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@inproceedings{29811,
author = {Marček, Dušan},
address = {Singapore},
booktitle = {Uncertainty Modelling in Knowledge Engineering and Decision Making: Proceedings of the 12th International FLINS Conference (FLINS 2016)},
doi = {http://dx.doi.org/10.1142/9789813146976_0175},
edition = {Volume 10},
editor = {ZENG, Xianyi; LU, Jie; KERRE, Etienne E.; MARTINEZ, Luis; KOEHL, Ludovic},
keywords = {Financial Data Forecasting; Fuzzy neural network; Statistical modelling; Combined model},
howpublished = {elektronická verze "online"},
language = {eng},
location = {Singapore},
isbn = {978-981-314-698-3},
pages = {1137-1142},
publisher = {World Scientific Publishing},
title = {FORECASTING FINANCIAL DATA: A COMBINED MODEL OF FUZZY NEURAL NETWORK AND STATISTICS},
year = {2016}
}
TY - JOUR
ID - 29811
AU - Marček, Dušan
PY - 2016
TI - FORECASTING FINANCIAL DATA: A COMBINED MODEL OF FUZZY NEURAL NETWORK AND STATISTICS
PB - World Scientific Publishing
CY - Singapore
SN - 9789813146983
KW - Financial Data Forecasting
KW - Fuzzy neural network
KW - Statistical modelling
KW - Combined model
N2 - 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.
ER -
MARČEK, Dušan. FORECASTING FINANCIAL DATA: A COMBINED MODEL OF FUZZY NEURAL NETWORK AND STATISTICS. In ZENG, Xianyi; LU, Jie; KERRE, Etienne E.; MARTINEZ, Luis; KOEHL, Ludovic. \textit{Uncertainty Modelling in Knowledge Engineering and Decision Making: Proceedings of the 12th International FLINS Conference (FLINS 2016)}. Volume 10. Singapore: World Scientific Publishing. s.~1137-1142. ISBN~978-981-314-698-3. doi:10.1142/9789813146976\_{}0175. 2016.
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