Time series modelling and forecasting of Singapore property price: an optimal control approach.
T. C. ChinD. P. MitalPublished in: KES (3) (1998)
Keyphrases
- optimal control
- weather forecasting
- financial time series
- control problems
- forecasting accuracy
- feedback control
- arma model
- dynamic programming
- control strategy
- risk sensitive
- box jenkins
- exponential smoothing
- reinforcement learning
- optimal control problems
- short term
- stock market
- infinite horizon
- class of nonlinear systems
- non stationary
- brownian motion
- support vector regression
- bp neural network
- stochastic control
- control law
- forecasting model
- chaotic time series
- multivariate time series
- moving average
- np hard
- learning algorithm
- exchange rate