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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
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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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Optimal solutions for online conversion problems with interrelated prices
Schroeder, Pascal; Kacem, Imed - In: Operational research : an international journal 22 (2022) 1, pp. 423-448
Persistent link: https://www.econbiz.de/10013173293
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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
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A robust spectral clustering algorithm for sub-Gaussian mixture models with outliers
Srivastava, Prateek R.; Sarkar, Purnamrita; … - In: Operations research 71 (2023) 1, pp. 224-244
Persistent link: https://www.econbiz.de/10014308484
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A hybrid metaheuristic for the efficient solution of GARCH with trend models
Uribe, Lourdes; Perea, Benjamin; Hernández del Valle, … - In: Computational economics 52 (2018) 1, pp. 145-166
Persistent link: https://www.econbiz.de/10012052926
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Recursive linear models optimized by bioinspired metaheuristics to streamflow time series prediction
Siqueira, Hugo; Belotti, Jonatas Trabuco; Boccato, Levy; … - In: International transactions in operational research : a … 30 (2023) 2, pp. 742-773
Persistent link: https://www.econbiz.de/10013417077