Morphological-Rank-Linear Time-lag Added Evolutionary Forecasting method for financial time series forecasting

2008 IEEE Congress on Evolutionary Computation, CEC 2008

Volumn , Issue , 2008, Pages 1340-1347

  De A Araújo, Ricardo ^a   Júnior, Aranildo R L ^a   Ferreira, Tiago A E ^b  

^a FEDERAL UNIVERSITY OF PERNAMBUCO   (Brazil)

^b University Federal Rural of Pernambuco   (Brazil)

Author keywords

[No Author keywords available]

Indexed keywords

BOOLEAN FUNCTIONS; EVOLUTIONARY ALGORITHMS; FINANCE; FIR FILTERS; FORECASTING; GENETIC ALGORITHMS; IMPULSE RESPONSE; MATHEMATICAL OPERATORS; NEURAL NETWORKS; POPULATION STATISTICS; STATISTICAL TESTS; TIME SERIES ANALYSIS; WAVE FILTERS;

COMPLEX TIME SERIES; EVOLUTIONARY SEARCHES; FINANCIAL TIME SERIES; FINITE IMPULSE RESPONSES; FORECASTING METHODS; GENETIC OPERATORS; HYBRID MODELS; LEAST MEAN SQUARES ALGORITHMS; LINEAR TIMES; MIXING PARAMETERS; MODIFIED GENETIC ALGORITHMS; MULTILAYER PERCEPTRON NETWORKS; PERFORMANCE METRICS; PHASE DISTORTIONS; PREDICTION MODELS; REAL WORLDS; TIME LAGS; TIME SERIES; TIME- DELAYS;

FINANCIAL DATA PROCESSING;

EID: 55749085430     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2008.4630969     Document Type: Conference Paper

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