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Volumn 3, Issue 5, 2007, Pages 1251-1262

New forecasting scheme using quantum minimization to regularize a composite of prediction and its nonlinear heteroscedasticity

Author keywords

Hybrid BPNN weighted GREY C3LSP prediction; Non linear generalized autoregressive conditional heteroscedasticity; Quantum minimization

Indexed keywords


EID: 63649144057     PISSN: 13494198     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (7)

References (13)
  • 1
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    • Hybrid BPNN-weighted grey-CLMS forecasting
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    • (2005) Journal of Information Science and Engineering , vol.21 , Issue.L , pp. 209-221
    • Chang, B.R.1
  • 2
    • 30644475218 scopus 로고    scopus 로고
    • Advanced hybrid predication algorithm for non-periodic short-term forecasting
    • Chang, B. R., Advanced hybrid predication algorithm for non-periodic short-term forecasting, International Journal of Fuzzy Systems, vol.5, no.3, pp.151-160, 2003.
    • (2003) International Journal of Fuzzy Systems , vol.5 , Issue.3 , pp. 151-160
    • Chang, B.R.1
  • 3
    • 0004063090 scopus 로고    scopus 로고
    • 2nd Edition, New Jersey: Prentice Hall
    • Haykin, S., Neural Networks, 2nd Edition, New Jersey: Prentice Hall, 1999.
    • (1999) Neural Networks
    • Haykin, S.1
  • 4
    • 0009081815 scopus 로고    scopus 로고
    • Pricing options under generalized GARCH and stochastic volatility process
    • Ritchken, P. and R. Trevor, Pricing options under generalized GARCH and stochastic volatility process, Journal of Finance, vol.54, pp.337-420, 1999.
    • (1999) Journal of Finance , vol.54 , pp. 337-420
    • Ritchken, P.1    Trevor, R.2
  • 5
    • 33750564232 scopus 로고    scopus 로고
    • Novel prediction approach - Quantum-minimum adaptation to ANFIS outputs and nonlinear generalized autoregressive conditional heteroscedasticity
    • Chang, B. R., Novel prediction approach - Quantum-minimum adaptation to ANFIS outputs and nonlinear generalized autoregressive conditional heteroscedasticity, Lecture Notes in Artificial Intelligence, vol.4223, pp.908-918, 2006.
    • (2006) Lecture Notes in Artificial Intelligence , vol.4223 , pp. 908-918
    • Chang, B.R.1
  • 6
    • 0003410290 scopus 로고
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    • Hamilton, J.D.1
  • 9
    • 0029701737 scopus 로고    scopus 로고
    • A fast quantum mechanical algorithm for database search
    • ACM Press, pp
    • Grover, L. K., A fast quantum mechanical algorithm for database search, Proc. of the 28th Ann. ACM Symp., Theory of Comp., ACM Press, pp.212-219, 1996.
    • (1996) Proc. of the 28th Ann. ACM Symp., Theory of Comp , pp. 212-219
    • Grover, L.K.1
  • 12
    • 0017846358 scopus 로고
    • On a measure of lack of fit in time series models
    • Ljung, G. M. and G. E. P. Box, On a measure of lack of fit in time series models, Biometrika, vol.65, pp.67-72, 1978.
    • (1978) Biometrika , vol.65 , pp. 67-72
    • Ljung, G.M.1    Box, G.E.P.2
  • 13
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    • (2005) Typhoon Moving Trace Inquire


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.