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Volumn , Issue , 2008, Pages 1657-1664

An analysis of adaptive windowing for time series forecasting in dynamic environments: Further tests of the DyFor GP model

Author keywords

Dynamic and uncertain environments; Forecasting; Genetic programming; Time series

Indexed keywords

COMPUTER PROGRAMMING; FORECASTING; GENETIC ALGORITHMS; GENETIC PROGRAMMING; WINDOWS;

EID: 57349186067     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (24)

References (18)
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    • Neely C. and Weller P. Predicting exchange rate volatility: genetic programming versus GARCH and RiskMetrics. Technical report, The Federal Reserve Bank of St. Louis, 2002.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.