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
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Czech description
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Classification
Type
D - Article in proceedings
CEP classification
IN - Informatics
OECD FORD branch
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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
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e-ISSN
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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
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