Risk Evaluation for ARCH-GARCH vs. RBF NN Forecasting Models: Application to High-Frequency Time Series

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F09%3A%230002969" target="_blank" >RIV/47813059:19240/09:#0002969 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Risk Evaluation for ARCH-GARCH vs. RBF NN Forecasting Models: Application to High-Frequency Time Series
Original language description
Forecast accuracy of economic and financial processes is a popular measure for quantifying the risk in decision making. In this paper, we consider the accuracy of forecasting models based on statistical (stochastic) methods sometimes called as hard computing and a soft methodology based on soft or granular computing. It is found that the risk estimation process based on soft methods is simplified and less critical to the question whether the data is true crisp or white noise.
Czech name
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Czech description
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Project
<a href="/en/project/GA402%2F08%2F0022" target="_blank" >GA402/08/0022: The Latest Intelligent Methodologies for Economic Time Series Modelling and Forecasting</a><br>
Continuities
P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Publication year
2009
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
New Perspective on Risk Analysis and Crisis Response
ISBN
978-90-78677-34-5
ISSN
1951-6851
e-ISSN
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Number of pages
6
Pages from-to
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Publisher name
Atlantis Press
Place of publication
Amsterdam - Paris
Event location
Peking
Event date
Jan 1, 2009
Type of event by nationality
WRD - Celosvětová akce
UT code for WoS article
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