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Mathematical optimization for time series decomposition
Gozuyilmaz, Seyma; Kundakcioglu, O. Erhun - In: OR spectrum : quantitative approaches in management 43 (2021) 3, pp. 733-758
Persistent link: https://www.econbiz.de/10012622293
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Discrete Fourier Transforms of Fractional Processes
Phillips, Peter C. B. - 2000
theory to log periodogram regression and local Whittle estimation of the memory parameter are discussed and some modified …
Persistent link: https://www.econbiz.de/10014164678
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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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Air quality management using genetic algorithm based heuristic fuzzy time series model
Bhagat, Lalit; Goyal, Gunjan; Bisht, Dinesh C. S.; Ram, … - In: The TQM journal : the international review of … 35 (2023) 1, pp. 320-333
Persistent link: https://www.econbiz.de/10014321185
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The usefulness of heuristic N(E)RLS algorithms for combining forecasts
Gunter, Sevket I. - In: Journal of forecasting 16 (1997) 6, pp. 439-463
Persistent link: https://www.econbiz.de/10001233086
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The Hodrick-Prescott filter, a generalization, and a new procedure for extracting an empirical cycle from a series
Reeves, Jonathan J.; Blyth, Conrad Alexander; Triggs, … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 4 (2000) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10001773101
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A combinatorial approach to piecewise linear time series analysis
Medeiros, Marcelo C. (contributor);  … - 2000 - [Elektronische Ressource]
combinatorial optimization problem. We developed an algorithm based on a Greedy Randomized Adaptive Search Procedure (GRASP) to …
Persistent link: https://www.econbiz.de/10001599987