Intelligent forecasting for financial time series subject to structural changes

Intelligent Data Analysis

Volumn 13, Issue 1, 2009, Pages 151-163

  Ahn, Jae Joon ^a   Lee, Suk Jun ^a   Oh, Kyong Joo ^a   Kim, Tae Yoon ^b  

^a Yonsei University   (South Korea)

^b Keimyung University   (South Korea)

Author keywords

Classifier; Intelligent forecasting; Mixing approach; Structural change; Two stage prediction

Indexed keywords

EID: 61449136945     PISSN: 1088467X     EISSN: 15714128     Source Type: Journal    
DOI: 10.3233/IDA-2009-0360     Document Type: Article

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