Swarm-based translation-invariant morphological prediction method for financial time series forecasting

DOI10.1016/j.ins.2010.08.037zbMath1237.91241OpenAlexW2014324452MaRDI QIDQ621605

Ricardo de A. Araújo

Publication date: 28 January 2011

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2010.08.037

zbMATH Keywords

mathematical morphologystock market predictionfinancial time series forecastingincreasing translation-invariant morphological operatorsparticle swarm optimizerswarm-based hybrid modelstakens theorem

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Statistical methods; risk measures (91G70) Approximation methods and heuristics in mathematical programming (90C59)

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Uses Software

• sapa

Cites Work

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