The JLS model with ARMA/GARCH errors.

Spela Jezernik Sirca Matjaz Omladic

Published in: Ars Math. Contemp. (2017)

Keyphrases

computational model
neural network
formal model
probabilistic model
real time
high level
probability distribution
experimental data
theoretical analysis
monte carlo simulation
simulation model
statistical model
mathematical model
em algorithm
cost function
similarity measure
genetic algorithm