Time series forecasting with neural network ensembles : an application for exchange rate prediction
- Author
- ZHANG, G. P1 ; BERARDI, V. L2
[1] Georgia State University, Atlanta, GA, United States
[2] Kent State University, Kent, OH, United States - Source
The Journal of the Operational Research Society. 2001, Vol 52, Num 6, pp 652-664 ; ref : 27 ref
- CODEN
- JORSDZ
- ISSN
- 0160-5682
- Scientific domain
- Control theory, operational research
- Publisher
- Palgrave, Basingstoke
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Corrélation Evaluation performance Marche aléatoire Prédiction Prévision Réseau neuronal Série temporelle Taux change Temps exécution
- Keyword (en)
- Correlation Performance evaluation Random walk Prediction Forecasting Neural network Time series Exchange rate Execution time
- Keyword (es)
- Correlación Evaluación prestación Marcha aleatoria Predicción Previsión Red neuronal Serie temporal Tasa cambio Tiempo ejecución
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D01 Operational research. Management science / 001D01A Operational research and scientific management / 001D01A11 Planning. Forecasting
- Pascal
- 001 Exact sciences and technology / 001D Applied sciences / 001D02 Computer science; control theory; systems / 001D02C Artificial intelligence / 001D02C06 Connectionism. Neural networks
- Discipline
- Computer science : theoretical automation and systems Mathematics Operational research. Management
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 1047651
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1057/palgrave.jors.2601133 
https://dx.doi.org/10.1057/palgrave.jors.2601133
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