메뉴 건너뛰기




Volumn , Issue , 2016, Pages 3483-3490

Feature engineering for improving financial derivatives-based rainfall prediction

Author keywords

[No Author keywords available]

Indexed keywords

FINANCIAL MARKETS; FORECASTING; GENETIC ALGORITHMS; GENETIC PROGRAMMING; MARKOV PROCESSES; WATER RESOURCES;

EID: 85008259832     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CEC.2016.7744231     Document Type: Conference Paper
Times cited : (7)

References (16)
  • 1
    • 0032170226 scopus 로고    scopus 로고
    • Multisite generalization of a daily stochastic precipitation generation model
    • Sep.
    • D. S. Wilks, "Multisite generalization of a daily stochastic precipitation generation model," Journal of Hydrology, vol. 210, pp. 178-191, Sep. 1998
    • (1998) Journal of Hydrology , vol.210 , pp. 178-191
    • Wilks, D.S.1
  • 3
    • 0000903839 scopus 로고
    • Precipitation as a chain-dependent process
    • R. W. Katz, "Precipitation as a chain-dependent process," Journal of Applied Meteorology and Climatology, vol. 16, no. 7, pp. 671-676, 1977
    • (1977) Journal of Applied Meteorology and Climatology , vol.16 , Issue.7 , pp. 671-676
    • Katz, R.W.1
  • 5
    • 84941995354 scopus 로고    scopus 로고
    • A lévy-driven rainfall model with applications to futures pricing
    • R. C. Noven, A. E. D. Veraart, and A. Gandy, "A lévy-driven rainfall model with applications to futures pricing," AStA Advances in Statistical Analysis, vol. 99, no. 4, pp. 403-432, 2015
    • (2015) AStA Advances in Statistical Analysis , vol.99 , Issue.4 , pp. 403-432
    • Noven, R.C.1    Veraart, A.E.D.2    Gandy, A.3
  • 7
    • 77951872732 scopus 로고    scopus 로고
    • An artificial neural network model for rainfall forecasting in Bangkok, Thailand
    • N. Q. Hung, M. S. Babel, S. Weesakul, and N. K. Tripathi, "An artificial neural network model for rainfall forecasting in bangkok, thailand," Hydrology and Earth System Sciences, vol. 13, no. 8, pp. 1413-1425, 2009
    • (2009) Hydrology and Earth System Sciences , vol.13 , Issue.8 , pp. 1413-1425
    • Hung, N.Q.1    Babel, M.S.2    Weesakul, S.3    Tripathi, N.K.4
  • 8
    • 85027947823 scopus 로고    scopus 로고
    • Evolving {RBF} neural networks for rainfall prediction using hybrid particle swarm optimization and genetic algorithm
    • J. Wu, J. Long, and M. Liu, "Evolving {RBF} neural networks for rainfall prediction using hybrid particle swarm optimization and genetic algorithm," Neurocomputing, vol. 148, pp. 136-142, 2015
    • (2015) Neurocomputing , vol.148 , pp. 136-142
    • Wu, J.1    Long, J.2    Liu, M.3
  • 9
    • 84948400367 scopus 로고    scopus 로고
    • Rainfall monthly prediction based on artificial neural network: A case study in tenggarong station, east kalimantan-Indonesia
    • international Conference on Computer Science and Computational Intelligence (ICCSCI 2015)
    • Mislan, Haviluddin, S. Hardwinarto, Sumaryono, and M. Aipassa, "Rainfall monthly prediction based on artificial neural network: A case study in tenggarong station, east kalimantan-indonesia," Procedia Computer Science, vol. 59, pp. 142-151, 2015, international Conference on Computer Science and Computational Intelligence (ICCSCI 2015)
    • (2015) Procedia Computer Science , vol.59 , pp. 142-151
    • Mislan, H.1    Hardwinarto, S.2    Sumaryono, A.M.3
  • 11
    • 80053449485 scopus 로고    scopus 로고
    • Precipitation forecasting using wavelet-genetic programming and wavelet-neuro-fuzzy conjunction models
    • O. Kisi and J. Shiri, "Precipitation forecasting using wavelet-genetic programming and wavelet-neuro-fuzzy conjunction models," Water Resources Management, vol. 25, no. 13, pp. 3135-3152, 2011
    • (2011) Water Resources Management , vol.25 , Issue.13 , pp. 3135-3152
    • Kisi, O.1    Shiri, J.2
  • 13
    • 0001051944 scopus 로고
    • Strongly typed genetic programming
    • D. J. Montana, "Strongly typed genetic programming," Evolutionary Computation, vol. 3, no. 2, pp. 199-230, 1995
    • (1995) Evolutionary Computation , vol.3 , Issue.2 , pp. 199-230
    • Montana, D.J.1
  • 16
    • 29644438050 scopus 로고    scopus 로고
    • Statistical comparisons of classifiers over multiple data sets
    • Dec.
    • J. Demsar, "Statistical comparisons of classifiers over multiple data sets," J. Mach. Learn. Res., vol. 7, pp. 1-30, Dec. 2006.
    • (2006) J. Mach. Learn. Res. , vol.7 , pp. 1-30
    • Demsar, J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.