIMA-SGARCH in algorithmic investment strategies on S&P 500 Index
Nguyen Vo; Ślepaczuk, Robert - 2021
Persistent link: https://www.econbiz.de/10012816706
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Research and application of association rule algorithm and an optimized grey model in carbon emissions forecasting
Ma, Xuejiao; Jiang, Ping; Jiang, Qichuan - In: Technological forecasting & social change : an … 158 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012516881
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Feature information prediction algorithm for dynamic multi-objective optimization problems
Ma, Xuemin; Yang, Jingming; Sun, Hao; Hu, Ziyu; Wei, Lixin - In: European journal of operational research : EJOR 295 (2021) 3, pp. 965-981
Persistent link: https://www.econbiz.de/10012622425
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Dendritic neuron model neural network trained by modified particle swarm optimization for time-series forecasting
Yilmaz, Ayse; Yolcu, Ufuk - In: Journal of forecasting 41 (2022) 4, pp. 793-809
Persistent link: https://www.econbiz.de/10013287860
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Application of the XGBoost algorithm and Bayesian optimization for the Bitcoin price prediction during the COVID-19 period
Drahokoupil, Jakub - 2022
Persistent link: https://www.econbiz.de/10013262618
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Directed particle swarm optimization with Gaussian-process-based function forecasting
Jakubik, Johannes; Binding, Adrian; Feuerriegel, Stefan - In: European journal of operational research : EJOR 295 (2021) 1, pp. 157-169
Persistent link: https://www.econbiz.de/10012595958
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An optimized wavelet neural networks using cuckoo search algorithm for function approximation and chaotic time series prediction
Ong, Pauline; Zainuddin, Zarita - In: Decision analytics journal 6 (2023), pp. 1-12
challenge for WNNs' initialization. The cuckoo search algorithm (CSA) is used in this study for optimizing WNNs. The position of …
Persistent link: https://www.econbiz.de/10014506437