Simulation of ECB decisions and forecast of short term Euro rate with an adaptive fuzzy expert system.
Lorenzo RizziFlavio BazzanaNikola K. KasabovMario FedrizziLuca ErzegovesiPublished in: Eur. J. Oper. Res. (2003)
Keyphrases
- short term
- long term
- forecasting model
- electric load forecasting
- stock market
- load forecasting
- short term and long term
- long term memory
- short and long term
- arima model
- wind speed
- decision makers
- medium term
- wind power
- support vector machine
- decision process
- adaptive learning
- genetic algorithm
- chaotic time series
- regression model
- model selection