financial/economic time series forecasting
Financial-Economic Time Series Modeling and Prediction Techniques – Review
... hybrid forecasting model using multi-technical indicators to predict stock price ...better forecasting accuracy and stock ...and forecasting rules based on objective stock data rather than subjective ...
6
Nonparametric Risk Bounds for Time-Series Forecasting
... Generalization error bounds are probabilistically valid, non-asymptotic tools for charac- terizing the predictive ability of forecasting models. This methodology is fundamentally about choosing particular ...
40
Financial Time Series Forecasting Based on Characterized Candlestick and the Support Vector Classification with Cooperative Coevolution
... in financial derivative market is an important indicator to a country or region’s economic development, hence, predication of prices of financial derivatives is the research focus at ...in ...
15
Modelling of crude oil prices using hybrid arima-garch model
... and forecasting volatility of a financial time series has become the area of ...many economic and financial applications such as portfolio optimization, risk management and asset ...
29
Time Series Modeling and Forecasting of CPI of Bangladesh
... Time series data is very important in the case of financial development of any ...with time series data. This study is consists of time series modeling and ...
8
Financial time series forecasting using Simulated Annealing and Support Vector Regression
... Financial time series forecasting methods can be classified in two ...traditional economic models such as ARIMA and ...to time series ...
9
ForecastingRevPARinaDecliningMarket-AnApplicationofTime.pdf
... popular time series forecasting techniques was the best predictor of the decline in United States weekly RevPAR in the recent economic ...and financial industry publications as a ...
5
Performance evaluation of series and parallel strategies for financial time series forecasting
... in financial time series forecasting is ...on time series forecasting and modeling widely use a combination of different models and metaheuristic optimization ...the ...
24
Extreme learning with chemical reaction optimization for stock volatility prediction
... modeling economic sys- tems is rapidly expanding, as they recognize the nonlinear correlation present in histor- ical stock ...for financial time series prediction include multilayer ...
23
Forecasting Inflation and Economic Growth of Pakistan by Using Two Time Series Methods
... For economic and financial time series multiplicative model is ...any time series (Yt) we get TC component (which means by taking 12mma we eliminate the S and I components), by ...
5
Algorithms for Data-Driven Business Intelligence with Applications to Revenue Optimization and Financial Forecasting.
... mainstream financial forecast methods, a daily rolling horizon strategy is ...fuzzy time series methods with various strategies [ 42, 154, 193, 207 ] as well as a standard HLO based WFTS (WFTS-HLO) ...
120
A Neuro-wavelet Method for the Forecasting of Financial Time Series
... capturing key features of a process with a limited number of coefficients by using a set of orthogonal basis for the transformation of the signal. Particularly, a DWT is able to capture features that are localized in ...
6
Time Series Forecasting Using Fuzzy Time Series With Hedge Algebras Approach
... of forecasting problems, because Hedge algebras are considered as an algebraic approach to the inherent word semantics and word-domains of each individual linguistic variable, which is simply understood as a ...
9
Forecasting U S Macroeconomic and Financial Time Series with Noncausal and Causal AR Models: A Comparison
... As an example of the results in Table 2, consider the case where the BIC is used in model selection and the forecast horizon is three months h = 3: the mean relative MSFE is 0.9972 i.e.,[r] ...
25
Forecasting domestic tourism : application to Johor tourism data
... Futurist John Naisbitt (1944), in his bestselling book Global Paradox, subscribes to the concept that tourism will be one of three industries that will drive the world of economy into twenty-first century. However, the ...
27
Short-Term Forecast of Wind Speed through Mathematical Models
... models for forecasting time series applied in wind generation based on the combination of time series 828. models with artificial neural networks[r] ...
28
Estimation and Model Selection for Time Series Forecasting
... of time series forecasting, there are is lot of scope to further improvements as it is evident from the following ...The time series forecasts are not capable of capturing random or ...
7
Improved models in fuzzy time series for forecasting
... in time series area of study ...Fuzzy Time Series in several applications, far too little attention has been paid to propose an appropriate data pre-processing whereby FTS promotes better ...
32
A Modified Approach on Fuzzy Time Series Forecasting
... In this paper we have developed a new fuzzy time series forecasting method based on nearest symmetric trapezoidal fuzzy numbers. Frequency distribution is used to divide the intervals with different ...
11
Financial Development and Economic Growth: Time Series Evidence from Egypt
... the economic performance did occur despite greater difficulties of the Egyptian economy to mobilize ...the economic growth that has occurred despite the decline in total investment can be attributed to ...
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