Swarm-based translation-invariant morphological prediction method for financial time series forecasting

Information Sciences

Volumn 180, Issue 24, 2010, Pages 4784-4805

  Araújo, Ricardo De A ^a  

^a RiA Prediction Systems   (Brazil)

Author keywords

Financial time series forecasting; Increasing translation invariant morphological operators; Mathematical morphology; Particle swarm optimizer; Stock market prediction; Swarm based hybrid models; Takens theorem

Indexed keywords

FINANCIAL TIME SERIES FORECASTING; HYBRID MODEL; PARTICLE SWARM OPTIMIZERS; STOCK MARKET PREDICTION; TAKENS THEOREM; TRANSLATION INVARIANTS;

BACKPROPAGATION ALGORITHMS; COMMERCE; FINANCE; FINANCIAL DATA PROCESSING; FORECASTING; FUNCTION EVALUATION; MATHEMATICAL MORPHOLOGY; MATHEMATICAL OPERATORS; MORPHOLOGY; NEURAL NETWORKS; PARTICLE SWARM OPTIMIZATION (PSO); STATISTICAL TESTS; TIME SERIES;

TIME SERIES ANALYSIS;

EID: 77957666748     PISSN: 00200255     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.ins.2010.08.037     Document Type: Article

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