An intelligent hybrid morphological-rank-linear method for financial time series prediction

Neurocomputing

Volumn 72, Issue 10-12, 2009, Pages 2507-2524

  de A Araújo, Ricardo ^a   Ferreira, Tiago A E ^b  

^a gm   (Brazil)

^b UNIVERSIDADE FEDERAL RURAL DE PERNAMBUCO   (Brazil)

Author keywords

Financial time series prediction; Genetic algorithms; Intelligent hybrid systems; Morphological rank linear filters

Indexed keywords

FINANCIAL TIME SERIES; FINANCIAL TIME SERIES PREDICTION; HYBRID MODELS; INTELLIGENT HYBRID SYSTEMS; LEAST MEAN SQUARES ALGORITHMS; LINEAR METHODS; LINEAR TIME; MODIFIED GENETIC ALGORITHMS; MORPHOLOGICAL-RANK-LINEAR FILTERS; MULTI-LAYER PERCEPTRON; PERFORMANCE METRICS; PHASE DISTORTIONS; PREDICTIVE MODELS; RANDOM WALKS; REAL-WORLD; SERIES REPRESENTATIONS; TIME LAGS; TIME- DELAYS;

ELECTRIC GROUNDING; FINANCE; FINANCIAL DATA PROCESSING; GENETIC ALGORITHMS; HYBRID COMPUTERS; HYBRID SYSTEMS; INTELLIGENT CONTROL; NEURAL NETWORKS; STATISTICAL TESTS;

TIME SERIES;

ANALYTIC METHOD; ANALYTICAL PARAMETERS; ARTICLE; ARTIFICIAL INTELLIGENCE; FILTER; GENETIC ALGORITHM; LINEAR SYSTEM; MATHEMATICAL ANALYSIS; MATHEMATICAL COMPUTING; PREDICTION; PRIORITY JOURNAL; SIMULATION; STATISTICAL MODEL; TIME SERIES ANALYSIS;

EID: 65449144483     PISSN: 09252312     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neucom.2008.11.008     Document Type: Article

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