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Hybridization of Ensemble Kalman Filter and Non-linear Auto-regressive Neural Network for Financial Forecasting

Financial data is characterized as non-linear, chaotic in nature and volatile thus making the process of forecasting cumbersome. Therefore, a successful forecasting model must be able to capture longterm dependencies from the past chaotic data. In this study, a novel hybrid model, called UKF-NAR...

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書誌詳細
第一著者:	Lai, Fong Woon
その他の著者:	Rajendra , Prasath
フォーマット:	Book Section
出版事項:	Springer 2014
オンライン･アクセス:	http://eprints.utp.edu.my/11587/
タグ:	タグ追加タグなし, このレコードへの初めてのタグを付けませんか!

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