FORECASTING SMOOTHED NON-STATIONARY TIME SERIES USING GENETIC ALGORITHMS
From MaRDI portal
Publication:3499093
DOI10.1142/S0129183107011133zbMath1138.62057MaRDI QIDQ3499093
No author found.
Publication date: 28 May 2008
Published in: International Journal of Modern Physics C (Search for Journal in Brave)
Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Approximation methods and heuristics in mathematical programming (90C59)
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Multifractal nature of stock exchange prices
- Testing for nonlinearity in time series: the method of surrogate data
- Ergodic theory of differentiable dynamical systems
- Multiscale behaviour of volatility autocorrelations in a financial market
- Self-averaging phenomenon and multiscaling in Hong Kong stock market
- Using evolutionary programming to schedule tasks on a suite of heterogeneous computers
- DARWIN: An evolutionary program for nonlinear modeling of chaotic time series