A Genetic Decomposition Algorithm for Predicting Rainfall within Financial Weather Derivatives.
Sam CramerMichael KampouridisAlex Alves FreitasPublished in: GECCO (2016)
Keyphrases
- decomposition algorithm
- weather data
- meteorological data
- decomposition method
- working set
- climate change
- genetic algorithm
- weather forecasting
- higher order
- weather prediction
- equality constraints
- stock market
- risk management
- working set selection
- weather conditions
- weather forecast
- rainfall runoff
- early warning
- recognition algorithm
- long term
- wind speed
- financial markets
- decision making
- neural network