Boosting GARCH and neural networks for the prediction of heteroskedastic time series.
José M. MatíasManuel Febrero-BandeWenceslao González-ManteigaJuan Carlos ReboredoPublished in: Math. Comput. Model. (2010)
Keyphrases
- neural network
- chaotic time series
- financial time series
- short term prediction
- prediction accuracy
- prediction model
- mackey glass
- artificial neural networks to predict
- garch model
- stock market
- prediction error
- moving average
- exchange rate
- ensemble methods
- exponential smoothing
- artificial neural networks
- fuzzy logic
- learning algorithm
- neural network ensemble
- stock price
- dynamic time warping
- short term
- feature selection
- radial basis function network
- neural nets
- feed forward
- multi class
- machine learning
- genetic algorithm
- box jenkins
- non stationary
- neural network model
- sequence prediction
- extreme values
- pattern recognition
- prediction algorithm
- training data
- multilayer perceptron
- recurrent neural networks
- bp neural network
- neural networks and support vector machines
- back propagation
- chronic hepatitis
- weak classifiers
- symbolic representation
- ensemble learning