Forecasting Financial Time Sesries Using Combined ARIMA-ANN Algorithm.
Vasyl HryhorkivLesia BuiakAndrii VerstiakMariia HryhorkivOksana VerstiakKateryna TokarievaPublished in: ACIT (2020)
Keyphrases
- artificial neural networks
- dynamic programming
- theoretical analysis
- preprocessing
- cost function
- objective function
- detection algorithm
- search space
- significant improvement
- k means
- high accuracy
- times faster
- experimental evaluation
- computational complexity
- improved algorithm
- recognition algorithm
- arima model
- levenberg marquardt
- learning algorithm
- expectation maximization
- linear programming
- worst case
- np hard
- search algorithm
- optimal solution
- similarity measure