Model identification and parameter estimation of ARMA models by means of evolutionary algorithms

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn , Issue , 1997, Pages 237-243

  Rolf, Susanne ^a   Sprave, Joachim ^a   Urfer, Wolfgang ^a  

^a TU DORTMUND UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; HEURISTIC METHODS; MATHEMATICAL MODELS; NEURAL NETWORKS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY;

BOX JERKINS MODELS; EVOLUTIONARY ALGORITHMS (EA);

TIME SERIES ANALYSIS;

EID: 0030654542     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (12)