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Forecasting Financial Data: A Combined Model of Fuzzy Neural Network and Statistics

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19240%2F16%3AN0000106" target="_blank" >RIV/47813059:19240/16:N0000106 - isvavai.cz</a>

  • Result on the web

    <a href="http://www.worldscientific.com/doi/pdf/10.1142/9789813146976_0175" target="_blank" >http://www.worldscientific.com/doi/pdf/10.1142/9789813146976_0175</a>

  • DOI - Digital Object Identifier

    <a href="http://dx.doi.org/10.1142/9789813146976_0175" target="_blank" >10.1142/9789813146976_0175</a>

Alternative languages

  • Result language

    angličtina

  • Original language name

    Forecasting Financial Data: A Combined Model of Fuzzy Neural Network and Statistics

  • Original language description

    In this paper, we apply the ARMA/ARCH methodology to develop forecasting models and compare their forecast accuracy with a class of novel hybrid fuzzy logic RBF neural network models. The used novel approach deals with nonlinear estimate of various RBF NN-based ARMA/GARCH methodologies. Our results show that the proposed approach achieves better forecast accuracy on the validation dataset than most available techniques.

  • Czech name

  • Czech description

Classification

  • Type

    D - Article in proceedings

  • CEP classification

    IN - Informatics

  • OECD FORD branch

Result continuities

  • Project

    <a href="/en/project/LQ1602" target="_blank" >LQ1602: IT4Innovations excellence in science</a><br>

  • Continuities

    P - Projekt vyzkumu a vyvoje financovany z verejnych zdroju (s odkazem do CEP)

Others

  • Publication year

    2016

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Article name in the collection

    Proceedings of the 12th International FLINS Conference (FLINS 2016)

  • ISBN

    978-981-3146-96-9

  • ISSN

  • e-ISSN

  • Number of pages

    6

  • Pages from-to

    1137-1142

  • Publisher name

    World Scientific

  • Place of publication

    Neuveden

  • Event location

    Roubaix

  • Event date

    Aug 24, 2016

  • Type of event by nationality

    WRD - Celosvětová akce

  • UT code for WoS article