MARČEK, Dušan. FORECASTING FINANCIAL DATA: A COMBINED MODEL OF FUZZY NEURAL NETWORK AND STATISTICS. Online. In ZENG, Xianyi; LU, Jie; KERRE, Etienne E.; MARTINEZ, Luis; KOEHL, Ludovic. Uncertainty Modelling in Knowledge Engineering and Decision Making: Proceedings of the 12th International FLINS Conference (FLINS 2016). Volume 10. Singapore: World Scientific Publishing, 2016, s. 1137-1142. ISBN 978-981-314-698-3. Dostupné z: https://dx.doi.org/10.1142/9789813146976_0175. |
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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. Online. 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, 2016, s.~1137-1142. ISBN~978-981-314-698-3. Dostupné z: https://dx.doi.org/10.1142/9789813146976\_{}0175.
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