Swarm-based translation-invariant morphological prediction method for financial time series forecasting

DOI10.1016/j.ins.2010.08.037zbMath1237.91241MaRDI QIDQ621605

Ricardo de A. Araújo

Publication date: 28 January 2011

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ins.2010.08.037

zbMATH Keywords

mathematical morphology; stock market prediction; financial time series forecasting; increasing translation-invariant morphological operators; particle swarm optimizer; swarm-based hybrid models; takens theorem

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

91G70: Statistical methods; risk measures

90C59: Approximation methods and heuristics in mathematical programming

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Uses Software

• sapa

Cites Work

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