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Reference vector-based multiobjective clustering ensemble approach for time series forecasting
Liu, Chao; Gao, Fengfeng; Zhang, Mengwan; Li, Yuanrui; … - In: Computational economics 64 (2024) 1, pp. 181-210
Persistent link: https://www.econbiz.de/10015078014
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An adaptive multi-objective optimal forecast combination and its application for predicting intermittent demand
Waychal, Nachiketas; Laha, Arnab Kumar; Sinha, Ankur - In: Journal of the Operational Research Society 75 (2024) 9, pp. 1813-1825
Persistent link: https://www.econbiz.de/10015052872
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An extended regularized Kalman filter based on Genetic Algorithm : application to dynamic asset pricing models
Jiang, Minqi; Liu, Jiapeng; Zhang, Lu - In: The quarterly review of economics and finance : journal … 79 (2021), pp. 28-44
Persistent link: https://www.econbiz.de/10012655014
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Forecasting a stock trend using genetic algorithm and random forest
Abraham, Rebecca; El Samad, Mahmoud; Bakhach, Amer M.; … - In: Journal of risk and financial management : JRFM 15 (2022) 5, pp. 1-18
a features selection model, based on the Genetic Algorithm (GA), and Random Forest (RF) classifier. In our study, we … consider four international stock indices that follow the concept of distributed lag analysis. We adopted a genetic algorithm …
Persistent link: https://www.econbiz.de/10013273115
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Evolutionary computation for macroeconomic forecasting
Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Computational economics 53 (2019) 2, pp. 833-849
Persistent link: https://www.econbiz.de/10012134879
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Swarm intelligence based hybrid neural network approach for stock price forecasting
Kumar, Gourav; Singh, Uday Pratap; Jain, Sanjeev - In: Computational economics 60 (2022) 3, pp. 991-1039
Persistent link: https://www.econbiz.de/10013380863
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Mathematical programming formulations and algorithms for discrete k-median clustering of time-series data
Seref, Onur; Fan, Ya-ju; Chaovalitwongse, Wanpracha - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 160-172
Persistent link: https://www.econbiz.de/10010344112
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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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A Fast Matrices Decomposition Algorithm for Two-Dimensional Elliptic Problem Using Legendre Spectral Collocation Approximation
Li-ping, He - 2018
addition, the algorithm can be e ectively parallelized since the bottlenecks are matrix-matrix multiplications. Finally, we …
Persistent link: https://www.econbiz.de/10012921708